Displaying similar documents to “A nonasymptotic theorem for unnormalized Feynman–Kac particle models”

Hydrodynamic limit for a particle system with degenerate rates

P. Gonçalves, C. Landim, C. Toninelli (2009)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

We study the hydrodynamic limit for some conservative particle systems with degenerate rates, namely with nearest neighbor exchange rates which vanish for certain configurations. These models belong to the class of (KCLG) which have been introduced and intensively studied in physical literature as simple models for the liquid/glass transition. Due to the degeneracy of rates there exist which do not evolve under the dynamics and in general the hyperplanes of configurations with a fixed...

An introduction to probabilistic methods with applications

Pierre Del Moral, Nicolas G. Hadjiconstantinou (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

Similarity:

This special volume of the ESAIM Journal, , contains a collection of articles on probabilistic interpretations of some classes of nonlinear integro-differential equations. The selected contributions deal with a wide range of topics in applied probability theory and stochastic analysis, with applications in a variety of scientific disciplines, including physics, biology, fluid mechanics, molecular chemistry, financial mathematics and bayesian statistics. In this preface, we provide...

Sampling the Fermi statistics and other conditional product measures

A. Gaudillière, J. Reygner (2011)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

Through a Metropolis-like algorithm with single step computational cost of order one, we build a Markov chain that relaxes to the canonical Fermi statistics for non-interacting particles among energy levels. Uniformly over the temperature as well as the energy values and degeneracies of the energy levels we give an explicit upper bound with leading term  ln  for the mixing time of the dynamics. We obtain such construction and upper bound as a special case of a general result on (non-homogeneous)...