惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

D
Docker
大猫的无限游戏
大猫的无限游戏
Jina AI
Jina AI
酷 壳 – CoolShell
酷 壳 – CoolShell
博客园 - 司徒正美
美团技术团队
雷峰网
雷峰网
阮一峰的网络日志
阮一峰的网络日志
WordPress大学
WordPress大学
T
Tailwind CSS Blog
U
Unit 42
C
Check Point Blog
S
SegmentFault 最新的问题
Martin Fowler
Martin Fowler
Stack Overflow Blog
Stack Overflow Blog
云风的 BLOG
云风的 BLOG
L
LangChain Blog
钛媒体:引领未来商业与生活新知
钛媒体:引领未来商业与生活新知
腾讯CDC
罗磊的独立博客
小众软件
小众软件
Recent Announcements
Recent Announcements
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
D
DataBreaches.Net

math.PR updates on arXiv.org

Visibility in the Boolean Model on Harmonic Manifolds Global estimates on the Brenier map Geodesics and Wandering Exponents in Brochette First-Passage Percolation State-dependent inverse-subordinator time changes of regenerative processes: Excursion structure and multiscale occupation-time limits Randomly twisted transfer operators and singular values statistics Generalized Bessel-Dunkl diffusions An almost sure invariance principle for the Takagi-van der Waerden class functions Central limit theorems for high dimensional lattice polytopes: cosmological polytopes Convergence rate estimates for semigroups and heat kernels associated with resistance forms Second-order Poincaré inequalities and localization on the Poisson space Maximum Probability of Independence in Transitive Matroids On global solutions to the semidiscrete stochastic heat equation The Poisson Tail Conjecture for primes in short intervals A Complete Spectral Analysis of the CEV Operator with Applications to Arbitrage Holographic functions and neural networks From Betting to Empirical Bernstein LIL Concentration of General Stochastic Approximation Under Heavy-Tailed Markovian Noise Pointwise Generalization in Deep Neural Networks Bayesian Latent Space Models for Graphs Are Misspecified: Toward Robust Inference via Generalized Posteriors Wasserstein bounds for denoising diffusion probabilistic models via the Föllmer process A note on connections between the Föllmer process and the denoising diffusion probabilistic model Simple Approximation and Derivative Free Inference-Time Scaling for Diffusion Models via Sequential Monte Carlo on Path Measures Diffusion-Based Stochastic Operator Networks for Uncertainty Quantification in Stochastic Partial Differential Equations A Fourier perspective on the learning dynamics of neural networks: from sample complexities to mechanistic insights Propagation of Chaos in Contextual Flow Maps Dimension-Uniform Discretization Analysis of Preconditioned Annealed Langevin Dynamics for Multimodal Gaussian Mixtures $α$-TCAV: A Unified Framework for Testing with Concept Activation Vectors Scaling Laws from Sequential Feature Recovery: A Solvable Hierarchical Model On the Limits of Latent Reuse in Diffusion Models State-of-art minibatches via novel DPP kernels: discretization, wavelets, and rough objectives
Bounding Escape Rates and Approximating Quasi-Stationary ...
Jason J. Bramburger · 2025-04-01 · via math.PR updates on arXiv.org

Throughout physics Brownian dynamics are used to describe the behaviour of molecular systems. When the Brownian particle is confined to a bounded domain, a particularly important question arises around determining how long it takes the particle to encounter certain regions of the boundary from which it can escape. Termed the first passage time, it sets the natural timescale of the chemical, biological, and physical processes that are described by the stochastic differential equation. Probabilistic information about the first passage time can be studied using spectral properties of the deterministic generator of the stochastic process. In this work we introduce a framework for bounding the leading eigenvalue of the generator which determines the exponential rate of escape of the particle from the domain. The method employs sum-of-squares programming to produce nearly sharp numerical upper and lower bounds on the leading eigenvalue, while also giving good numerical approximations of the associated leading eigenfunction, the quasi-stationary distribution of the process. To demonstrate utility, the method is applied to prototypical low-dimensional problems from the literature.