Self-interacting diffusions: a simulated annealing version

DOI10.1007/S00440-008-0147-9MaRDI QIDQ1017902zbMATHOpenAlexFDO

Authors Olivier Raimond

Publication date 13 May 2009

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00440-008-0147-9

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Recommendations

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Cites work

• scientific article; zbMATH DE number 665662 (Why is no real title available?)
• Asymptotics of the spectral gap with applications to the theory of simulated annealing
• Boundedness and convergence of some self-attracting diffusions
• Recuit simulésans potentiel sur une variétériemannienne compacte
• Self attracting diffusions: Two case studies
• Self-attracting diffusions: Case of the constant interaction
• Self-interacting diffusions.
• Self-interacting diffusions. II: Convergence in law.
• Self-interacting diffusions. III: Symmetric interactions
• The geometry of Markov diffusion generators

Cited in

(5)

• Simulated annealing for Lévy-driven jump-diffusions
• Self-repelling diffusions on a Riemannian manifold
• Self-interacting diffusions: long-time behaviour and exit-problem in the uniformly convex case
• scientific article; zbMATH DE number 1728410 (Why is no real title available?)
• Some particular self-interacting diffusions: ergodic behaviour and almost sure convergence

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