Displaying similar documents to “Spectral gap for an unrestricted Kawasaki type dynamics”

Spectral gap for an unrestricted Kawasaki type dynamics

Gustavo Posta (2010)

ESAIM: Probability and Statistics

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We give an accurate asymptotic estimate for the gap of the generator of a particular interacting particle system. The model we consider may be informally described as follows. A certain number of charged particles moves on the segment [1,L] according to a Markovian law. One unitary charge, positive or negative, jumps from a site k to another site k'=k+1 or k'=k-1 at a rate which depends on the charge at site k and at site k'. The total charge of the system is preserved by the...

Statistical estimation of higher-order spectral densities by means of general tapering

M'hammed Baba Harra (1997)

Applicationes Mathematicae

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Given a realization on a finite interval of a continuous-time stationary process, we construct estimators for higher order spectral densities. Tapering and shift-in-time methods are used to build estimators which are asymptotically unbiased and consistent for all admissible values of the argument. Asymptotic results for the fourth-order densities are given. Detailed attention is paid to the nth order case.

Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman–Kac semigroups

Pierre Del Moral, L. Miclo (2003)

ESAIM: Probability and Statistics

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We present an interacting particle system methodology for the numerical solving of the Lyapunov exponent of Feynman–Kac semigroups and for estimating the principal eigenvalue of Schrödinger generators. The continuous or discrete time models studied in this work consists of N interacting particles evolving in an environment with soft obstacles related to a potential function V . These models are related to genetic algorithms and Moran type particle schemes. Their choice is not unique....

Time series model identification by estimating information, memory and quantiles.

Emanuel Parzen (1983)

Qüestiió

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This paper applies techniques of Quantile Data Analysis to non-parametrically analyze time series functions such as the sample spectral density, sample correlations and sample partial correlations. The aim is to identify the memory type of an observed time series, and thus to identify parametric time domain models that fit an observed time series. Time series models are usually tested for adequacy by testing if their residuals are white noise. It is proposed that an additional criterion...

Homogenization of a spectral equation with drift in linear transport

Guillaume Bal (2001)

ESAIM: Control, Optimisation and Calculus of Variations

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This paper deals with the homogenization of a spectral equation posed in a periodic domain in linear transport theory. The particle density at equilibrium is given by the unique normalized positive eigenvector of this spectral equation. The corresponding eigenvalue indicates the amount of particle creation necessary to reach this equilibrium. When the physical parameters satisfy some symmetry conditions, it is known that the eigenvectors of this equation can be approximated by the product...