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Results tagged with reference-request
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user 22157
This tag is used if a reference is needed in a paper or textbook on a specific result.
3
votes
Accepted
A question about extensions of Markov semigroups
I think this holds in quite some generality by the following simple argument. Let $S$ be a Polish space, let's say. If $T(t)$ is a Markov-Feller semigroup on $C_b(S)$ with kernel $p_t(x,dy)$, then not …
- 985
0
votes
On the existence and uniqueness of solution to SPDE with nonlinear growth coefficients
flawed, see Martin Hairer's comment below.
Step I) Perform substitution $u_t(x) = \exp(\psi_t(x))$. The SPDE for $\psi$ becomes, after dividing by $u_t(x)$,
\begin{equation}
\frac{\partial}{\partial …
- 985
3
votes
Ising model - phase transition vs rapid mixing
As only a partial answer, in the paper Bierkens, Roberts, A piecewise deterministic scaling limit of Lifted Metropolis Hastings for the Curie-Weiss model, http://arxiv.org/abs/1509.00302, we have obta …
- 985
8
votes
2
answers
376
views
A family of skew-symmetric matrices corresponding to cycles in graphs
When investigating loops in Markov chains I ran into the following observation.
A cycle in a graph $G$ with $n$ vertices may be represented by a matrix $\Gamma \in \mathbb R^{n \times n}$ having the …
- 985