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Tempered Langevin diffusions with polynomial-tailed targets: proofs

Aleks Mijatović (Prob-AM)

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Tempered Langevin diffusions with polynomial-tailed targets: proofs

98 просмотров · 2 нед. назад
Aleks Mijatović (Prob-AM)
172 подписчика
98 просмотров · 2 нед. назад
This Part II of Haokai's presentation explains the ideas behind our recent results on the convergence properties of tempered Langevin diffusions (TLD) with polynomial-tailed targets. The methods we use are based on a combination of Lyapunov functions and stochastic analysis, including the Ito trick of T. Lyons and T.S. Zhang for establishing non-explosion at the second critical temperatures. Enjoy Haokai's presentation!