MICHEL, Laurent

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Licencia de uso del documento

MICHEL, Laurent
Institut de Mathématiques de Bordeaux [IMB]

Idioma

Document de travail - Pré-publication

Resumen en inglés

We study the Metropolis algorithm on a bounded connected domain Ω of the euclidean space with proposal kernel localized at a small scale h > 0. We consider the case of a domain Ω that may have cusp singularities. For small values of the parameter h we prove the existence of a spectral gap g(h) and study the behavior of g(h) when h goes to zero. As a consequence, we obtain exponentially fast return to equilibrium in total variation distance.< Leer menos

URI

https://oskar-bordeaux.fr/handle/20.500.12278/191578

Proyecto ANR

Analyse Quantitative de Processus Metastables - ANR-19-CE40-0010

Orígen

Importado de Hal

Centros de investigación

Institut de Mathématiques de Bordeaux (IMB) - UMR 5251