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math.PR2017★ 64 cited
Ergodicity of the zigzag process
Joris Bierkens, Gareth Roberts, Pierre-André Zitt
The zigzag process is a Piecewise Deterministic Markov Process which can be used in a MCMC framework to sample from a given target distribution. We prove the convergence of this pr…
math.PR2017
A Weak Overdamped Limit Theorem for Langevin Processes
Mathias Rousset, Yushun Xu, Pierre-André Zitt
In this paper, we prove convergence in distribution of Langevin processes in the overdamped asymptotics. The proof relies on the classical perturbed test function (or corrector) me…