Related papers: Poincar\'e inequality and exponential integrabilit…
The goal of this note is to state the optimal decay rate for solutions of the nonlinear fast diffusion equation and, in self-similar variables, the optimal convergence rates to Barenblatt self-similar profiles and their generalizations. It…
We consider the evolution of a quantum particle hopping on a cubic lattice in any dimension and subject to a potential consisting of a periodic part and a random part that fluctuates stochastically in time. If the random potential evolves…
We study the time of $n$th return of orbits to some given (union of) rectangle(s) of a Markov partition of an Axiom A diffeomorphism. Namely, we prove the existence of a scaled generating function for these returns with respect to any Gibbs…
In addition to conformal weldings $\varphi$, simple curves $\gamma$ growing in the upper half plane generate driving functions $\xi$ and hitting times $\tau$ through Loewner's differential equation. While the Loewner transform $\gamma…
In this paper, we consider functionals based on moments and non-linear entropies which have a linear growth in time in case of source-type so-lutions to the fast diffusion or porous medium equations, that are also known as Barenblatt…
We consider inequalities where integrals are defined in the sense of Choquet with respect to Hausdorff content. We study cases where continuously differentiable functions are defined on open, connected sets with so much regularity that…
Let X and Y be time-homogeneous Markov processes with common state space E, and assume that the transition kernels of X and Y admit densities with respect to suitable reference measures. We show that if there is a time t>0 such that, for…
We show that any probability measure satisfying a Matrix Poincar\'e inequality with respect to some reversible Markov generator satisfies an exponential matrix concentration inequality depending on the associated matrix carr\'e du champ…
In this paper, we establish the super Poincar\'e inequality for the two-parameter Dirichlet process when the partition number of the state space is finite. Furthermore, if the partition number is infinite, the super Poincar'e inequality…
Roughly speaking, the regular subspace of a Dirichlet form is also a regular Dirichlet form on the same state space. It inherits the same form of original Dirichlet form but possesses a smaller domain. What we are concerned in this paper…
In this paper we look at the properties of limits of a sequence of real valued time inhomogeneous diffusions. When convergence is only in the sense of finite-dimensional distributions then the limit does not have to be a diffusion. However,…
Infinitely rising one-dimensional potentials constitute impenetrable barriers which reflect totally any incident wave. However, the scattering by such kind of potentials is not structureless: resonances may occur for certain values of the…
The Riccati inequality and equality are studied for infinite dimensional linear discrete time stationary systems with respect to the scattering supply rate. The results obtained are an addition to and based on our earlier work on the…
In this work we study the diffusion annealed Langevin dynamics, a score-based diffusion process recently introduced in the theory of generative models and which is an alternative to the classical overdamped Langevin diffusion. Our goal is…
We investigate the maximal domain of the moment generating function of affine processes in the sense of Duffie, Filipovi\'{c} and Schachermayer [Ann. Appl. Probab. 13 (2003) 984-1053], and we show the validity of the affine transform…
We prove that in the context of general Markov semigroups Beckner inequalities with constants separated from zero as $p\to 1^+$ are equivalent to the modified log Sobolev inequality (previously only one implication was known to hold in this…
New relations between ergodic rate, L_p convergence rates, and asymptotic behavior of tail probabilities for hitting times of a time homogeneous Markov process are established. For L_p convergence rates and related spectral and functional…
Time homogeneous polynomial processes are Markov processes whose moments can be calculated easily through matrix exponentials. In this work, we develop a notion of time inhomogeneous polynomial processes where the coeffiecients of the…
We consider the problem of Arnold's diffusion for nearly integrable isochronous Hamiltonian systems. We prove a shadowing theorem which improves the known estimates for the diffusion time. We also justify for three time scales systems that…
Consider the high-order heat-type equation $\partial u/\partial t=\pm\partial^N u/\partial x^N$ for an integer $N>2$ and introduce the related Markov pseudo-process $(X(t))_{t\ge 0}$. In this paper, we study several functionals related to…