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Natural OU-processes on Lie groups with applications to simulated annealing

GFM seminar

CIUL, A2-25

2008-06-24 14:30 .. 15:30

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by Josef Teichmann (Vienna University of Technology)

For left invariant, hypo-elliptic diffusions on Lie groups together with the right invariant Haar measure with introduce OU-processes admitting an invariant measure and a spectral gap. By means of those OU-processes we manage to prove new hypo-elliptic versions of simulated annealing on compact homogeneous spaces.

Past conference highlights: Symmetries in Quantum Physics 2017; Advances in Mathematical Fluid Mechanics, Stochastic & Deterministic Methods; Quantum Integrable Systems and Geometry; Chern-Simons Gauge Theory: 20 years after; Second Workshop on Quantum Gravity and Noncommutative Geometry; Infinite Dimensional Algebras and Quantum Integrable Systems II; Stochastic Analysis in Mathematical Physics; Mathematics in Chemistry; Geometric Aspects of Integrable Systems; ICMP 2003