Year: 2020
Type: preprint
Abstract: Using a localization procedure and the result of Holley-Kusuoka-Stroock [7] in the torus, we widely weaken the usual growth assumptions concerning the success of the continuous-time simulated annealing in $\mathbf{R}^d$. Our only assumption is the existence of an invariant probability measure for a sufficiently low temperature. We also prove, in an appendix, a non-explosion criterion for a class of time-inhomogeneous diffusions.
Source: arXiv (Cornell University)
Authors: Fournier, Nicolas, Tardif, Camille
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W3010743515