2 papers
math.PR2020
Anomalous Recurrence Properties of Markov Chains on Manifolds of Negative Curvature
John Armstrong, Tim King
We present a recurrence-transience classification for discrete-time Markov chains on manifolds with negative curvature. Our classification depends only on geometric quantities asso…
math.NA2020
Curved Schemes for SDEs on Manifolds
John Armstrong, Tim King
Given a stochastic differential equation (SDE) in whose solution is constrained to lie in some manifold , we propose a class of numerical sch…