Applied Mathematics Theses and Dissertations

Theses and Dissertations for the Applied Mathematics department.

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Description:: In this thesis, we use the large deviations principle to characterize the rate of convergence of the empirical measures of Markov processes. An explicit formula …
Year:: 2013
Contributor:: Liu, Yufei (creator); Dupuis, Paul (Director); Doll, Jimmie (Reader); Ramanan, Kavita (Reader); Brown University. Applied Mathematics (sponsor)
Genre:: theses
Subject:: empirical measure; Markov jump process; Markov chain Monte Carlo; Large deviations
Language:: English
Collection:: Applied Mathematics; Theses and Dissertations

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Description:: Monte Carlo methods are arguably among the most general purpose numerical tools currently available. There is a relatively long history of the use of large …
Year:: 2019
Contributor:: Wu, Guo-Jhen (creator); Dupuis, Paul (Advisor); Harrison, Matthew (Reader); Budhiraja, Amarjit (Reader); Brown University. Department of Applied Mathematics (sponsor)
Genre:: theses
Subject:: Large deviations; Markov chain Monte Carlo; Freidlin-Wentzell theory; Parallel tempering; Infinite swapping
Collection:: Applied Mathematics; Theses and Dissertations

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