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Perturbations of super Poincar\'e and weak Poincar\'e inequalities for L\'evy type Dirichlet forms are studied. When the range of jumps is finite our results are natural extensions to the corresponding ones derived earlier for diffusion…

Probability · Mathematics 2015-01-27 Xin Chen , Feng-Yu Wang , Jian Wang

Langevin diffusions are rapidly convergent under appropriate functional inequality assumptions. Hence, it is natural to expect that with additional smoothness conditions to handle the discretization errors, their discretizations like the…

Statistics Theory · Mathematics 2023-07-21 Alireza Mousavi-Hosseini , Tyler Farghly , Ye He , Krishnakumar Balasubramanian , Murat A. Erdogdu

In this paper we study the existence and non-existence of minimizers for a type of (critical) Poincar\'{e}-Sobolev inequalities. We show that minimizers do exist for smooth domains in $\mathbb{R}^d$, an also for some polyhedral domains. On…

Mathematical Physics · Physics 2018-10-16 Rafael D. Benguria , Cristóbal Vallejos , Hanne Van Den Bosch

By using Lyapunov conditions, weak Poincar\'e inequalities are established for some probability measures on a manifold $(M,g)$. These results are further applied to the convolution of two probability measures on $\R^d$. Along with explicit…

Probability · Mathematics 2016-12-20 Li-Juan Cheng , Shao-Qin Zhang

In this paper, we establish novel concentration inequalities for additive functionals of geometrically ergodic Markov chains similar to Rosenthal inequalities for sums of independent random variables. We pay special attention to the…

Probability · Mathematics 2025-09-26 Alain Durmus , Eric Moulines , Alexey Naumov , Sergey Samsonov , Marina Sheshukova

This paper deduces exponential matrix concentration from a Poincar\'e inequality via a short, conceptual argument. Among other examples, this theory applies to matrix-valued functions of a uniformly log-concave random vector. The proof…

Probability · Mathematics 2021-01-08 De Huang , Joel A. Tropp

Equivalence of the spectral gap, exponential integrability of hitting times and Lyapunov conditions are well known. We give here the correspondance (with quantitative results) for reversible diffusion processes. As a consequence, we…

Probability · Mathematics 2010-12-24 Patrick Cattiaux , Arnaud Guillin , Pierre-André Zitt

We analyse the structure of imprecise Markov chains and study their convergence by means of accessibility relations. We first identify the sets of states, so-called minimal permanent classes, that are the minimal sets capable of containing…

Probability · Mathematics 2016-09-20 Damjan Skulj

We prove Poincar\'e and Log$^{\beta}$-Sobolev inequalities for probability measures on step-two Carnot groups.

Functional Analysis · Mathematics 2021-05-06 Esther Bou Dagher , Boguslaw Zegarlinski

Computing marginal distributions of discrete or semidiscrete Markov random fields (MRFs) is a fundamental, generally intractable problem with a vast number of applications in virtually all fields of science. We present a new family of…

Statistical Mechanics · Physics 2019-07-24 Alfredo Braunstein , Giovanni Catania , Luca Dall'Asta

We prove decoupling inequalities for random polynomials in independent random variables with coefficients in vector space. We use various means of comparison, including rearrangement invariant norms (e.g., Orlicz and Lorentz norms), tail…

Probability · Mathematics 2008-02-03 V. de la Pena , Stephen J. Montgomery-Smith , Jerzy Szulga

We consider a diffusion on a potential landscape which is given by a smooth Hamiltonian $H:\mathbb {R}^n\to \mathbb {R}$ in the regime of low temperature $\varepsilon$. We proof the Eyring-Kramers formula for the optimal constant in the…

Probability · Mathematics 2016-08-14 Georg Menz , André Schlichting

Developing satisfactory methodology for the analysis of Markov random field is a very challenging task. Indeed, due to the Markovian dependence structure, the normalizing constant of the fields cannot be computed using standard analytical…

Methodology · Statistics 2017-04-12 Julien Stoehr

The interior penalty discontinuous Galerkin method is applied to solve elliptic equations on either networks of segments or networks of planar surfaces, with arbitrary but fixed number of bifurcations. Stability is obtained by proving a…

Numerical Analysis · Mathematics 2025-12-15 Miroslav Kuchta , Rami Masri , Beatrice Riviere

We prove that Ising models on the hypercube with general quadratic interactions satisfy a Poincar\'{e} inequality with respect to the natural Dirichlet form corresponding to Glauber dynamics, as soon as the operator norm of the interaction…

Probability · Mathematics 2021-08-10 Ronen Eldan , Frederic Koehler , Ofer Zeitouni

In this work, we establish $\mathrm{L}^2$-exponential convergence for a broad class of Piecewise Deterministic Markov Processes recently proposed in the context of Markov Process Monte Carlo methods and covering in particular the Randomized…

Computation · Statistics 2021-08-03 Christophe Andrieu , Alain Durmus , Nikolas Nüsken , Julien Roussel

We apply a variation on the methods of Duminil-Copin, Raoufi, and Tassion to establish a new differential inequality applying to both Bernoulli percolation and the Fortuin-Kasteleyn random cluster model. This differential inequality has a…

Probability · Mathematics 2020-11-25 Tom Hutchcroft

Given a nondegenerate harmonic structure, we prove a Poincar\'e-type inequality for functions in the domain of the Dirichlet form on nested fractals. We then study the Hajlasz-Sobolev spaces on nested fractals. In particular, we describe…

Functional Analysis · Mathematics 2012-01-18 Katarzyna Pietruska-Pałuba , Andrzej Stos

By using a coupling method, an explicit log-Harnack inequality with local geometry quantities is established for (sub-Markovian) diffusion semigroups on a Riemannian manifold (possibly with boundary). This inequality as well as the…

Differential Geometry · Mathematics 2012-09-28 Marc Arnaudon , Anton Thalmaier , Feng-Yu Wang

We investigate the metastable behavior of reversible Markov chains on possibly countable infinite state spaces. Based on a new definition of metastable Markov processes, we compute precisely the mean transition time between metastable sets.…

Probability · Mathematics 2020-01-08 André Schlichting , Martin Slowik