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We investigate the complexity of covariance matrix estimation for Gibbs distributions based on dependent samples from a Markov chain. We show that when $\pi$ satisfies a Poincar\'e inequality and the chain possesses a spectral gap, we can…

Statistics Theory · Mathematics 2024-10-23 Yunbum Kook , Matthew S. Zhang

We establish a general perturbative method to prove entropic Ricci curvature bounds for interacting stochastic particle systems. We apply this method to obtain curvature bounds in several examples, namely: Glauber dynamics for a class of…

Probability · Mathematics 2016-02-18 Matthias Erbar , Christopher Henderson , Georg Menz , Prasad Tetali

As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using the Taylor expansion, is…

Probability · Mathematics 2020-08-03 Yoichi Nishiyama

We study settings in which mixture and joint distributions satisfy a Poincar\'{e} (or log-Sobolev) inequality induced by a marginal and a collection of conditional distributions that are assumed to satisfy Poincar\'{e} (or log-Sobolev,…

Probability · Mathematics 2025-09-22 Vishwak Srinivasan

We use the characterization of weak type inequalities via Garsia-Rodemich conditions to show self improving properties of Poincar\'e-Sobolev inequalities in a very general context.

Functional Analysis · Mathematics 2016-05-17 Mario Milman

The ground state ensemble of the highly frustrated pyrochlore-lattice antiferromagnet can be mapped to a coarse-grained ``polarization'' field satisfying a zero-divergence condition From this it follows that the correlations of this field,…

Statistical Mechanics · Physics 2009-11-10 C. L. Henley

This paper aims to provide some tools coming from functional inequalities to deal with quasi-stationarity for absorbed Markov processes. First, it is shown how a Poincar\'e inequality related to a suitable Doob transform entails exponential…

Probability · Mathematics 2021-03-29 William Oçafrain

Consider the motion of a charged, point particle moving in the complement of a Poisson distribution of hard sphere scatterers in two dimensions under the effect of a fixed magnetic field. Building on, and extending a coupling method…

Probability · Mathematics 2024-11-07 Christopher Lutsko , Balint Toth

We consider stochastic differential equations, obtained by adding weak Gaussian white noise to ordinary differential equations admitting $N$ asymptotically stable periodic orbits. We construct a discrete-time, continuous-space Markov chain,…

Probability · Mathematics 2017-11-06 Manon Baudel , Nils Berglund

We generalise disagreement percolation to Gibbs point processes of balls with varying radii. This allows to establish the uniqueness of the Gibbs measure and exponential decay of pair correlations in the low activity regime by comparison…

Probability · Mathematics 2019-04-24 Christoph Hofer-Temmel , Pierre Houdebert

The quasi-invariance is proved for the distributions of Poisson point processes under a random shift map on the path space. This leads to a natural Dirichlet form of jump type on the path space. Differently from the O-U Dirichlet form on…

Probability · Mathematics 2008-11-05 Feng-Yu Wang , Chenggui Yuan

The pseudo likelihood method of Besag(1974), has remained a popular method for estimating Markov random field on a very large lattice, despite various documented deficiencies. This is partly because it remains the only computationally…

Methodology · Statistics 2016-01-12 Wanchuang Zhu , Yanan Fan

We investigate unbounded continuous spin-systems with infinite-range interactions. We develop a new technique for deducing decay of correlations from a uniform Poincar\'e inequality based on a directional Poincar\'e inequality, which we…

Probability · Mathematics 2016-03-14 Christopher Henderson , Georg Menz

We investigate the best constants for the regional fractional $p$-Poincar\'e inequality and the fractional $p$-Poincar\'e inequality in cylindrical domains. For the special case $p=2$, the result was already known due to…

Analysis of PDEs · Mathematics 2023-10-13 Kaushik Mohanta , Firoj Sk

We exactly rewrite the Z(2) lattice gauge theory with standard plaquette action as a random surface model equivalent to the untruncated set of its strong coupling graphs. By extending the worm approach applied to spin models we simulate…

High Energy Physics - Lattice · Physics 2015-06-12 Tomasz Korzec , Ulli Wolff

In this article, we prove that a small random perturbation of dynamical system with multiple stable equilibria converges to a Markov chain whose states are neighborhoods of the deepest stable equilibria, under a suitable time-rescaling,…

Probability · Mathematics 2021-03-02 Fraydoun Rezakhanlou , Insuk Seo

In the particular case of a concave flux function, we are interested in the long time behaviour of the nonlinear process associated to the one-dimensional viscous scalar conservation law. We also consider the particle system obtained by…

Probability · Mathematics 2008-11-14 Benjamin Jourdain , Florent Malrieu

The mutual compatibility of the dynamical equations and constraints describing a massive particle of arbitrary spin, though essential for consistency, is generically lost in the presence of interactions. The conventional Lagrangian approach…

High Energy Physics - Theory · Physics 2015-06-16 Ignacio Cortese , Rakibur Rahman , M. Sivakumar

We introduce Poincar\'e type inequalities based on rearrangement invariant spaces in the setting of metric measure spaces and analyze when they imply the doubling condition on the underline measure.

Functional Analysis · Mathematics 2023-05-23 Joaquim Martín , Walter A. Ortiz

We consider a dilute lattice obtained from the usual $\mathbb{Z}^3$ lattice by removing independently each of its columns with probability $1-\rho$. In the remaining dilute lattice independent Bernoulli bond percolation with parameter $p$…

Probability · Mathematics 2020-05-01 Marcelo R. Hilário , Marcos Sá , Rémy Sanchis
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