Accelerating Brownian motion on N-torus

DOI10.1016/J.SPL.2013.02.009zbMATH Open1277.35274OpenAlexW1977762890MaRDI QIDQ385124FDOQ385124

Chii-Ruey Hwang, Hui-Ming Pai

Publication date: 29 November 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.02.009

zbMATH Keywords

torusconvergence ratespectral gapdiffusionsantisymmetric perturbation

Mathematics Subject Classification ID

Spectral theory and eigenvalue problems for partial differential equations (35P99) Acceleration of convergence in numerical analysis (65B99)

Cites Work

• Title not available (Why is that?)
• Accelerating diffusions
• Accelerating Gaussian diffusions
• Ordering and improving the performance of Monte Carlo Markov chains.
• The behavior of the spectral gap under growing drift
• Geometric ergodicity and the spectral gap of non-reversible Markov chains
• Speed of convergence to equilibrium and to normality for diffusions with multiple periodic scales
• Variance bounding Markov chains

Cited In (10)

• Dirichlet eigenvalue problems of irreversible Langevin diffusion
• Variational formulas for asymptotic variance of general discrete-time Markov chains
• Accelerating diffusion by incompressible drift on the two-dimensional torus
• Accelerating diffusion on compact Riemannian surfaces by incompressible drift
• Variance reduction for diffusions
• Optimal Variance Reduction for Markov Chain Monte Carlo
• Accelerating planar Ornstein-Uhlenbeck diffusion with suitable drift
• Attaining the optimal Gaussian diffusion acceleration
• On how to use drift to push the spectral gap of a diffusion on \(S^{2}\) to infinity
• On shifting the principal eigenvalue of Dirichlet problem to infinity with non-transversal incompressible drift

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