We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to traditional genealogical tree based models, these new particle algorithms can be used to compute normalized additive functionals “on-the-fly” as well as their limiting occupation measures with a given precision degree that does not depend on the final time horizon. We...

We present a nonasymptotic theorem for interacting particle approximations of unnormalized Feynman–Kac models. We provide an original stochastic analysis-based on Feynman–Kac semigroup techniques combined with recently developed coalescent tree-based functional representations of particle block distributions. We present some regularity conditions under which the -relative error of these weighted particle measures grows linearly with respect to the time horizon yielding what seems to be the first...

Soit U une fonction définie sur un ensemble fini E muni d'un noyau markovien irréductible M. L'objectif du papier est de comparer théoriquement deux procédures stochastiques de minimisation globale de U : le recuit simulé et un algorithme génétique. Pour ceci on se placera dans la situation idéalisée d'une infinité de particules disponibles et nous ferons une hypothèse commode d'existence de suffisamment de symétries du cadre (E,M,U). On verra notamment que contrairement au recuit simulé, toute...

We propose a new general method of estimating Schrödinger perturbations of transition densities using an auxiliary transition density as a majorant of the perturbation series. We present applications to Gaussian bounds by proving an optimal inequality involving four Gaussian kernels, which we call the 4G Theorem. The applications come with honest control of constants in estimates of Schrödinger perturbations of Gaussian-type heat kernels and also allow for specific non-Kato perturbations.

Let ${K_t}_{t>0}$ be the semigroup of linear operators generated by a Schrödinger operator -L = Δ - V with V ≥ 0. We say that f belongs to $H{¹}_L$ if $\left|\right|su{p}_{t>0}|K_t{f\left(x\right)\left|\right||}_{L¹\left(dx\right)}<\infty$. We state conditions on V and $K_t$ which allow us to give an atomic characterization of the space $H{¹}_L$.

We prove a uniform lower bound for the difference λ₂ - λ₁ between the first two eigenvalues of the fractional Schrödinger operator ${(-\Delta )}^{\alpha /2}+V$, α ∈ (1,2), with a symmetric single-well potential V in a bounded interval (a,b), which is related to the Feynman-Kac semigroup of the symmetric α-stable process killed upon leaving (a,b). “Uniform” means that the positive constant $C_{\alpha }$ appearing in our estimate $\lambda ₂-\lambda ₁\ge C_{\alpha }{(b-a)}^{-\alpha }$ is independent of the potential V. In the general case of α ∈ (0,2), we also find a uniform lower bound for...

We study various statistics related to the eigenvalues and eigenfunctions of random Hamiltonians in the localized regime. Consider a random Hamiltonian at an energy $E$ in the localized phase. Assume the density of states function is not too flat near $E$. Restrict it to some large cube $\Lambda$. Consider now $I_{\Lambda }$, a small energy interval centered at $E$ that asymptotically contains infintely many eigenvalues when the volume of the cube $\Lambda$ grows to infinity. We prove that, with probability one in the large volume...

2000 Mathematics Subject Classification: 35L15, 35B40, 47F05.Introduction and statement of results. In the present paper we will be interested in studying the decay properties of the Schrödinger group.The authors have been supported by the agreement Brazil-France in Mathematics – Proc. 69.0014/01-5. The first two authors have also been partially supported by the CNPq-Brazil.