Accelerating diffusions

DOI10.1214/105051605000000025zbMath1069.60065arXivmath/0505245OpenAlexW3037124231MaRDI QIDQ558681

Jianyong Qiao, Sumit K. Garg

Publication date: 13 July 2005

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0505245

zbMATH Keywords

spectrumergodicityspectral gapconvergence rateaccelerationMCMCvariational normMonte Carlo Markov process

Mathematics Subject Classification ID

General topics in linear spectral theory for PDEs (35P05) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Acceleration of convergence in numerical analysis (65B99)

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