968 citations
- Centre National de la Recherche ScientifiqueFR7 papers
- Slovak University of Technology in BratislavaSK5 papers
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- IIT@MITUS3 papers
- Institut National de Physique Nucléaire et de Physique des ParticulesFR3 papers
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6 papers · 1 filter
State-dependent Foster-Lyapunov criteria for subgeometric convergence of Markov chains
Stephen B. Connor, Gersende Fort
We consider a form of state-dependent drift condition for a general Markov chain, whereby the chain subsampled at some deterministic time satisfies a geometric Foster-Lyapunov cond…
Weak Solutions of the Stochastic Landau-Lifshitz-Gilbert Equation
Z. Brzezniak, B. Goldys
The Landau-Lifshitz-Gilbert equation perturbed by a multiplicative space-dependent noise is considered for a ferromagnet filling a bounded three-dimensional domain. We show the exi…
Relationship between stochastic flows and connection forms
M. Neklyudov
In this article I will prove new representation for the Levi-Civita connection in terms of the stochastic flow corresponding to Brownian motion on manifold.
Relative and Discrete Utility Maximising Entropy
Grzegorz Harańczyk, Wojciech Słomczyński, Tomasz Zastawniak
The notion of utility maximising entropy (u-entropy) of a probability density, which was introduced and studied by Slomczynski and Zastawniak (Ann. Prob 32 (2004) 2261-2285, arXiv:…
The characteristic polynomial of a random unitary matrix: a probabilistic approach
Paul Bourgade, Chris Hughes, Ashkan Nikeghbali +1
In this paper, we propose a probabilistic approach to the study of the characteristic polynomial of a random unitary matrix. We recover the Mellin Fourier transform of such a rando…
Skorokhod embeddings, minimality and non-centred target distributions
Alexander Cox, David Hobson
In this paper we consider the Skorokhod embedding problem for target distributions with non-zero mean. In the zero-mean case, uniform integrability provides a natural restriction o…