Related papers: Poincar\'e inequalities and hitting times
Classically, the continuous-time Langevin diffusion converges exponentially fast to its stationary distribution $\pi$ under the sole assumption that $\pi$ satisfies a Poincar\'e inequality. Using this fact to provide guarantees for the…
We study compactness and boundedness of embeddings from Sobolev type spaces on metric spaces into $L^q$ spaces with respect to another measure. The considered Sobolev spaces can be of fractional order and some statements allow also…
Poincar{\'e} inequalities are ubiquitous in probability and analysis and have various applications in statistics (concentration of measure, rate of convergence of Markov chains). The Poincar{\'e} constant, for which the inequality is tight,…
We prove a uniform Poincare' inequality for non-interacting unbounded spin systems with a conservation law, when the single-site potential is a bounded perturbation of a convex function. The result is then applied to Ginzburg-Landau…
We study stability of the sharp Poincar{\'e} constant of the invariant probability measure of a reversible diffusion process satisfying some natural conditions. The proof is based on the spectral interpretation of Poincar{\'e} inequalities…
We prove here some dimension free Poincar\'e-type inequalities on Hamming cube for functions with different spectral properties and for fractional Laplacians. In this note the main attention is paid to estimates in $L^1$ norm on Hamming…
We investigate properties of measures in infinite dimensional spaces in terms of Poincar\'e inequalities. A Poincar\'e inequality states that the $L^2$ variance of an admissible function is controlled by the homogeneous $H^1$ norm. In the…
Consider a proper geodesic metric space $(X,d)$ equipped with a Borel measure $\mu.$ We establish a family of uniform Poincar\'e inequalities on $(X,d,\mu)$ if it satisfies a local Poincar\'e inequality ($P_{loc}$) and a condition on growth…
We prove that every reversible Markov semigroup which satisfies a Poincar\'e inequality satisfies a matrix-valued Poincar\'e inequality for Hermitian $d\times d$ matrix valued functions, with the same Poincar\'e constant. This generalizes…
In this paper we introduce and study a weakened form of logarithmic Sobolev inequalities in connection with various others functional inequalities (weak Poincar\'{e} inequalities, general Beckner inequalities...). We also discuss the…
In the context of one-dimensional diffusions, we present basic estimates (having the same lower and upper bounds with a factor of 4 only) for four Poincar\'e-type (or Hardy-type) inequalities. The derivation of two estimates have been open…
Poincar\'{e}-Sobolev-type inequalities involving rearrangement-invariant norms on the entire $\mathbb{R}^n$ are provided. Namely, inequalities of the type $\|u-P\|_{Y(\mathbb{R}^n)}\leq C\|\nabla^m u\|_{X(\mathbb{R}^n)}$, where $X$ and $Y$…
By using a general version of curvature condition, derivative inequalities are established for a large class of subelliptic diffusion semigroups. As applications, the Harnack/cost-entropy/cost-variance inequalities for the diffusion…
This paper presents an elementary proof of stochastic stability of a discrete-time reversible Markov chain starting from a Foster-Lyapunov drift condition. Besides its relative simplicity, there are two salient features of the proof: (i) it…
We give an affirmative answer to the resistance conjecture on characterization of parabolic Harnack inequalities in terms of volume doubling, upper capacity bounds and a Poincar\'e inequalities. The key step is to show that these three…
The development of global sensitivity analysis of numerical model outputs has recently raised new issues on 1-dimensional Poincar\'e inequalities. Typically two kind of sensitivity indices are linked by a Poincar\'e type inequality, which…
We claim that looking at probability distributions of \emph{finite time} largest Lyapunov exponents, and more precisely studying their large deviation properties, yields an extremely powerful technique to get quantitative estimates of…
We consider a continuous analogue of the simulated annealing algorithm in $R^d$. We prove a convergence result, under hypotheses weaker than the usual ones. In particular, we cover cases where the gradient of the potential goes to zero at…
Let $X$ be a one dimensional positive recurrent diffusion with initial distribution $\nu$ and invariant probability $\mu$. Suppose that for some $p> 1$, $\exists a\in\R$ such that $\forall x\in\R, \E_x T_a^p<\infty$ and $\E_\nu…
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…