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- Centre National de la Recherche ScientifiqueFR23 papers
- Rutherford Appleton LaboratoryGB20 papers
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- Commissariat à l'Énergie Atomique et aux Énergies AlternativesFR16 papers
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5 papers · 2 filters
Optimal scalings for local Metropolis--Hastings chains on nonproduct targets in high dimensions
Alexandros Beskos, Gareth Roberts, Andrew Stuart
We investigate local MCMC algorithms, namely the random-walk Metropolis and the Langevin algorithms, and identify the optimal choice of the local step-size as a function of the dim…
Hausdorff measure of arcs and Brownian motion on Brownian spatial trees
David A. Croydon
A Brownian spatial tree is defined to be a pair , where is the rooted real tree naturally associated with a Brownian excursion and is a random co…
Boundary crossing identities for diffusions having the time inversion property
Larbi Alili, Pierre Patie
We review and study a one-parameter family of functional transformations, denoted by , which, in the case , provides a path realization of bridges associa…
The continuum limit of critical random graphs
Louigi Addario-Berry, Nicolas Broutin, Christina Goldschmidt
We consider the Erdos-Renyi random graph G(n,p) inside the critical window, that is when p=1/n+ lambda*n^{-4/3}, for some fixed lambda in R. Then, as a metric space with the graph…
A phase diagram for a stochastic reaction diffusion system
Carl Mueller, Roger Tribe
In this paper a stochastic reaction diffusion system is considered, which models the spread of a finite population reacting with a non-renewable resource in the presence of individ…