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SPECTRAL ASYMPTOTICS FOR METROPOLIS ALGORITHM ON SINGULAR DOMAINS

hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
dc.contributor.authorMICHEL, Laurent
dc.date.accessioned2024-04-04T02:46:42Z
dc.date.available2024-04-04T02:46:42Z
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/191578
dc.description.abstractEnWe 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.
dc.description.sponsorshipAnalyse Quantitative de Processus Metastables - ANR-19-CE40-0010
dc.language.isoen
dc.title.enSPECTRAL ASYMPTOTICS FOR METROPOLIS ALGORITHM ON SINGULAR DOMAINS
dc.typeDocument de travail - Pré-publication
dc.subject.halMathématiques [math]/Equations aux dérivées partielles [math.AP]
dc.subject.halMathématiques [math]/Probabilités [math.PR]
dc.subject.halMathématiques [math]/Théorie spectrale [math.SP]
dc.identifier.arxiv2104.07943
bordeaux.hal.laboratoriesInstitut de Mathématiques de Bordeaux (IMB) - UMR 5251*
bordeaux.institutionUniversité de Bordeaux
bordeaux.institutionBordeaux INP
bordeaux.institutionCNRS
hal.identifierhal-03199521
hal.version1
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-03199521v1
bordeaux.COinSctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.au=MICHEL,%20Laurent&rft.genre=preprint


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