Other Publications

This list has been taken from the page “Other” at https://www.hairer.org/ which remains the reference link.

Non-Equilibrium Statistical Mechanics

Markov processes

  • Yet another look at Harris’ ergodic theorem
    for Markov chains

    Written in collaboration with J. Mattingly.
    Seminar on Stochastic Analysis, Random Fields and Applications VI, Progr. Probab. 63 (2011), pp. 109–117
    PDF File
  • Stationary distributions for diffusions with inert drift
    Written in collaboration with R. Bass,
    K. Burdzy, and
    Z.-Q. Chen.
    Prob. Theory Rel. Fields 146 (2010), no 1, pp. 1-47
    Published versionPDF File
  • Non-asymptotic mixing of the MALA algorithm
    Written in collaboration with N. Bou-Rabee.
    IMA Jour. Num. Anal. 33 (2013), pp. 80-110
    Published versionPDF File
  • On Malliavin’s proof of Hörmander’s theorem
    Bull. Sci. Math. 135 (2011), no 6-7, pp. 650-666
    Published versionPDF File
  • Spectral Gaps for a Metropolis-Hastings Algorithm in Infinite Dimensions
    Written in collaboration with A. Stuart and S. Vollmer.
    Preprint, 2010 (to appear in Ann. Appl. Probab.)
    PDF File
  • Improved Diffusion Monte Carlo
    Written in collaboration with J. Weare.
    Preprint, 2012 (to appear in Commun. Pure Appl. Math.)
    PDF File
  • The Brownian Fan
    Written in collaboration with J. Weare.
    Preprint, 2012 (to appear in Commun. Pure Appl. Math.)
    PDF File
  • Exponential ergodicity for Markov processes with random switching
    Written in collaboration with B. Cloez.
    Preprint, 2013 (to appear in Bernoulli)
    PDF File

Non-Markovian Processes

Stochastic Differential Equations

Implementation of Numerical Algorithms

Short notes

  • Ergodic theory for infinite-dimensional stochastic processes.
    To be published in Oberwolfach Reports, 2008.
    PDF File