Exact and efficient sampling of conditioned walks

DOI10.1007/S10955-017-1911-YMaRDI QIDQ1706310zbMATH OpenOpenAlexFDO

Authors Matteo Adorisio, Alberto Pezzotta, Clélia de Mulatier, Cristian Micheletti, A. Celani

Publication date 21 March 2018

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10955-017-1911-y

zbMATH Keywords

stochastic processesconditioned random walksideal polymers

Mathematics Subject Classification ID

Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Sums of independent random variables; random walks (60G50) Statistical mechanics of polymers (82D60)

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Cites work

• scientific article; zbMATH DE number 1095739 (Why is no real title available?)
• scientific article; zbMATH DE number 3806623 (Why is no real title available?)
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• Effective Langevin equations for constrained stochastic processes
• Generating equilateral random polygons in confinement
• Generating equilateral random polygons in confinement. II
• Generating equilateral random polygons in confinement. III
• Introduction to rare event simulation.
• Nonequilibrium Markov processes conditioned on large deviations
• On the topology of a polymer ring
• Polymers with spatial or topological constraints: theoretical and computational results
• Stochastic processes in physics and chemistry.

Cited in

(11)

• A general purpose sampling algorithm for continuous distributions (the t-walk)
• Joint distribution of two local times for diffusion processes with the application to the construction of various conditioned processes
• Large deviations for the Pearson family of ergodic diffusion processes involving a quadratic diffusion coefficient and a linear force
• Sweetest taboo processes
• On the Kemeny time for continuous-time reversible and irreversible Markov processes with applications to stochastic resetting and to conditioning towards forever-survival
• Conditioning diffusion processes with killing rates
• Conditioning two diffusion processes with respect to their first-encounter properties
• Kinetic walks for sampling
• Conditioning diffusion processes with respect to the local time at the origin
• Premature sampling in random walks
• Exact solutions for the probability density of various conditioned processes with an entrance boundary

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