3 papers
math.PR2019
Large deviations for the empirical measure of the zig-zag process
Joris Bierkens, Pierre Nyquist, Mikola C. Schlottke
The zig-zag process is a piecewise deterministic Markov process in position and velocity space. The process can be designed to have an arbitrary Gibbs type marginal probability den…
math-ph2019
Large deviations and gradient flows for the Brownian one-dimensional hard-rod system
Nir Gavish, Pierre Nyquist, Mark Peletier
We study a system of hard rods of finite size in one space dimension, which move by Brownian noise while avoiding overlap. We consider a scaling in which the number of particles te…
math.PR2016
A large deviations analysis of certain qualitative properties of parallel tempering and infinite swapping algorithms
J. D. Doll, Paul Dupuis, Pierre Nyquist
Parallel tempering, or replica exchange, is a popular method for simulating complex systems. The idea is to run parallel simulations at different temperatures, and at a given swap…