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math.PR2019
Large deviations of empirical measures of diffusions in weighted topologies
Grégoire Ferré, Gabriel Stoltz
We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class o…
math.PR2018★ 14 cited
Simulating Coulomb gases and log-gases with hybrid Monte Carlo algorithms
Djalil Chafaï, Grégoire Ferré
Coulomb and log-gases are exchangeable singular Boltzmann-Gibbs measures appearing in mathematical physics at many places, in particular in random matrix theory. We explore experim…