4.4 Article

Accelerating diffusions

期刊

ANNALS OF APPLIED PROBABILITY
卷 15, 期 2, 页码 1433-1444

出版社

INST MATHEMATICAL STATISTICS
DOI: 10.1214/105051605000000025

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diffusion; convergence rate; acceleration; spectral gap; spectrum; variational norm; ergodicity; MCMC; Monte Carlo Markov process

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Roughly speaking, L-C is a perturbation of the self-adjoint L-0 by an antisymmetric operator C (.) del, where C is weighted divergence free. We prove that lambda(C) <= (0) and equality holds only in some rare situations. Furthermore, rho(C) <= lambda(C) and equality holds for C = 0. In other words, adding an extra drift, C(x), accelerates convergence. Related problems are also discussed.

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