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This tag is used if a reference is needed in a paper or textbook on a specific result.

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 …
Joris Bierkens's user avatar
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 …
Joris Bierkens's user avatar
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 …
Joris Bierkens's user avatar
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 …
Joris Bierkens's user avatar