6 citations · 7 across the 2 of their papers we have counts for
5 papers
A subexponential version of Cramer's theorem
Grégoire Ferré
We consider the large deviations associated with the empirical mean of independent and identically distributed random variables under a subexponential moment condition. We show tha…
Stochastic viscosity approximations of Hamilton-Jacobi equations and variance reduction
Grégoire Ferré
We consider the computation of free energy-like quantities for diffusions in high dimension, when resorting to Monte Carlo simulation is necessary. Such stochastic computations typ…
Approximate optimal controls via instanton expansion for low temperature free energy computation
Grégoire Ferré, Tobias Grafke
The computation of free energies is a common issue in statistical physics. A natural technique to compute such high dimensional integrals is to resort to Monte Carlo simulations. H…
Coulomb gases under constraint: some theoretical and numerical results
Djalil Chafaï, Grégoire Ferré, Gabriel Stoltz
We consider Coulomb gas models for which the empirical measure typically concentrates, when the number of particles becomes large, on an equilibrium measure minimizing an electrost…
More on the long time stability of Feynman-Kac semigroups
Grégoire Ferré, Mathias Rousset, Gabriel Stoltz
Feynman-Kac semigroups appear in various areas of mathematics: non-linear filtering, large deviations theory, spectral analysis of Schrodinger operators among others. Their long ti…