Large-time behavior of perturbed diffusion Markov processes with applications to the second eigenvalue problem for Fokker-Planck operators and simulated annealing
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Publication:920478
DOI10.1007/BF01321859zbMath0708.60056OpenAlexW2013538537MaRDI QIDQ920478
Publication date: 1990
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01321859
simulated annealinglarge-time behaviorFokker-Planck operatorrate of convergence to the invariant measures
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimates of eigenvalues in context of PDEs (35P15) Large deviations (60F10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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