Convergence rates for annealing diffusion processes

Authors
Citation
Márquez, David, Convergence rates for annealing diffusion processes, Annals of applied probability , 7(4), 1997, pp. 1118-1139
ISSN journal
10505164
Volume
7
Issue
4
Year of publication
1997
Pages
1118 - 1139
Database
ACNP
SICI code
Abstract
We consider the annealing diffusion process and investigate convergence rates. Namely, the diffusion dXt=..V(Xt)dx+.(t)dBt, where (Bt)t.0 is the d-dimensional Brownian motion and .(t) decreases to zero, we prove a large deviation principle for (V(Xt)) and weak convergence of (..2(t)(V(Xt).infV)).