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Logarithmic Sobolev inequalities and Langevin algorithms inRn

 

作者: Gabriele Grillo,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1994）
卷期: Volume 12, issue 3  

页码: 309-328

 

ISSN:0736-2994

 

年代: 1994

 

DOI:10.1080/07362999408809354

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

We study the Langevin algorithm inRnby means of the theory of ultracontractive semigroups and of the corresponding logarithmic Sobolev inequalities. Our results generalize to diffusions inRnthe estimates obtained by Holley and Stroock (Commun. Math. Phys. 115 (1988), 553-569) for the case of simulated annealing on a finite (or at least compact) state space

 

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