We consider two sequences of Markov chains inducing equivalent measures on the discrete path space. We establish conditions under which these two measures converge weakly to measures induced on the Wiener space by weak solutions of two SDEs, which are unique in the sense of probability law. We are going to look at the relation between these two limits and at the convergence and limits of a wide...

Let (X, ν) be a probability space and suppose a free group Fm withm generators acts on (X, ν) by measure-preserving transformations. Let {a1, . . . , am} be a set of free generators for Fm and let T1, . . . , Tm : X → X be transformations corresponding to the generators. Write T−i = T −1 i for i = 1, . . . ,m, and set A = {−m, . . . ,−1, 1, . . . ,m}. We also have the action Fm on L1(X, ν), def...

Atomistic molecular dynamics (MD) simulations of druglike molecules embedded in lipid bilayers are of considerable interest as models for drug penetration and positioning in biological membranes. Here we analyze partitioning of coumarin in dioleoylphosphatidylcholine (DOPC) bilayer, based on both multiple, unbiased 3 μs MD simulations (total length) and free energy profiles along the bilayer no...

The emergence of big data has led to a growing interest in so-called convergence complexity analysis, which is the study how rate Monte Carlo Markov chain (for an intractable Bayesian posterior distribution) scales as underlying set grows size. Convergence analysis practical chains on continuous state spaces quite challenging, and there have been very few successful analyses such chains. One fr...