Gradual convergence for Langevin dynamics on a degenerate potential
Brownian motiondegenerate fixed pointLangevin dynamicsstochastic differential equationtotal variation convergence
Nonlinear ordinary differential equations and systems (34A34) Perturbations of ordinary differential equations (34D10) Ordinary differential equations and systems with randomness (34F05) Ergodicity, mixing, rates of mixing (37A25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
- A comparison principle for random walk on dynamical percolation
- A comparison theorem for solutions of stochastic differential equations and its applications
- A martingale approach to metastability
- A strong maximum principle for parabolic equations
- A switch convergence for a small perturbation of a linear recurrence equation
- Abrupt convergence and escape behavior for birth and death chains
- Abrupt convergence for a family of Ornstein-Uhlenbeck processes
- Abrupt convergence for stochastic small perturbations of one dimensional dynamical systems
- Absolute continuity for some one-dimensional processes
- Approximate distributions of order statistics. With applications to nonparametric statistics
- Bounds for left and right window cutoffs
- Comparing limit profiles of reversible Markov chains
- Controlled equilibrium selection in stochastically perturbed dynamics
- Convergence rates for nonequilibrium Langevin dynamics
- Convergence to equilibrium in Fokker-Planck equations
- Convergence to equilibrium in Wasserstein distance for Fokker-Planck equations
- Coupling and mixing times in a Markov chain
- Couplings and quantitative contraction rates for Langevin dynamics
- Cut-off and exit from metastability: Two sides of the same coin
- Cut-off and hitting times of a sample of Ornstein-Uhlenbeck processes and its average
- Cut-off for \(n\)-tuples of exponentially converging processes
- Cut-off phenomenon for Ornstein-Uhlenbeck processes driven by Lévy processes
- Cutoff at the ``entropic time for sparse Markov chains
- Cutoff for samples of Markov chains
- Cutoff for the mean-field zero-range process
- Cutoff on trees is rare
- Cutoff phenomena for random walks on random regular graphs
- Cutoff phenomenon for the maximum of a sampling of Ornstein-Uhlenbeck processes
- Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance
- Decay rates and cutoff for convergence and hitting times of Markov chains with countably infinite state space
- Ergodic approximation of the distribution of a stationary diffusion: rate of convergence
- Ergodic behavior of Markov processes. With applications to limit theorems
- Exponential ergodicity for SDEs under the total variation
- Foundations of Modern Probability
- Generating a random permutation with random transpositions
- Harmonic analysis on finite groups. Representation theory, Gelfand pairs and Markov chains
- How many shuffles to randomize a deck of cards?
- scientific article; zbMATH DE number 3159648 (Why is no real title available?)
- scientific article; zbMATH DE number 3812655 (Why is no real title available?)
- scientific article; zbMATH DE number 3951715 (Why is no real title available?)
- scientific article; zbMATH DE number 44579 (Why is no real title available?)
- scientific article; zbMATH DE number 192908 (Why is no real title available?)
- scientific article; zbMATH DE number 1236226 (Why is no real title available?)
- scientific article; zbMATH DE number 1239549 (Why is no real title available?)
- Kac's walk on \(n\)-sphere mixes in \(n\log n\) steps
- Large Deviations and Metastability
- Limit behavior of the invariant measure for Langevin dynamics
- Limit profiles for reversible Markov chains
- Linking the mixing times of random walks on static and dynamic random graphs
- Local Lyapunov exponents. Sublimiting growth rates of linear random differential equations
- Markov chains and mixing times. With a chapter on ``Coupling from the past by James G. Propp and David B. Wilson.
- Metastability for a class of dynamical systems subject to small random perturbations
- Metastability. A potential-theoretic approach
- Metastable Markov chains
- Mixing and average mixing times for general Markov processes
- Mixing and hitting times for finite Markov chains
- Mixing of the averaging process and its discrete dual on finite-dimensional geometries
- Mixing time and expansion of non-negatively curved Markov chains
- Mixing time trichotomy in regenerating dynamic digraphs
- Mixing times and cutoff for the TASEP in the high and low density phase
- Mixing times for the simple exclusion process with open boundaries
- Multidimensional diffusion processes.
- No cut-off phenomenon for the ``Insect Markov chain
- No cutoff in spherically symmetric trees
- Noise-Induced Phenomena in Slow-Fast Dynamical Systems
- Note on local mixing techniques for stochastic differential equations
- Numerical computations of geometric ergodicity for stochastic dynamics
- On the variation distance for probability measures defined on a filtered space
- Optimal non-reversible linear drift for the convergence to equilibrium of a diffusion
- Optimal Transport
- Overdamped limit at stationarity for non-equilibrium Langevin diffusions
- Random attractors for stochastic partly dissipative systems
- Shuffling Cards and Stopping Times
- Small noise asymptotics for invariant densities for a class of diffusions: a control theoretic view
- Small noise limit for diffusions near heteroclinic networks
- Small random perturbation of dynamical systems: recursive multiscale analysis
- Small random perturbations of dynamical systems: Exponential loss of memory of the initial condition
- Stochastic processes and applications. Diffusion processes, the Fokker-Planck and Langevin equations
- Strong Feller properties for degenerate SDEs with jumps
- Sur la théorie du mouvement brownien.
- The Continuity of SDE With Respect to Initial Value in the Total Variation
- The cutoff phenomenon for ergodic Markov processes
- The cutoff phenomenon for the stochastic heat and wave equation subject to small Lévy noise
- The cutoff phenomenon in finite Markov chains.
- The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise
- The cutoff phenomenon in Wasserstein distance for nonlinear stable Langevin systems with small Lévy noise
- The cutoff profile for the simple exclusion process on the circle
- The general diffusion operator and positivity preserving semigroups in one dimension
- The Langevin equation. With applications to stochastic problems in physics, chemistry and electrical engineering
- The mixing time evolution of Glauber dynamics for the mean-field Ising model
- The parabolic differential equations and the associated semigroups of transformation
- The simple exclusion process on the circle has a diffusive cutoff window
- Thermalisation for small random perturbations of dynamical systems
- Trailing the dovetail shuffle to its lair
- Universal cutoff for Dyson Ornstein Uhlenbeck process
- Weak noise and non-hyperbolic unstable fixed points: sharp estimates on transit and exit times
This page was built for publication: Gradual convergence for Langevin dynamics on a degenerate potential
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6995729)