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Optimal linear drift for the speed of co...

Guillin, Arnaud...

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Optimal linear drift for the speed of convergence of an hypoelliptic diffusion by Guillin, Arnaud ( Author )

Content Provider	Lemonjar Open Access
Publisher	Australian National University
Publication Date	08-08-2023
Summary	Among all generalized Ornstein-Uhlenbeck processes which sample the same invariant measure and for which the same amount of randomness (a $N$-dimensional Brownian motion) is injected in the system, we prove that the asymptotic rate of convergence is maximized by a non-reversible hypoelliptic one.
ISBN	-
Item Type	Article
File Type	pdf
File Size	29.34 KB
Language	English
Subjects	-
Unlimited	MYR 0.01
Total read	-
URL	http://arxiv.org/abs/1604.07295

Citation

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AMA 11th EditionReferences

Guillin, Arnaud. Optimal linear drift for the speed of convergence of an hypoelliptic diffusion. Australian National University. August 08, 2023. Accessed October 01, 2025. https://online.provdatabase.com/cite/13037

APA 7th EditionReferences

Guillin, Arnaud. (2023). Optimal linear drift for the speed of convergence of an hypoelliptic diffusion. Australian National University. https://online.provdatabase.com/cite/13037

Chicago 17th EditionReferences

Guillin, Arnaud. Optimal linear drift for the speed of convergence of an hypoelliptic diffusion. Australian National University. 2023. https://online.provdatabase.com/cite/13037

HarvardReferences

Guillin, Arnaud. (2023). Optimal linear drift for the speed of convergence of an hypoelliptic diffusion. [Online]. Australian National University. Available from: https://online.provdatabase.com/cite/13037. (Accessed 01 October 2025).

Harvard AustraliaReferences

Guillin, Arnaud, 2023, Optimal linear drift for the speed of convergence of an hypoelliptic diffusion, Australian National University, viewed 01 October 2025, <https://online.provdatabase.com/cite/13037>

MLA 9th EditionWorks Cited

Guillin, Arnaud. Optimal linear drift for the speed of convergence of an hypoelliptic diffusion. Australian National University, 2023. PROV Database, https://online.provdatabase.com/cite/13037.

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