Related papers: Lower estimates on microstates free entropy dimens…
This paper is part of a series aiming at proving that the $\limsup$ and $\liminf$ variants of Voiculescu's free entropy coincide. This is based on a Laplace principle (implying a large deviation principle) for hermitian brownian motion on…
We develop new unbiased estimators of a number of quantities defined for functions of conditional moments, like conditional expectations and variances, of functions of two independent random variables given the first variable, including…
Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated , in particular when X 1 is not…
We consider a version of the stationary phase method in one dimension of A. Erd\'elyi, allowing the phase to have stationary points of non-integer order and the amplitude to have integrable singularities. We provide a complete proof and we…
A semi-classical non-Hamiltonian model of a spontaneous collapse of unstable quantum system is given. The time evolution of the system becomes non-Hamiltonian at random instants of transition of pure states to reduced ones, given by a…
We derive a systematic approach to the thermodynamics of quantum systems based on the underlying symmetry groups. We show that the entropy of a system can be described in terms of group-theoretical quantities that are largely independent of…
In this paper we consider a mean-field stochastic differential equation, also called Mc Kean-Vlasov equation, with initial data $(t,x)\in[0,T]\times R^d,$ which coefficients depend on both the solution $X^{t,x}_s$ but also its law. By…
Previous studies on two-timescale stochastic approximation (SA) mainly focused on bounding mean-squared errors under diminishing stepsize schemes. In this work, we investigate {\it constant} stpesize schemes through the lens of Markov…
We consider von Neumann algebras generated by the stationary laws of free stochastic differential equations of the form $dX_t = dS_t -1/2 DV(X_t)$ for a suitably convex multivariate noncommutative polynomial $V$. Using techniques of…
For some numerical semigroup rings of small embedding dimension, namely those of embedding dimension 3, and symmetric or pseudosymmetric of embedding dimension 4, presentations has been determined in the literature. We extend these results…
We study stability under tensorization and projection-type operations of gradient-type estimates and other functional inequalities for Markov semigroups on metric spaces. Using transportation-type inequalities obtained by F. Baudoin and N.…
This article addresses a new class of fractional nonlocal neutral stochastic differential system of order 1<q<2 including non-instantaneous impulses(NIIs) and state-dependent delay(SDD) with the Poisson jumps and the Wiener process in…
We investigate entropy minimization problems for quantum states subject to convex block-separable constraints. Our principal result is a quantitative stability theorem: under a natural confining (fixed-support) hypothesis, if a state has…
Suppose that \mu is an arbitrary Borel measure on the complex plane with compact support and take c > 0. If Z is a DT(\mu,c)-operator as defined by Dykema and Haagerup, then the microstates free entropy dimension of Z is 2
We introduce a new framework for analyzing (Quasi-}Newton type methods applied to non-smooth optimization problems. The source of randomness comes from the evaluation of the (approximation) of the Hessian. We derive, using a variant of…
Random invariant manifolds often provide geometric structures for understanding stochastic dynamics. In this paper, a dynamical approximation estimate is derived for a class of stochastic partial differential equations, by showing that the…
We study the problem of heavy-tailed mean estimation in settings where the variance of the data-generating distribution does not exist. Concretely, given a sample $\mathbf{X} = \{X_i\}_{i = 1}^n$ from a distribution $\mathcal{D}$ over…
In list-decodable subspace recovery, the input is a collection of $n$ points $\alpha n$ (for some $\alpha \ll 1/2$) of which are drawn i.i.d. from a distribution $\mathcal{D}$ with a isotropic rank $r$ covariance $\Pi_*$ (the…
We consider discrete porous medium equations of the form \partial_t \rho_t = \Delta \phi(\rho_t), where \Delta is the generator of a reversible continuous time Markov chain on a finite set X, and \phi is an increasing function. We show that…
The problem of sampling according to the probability distribution minimizing a given free energy, using interacting particles unadjusted kinetic Langevin Monte Carlo, is addressed. In this setting, three sources of error arise, related to…