CONVERGENCE RATES FOR ANNEALING DIFFUSION PROCESSES
成果类型：
Article
署名作者：
Marquez, David
署名单位：
University of Central Venezuela; Universite Gustave-Eiffel
刊物名称：
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN：
1050-5164
发表日期：
1997
页码：
1118-1139
关键词：
摘要：
We consider the annealing diffusion process and investigate convergence rates. Namely, for the diffusion dX(t) = -del V(X-f)dt + sigma(t)dB(f), where (B-f)(l) <= 0 is the sigma(t) dimensional Brownian motion and cr(t) decreases to zero, we prove a large deviation principle for (V(X-t)) and weak convergence of(sigma(-2)(t)(V(X-f) - inf V)).