Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman–Kac semigroups

DOI10.1051/ps:2003001zbMath1040.81009OpenAlexW2134099872WikidataQ55881303 ScholiaQ55881303MaRDI QIDQ4405590

Pierre Del Moral, Laurent Miclo

Publication date: 23 June 2003

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=PS_2003__7__171_0

zbMATH Keywords

Schrödinger operatorspectral radiusspectral decompositionFeynman-Kac formulaLyapunov exponentsemigroups on Banach spaces

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Interacting particle systems in time-dependent statistical mechanics (82C22) Closed and approximate solutions to the Schrödinger, Dirac, Klein-Gordon and other equations of quantum mechanics (81Q05) Stochastic approximation (62L20) Selfadjoint operator theory in quantum theory, including spectral analysis (81Q10) Computational methods for problems pertaining to quantum theory (81-08)

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Cites Work

• A Moran particle system approximation of Feynman-Kac formulae
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• Configurational transition in a Fleming - Viot-type model and probabilistic interpretation of Laplacian eigenfunctions
• On the stability of interacting processes with applications to filtering and genetic algorithms
• A Fleming-Viot particle representation of the Dirichlet Laplacian
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