Natural OU-processes on Lie groups with applications to simulated annealing
GFM seminar
	    
	      CIUL, A2-25
	    
	    
                        
                        
                            2008-06-24 14:30
                            2008-06-24 15:30
                            2008-06-24
                            14:30
                            ..
                            15:30
                        
            
	    
            
	    
        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.
 
             
             
             
                
                
             
                
             Symmetries in Quantum Physics 2017
            Symmetries in Quantum Physics 2017
        