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2 votes
1 answer
131 views

Gradient flows and particle representations

I was looking into gradient flows and their particle representations, mostly in the context of probability. A simple example of this is the continuity equation. Consider evolving a sample $x \sim \...
CComp's user avatar
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3 votes
1 answer
234 views

Kac-Rice formula and Borell-TIS inequalities for gradient-flow of centered gaussian random field

Let $x\mapsto g(x)$ be a centered gaussian random field on $\mathbb R^m$. Let $x_0 \in \mathbb R^n$, and (assuming regularity conditions) consider the gradient-flow $$ \dot{x}(t) = -\nabla g(x(t)), \;...
dohmatob's user avatar
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3 votes
0 answers
103 views

Concentration inequalities for gradient flows induced by random fields

Let $G=(G(x))_{x \in \mathbb R^m}$ be a conservative random field with values in $\mathbb R^m$, for large positive integer $m$. That is, there exists a scalar random field $g=(g(x))_{x \in \mathbb R^m}...
dohmatob's user avatar
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