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math.PR2021
Hidden symmetries and limit laws in the extreme order statistics of the Laplace random walk
Jim Pitman, Wenpin Tang
This paper is concerned with the limit laws of the extreme order statistics derived from a symmetric Laplace walk. We provide two different descriptions of the point process of the…
math.PR2021★ 3 cited
Simulated annealing from continuum to discretization: a convergence analysis via the Eyring--Kramers law
Wenpin Tang, Xun Yu Zhou
We study the convergence rate of continuous-time simulated annealing and its discretization for approximating the global optimum of a…