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We introduce a notion of "gradient at a given scale" of functions defined on a metric measure space. We then use it to define Sobolev inequalities at large scale and we prove their invariance under large-scale equivalence (maps that…

Metric Geometry · Mathematics 2007-05-23 Romain Tessera

In \cite{FTD1}, we proved the almost sure convergence of eigenvalues of the SYK model, which can be viewed as a type of \emph{law of large numbers} in probability theory; in \cite{FTD2}, we proved that the linear statistic of eigenvalues…

Mathematical Physics · Physics 2018-06-17 Renjie Feng , Gang Tian , Dongyi Wei

We extend a randomisation method, introduced by Shiffman-Zelditch and developed by Burq-Lebeau on compact manifolds for the Laplace operator, to the case of $\mathbb{R}^d$ with the harmonic oscillator. We construct measures, thanks to…

Analysis of PDEs · Mathematics 2013-12-17 Aurélien Poiret , Didier Robert , Laurent Thomann

We prove that if the Sobolev embedding $M^{1,p}(X)\hookrightarrow L^q(X)$ holds for some $q>p\geq 1$ in a metric measure space $(X,d,\mu),$ then a constant $C$ exists such that $\mu(B(x,r))\geq Cr^n$ for all $x\in X$ and all $0<r\leq 1,$…

Functional Analysis · Mathematics 2019-04-16 Nijjwal Karak

The paper studies continutity of Moser nonlinearity in two dimensions with respect to weak convergence. Unlike the critical nonlinearity in the Sobolev inequality, which lacks weak continuity at any point, Moser functional fails to be…

Analysis of PDEs · Mathematics 2013-04-02 Adimurthi , Kyril Tintarev

By using optimal mass transport theory, we provide a direct proof to the sharp $L^p$-log-Sobolev inequality $(p\geq 1)$ involving a log-concave homogeneous weight on an open convex cone $E\subseteq \mathbb R^n$. The perk of this proof is…

Analysis of PDEs · Mathematics 2024-02-22 Zoltán M. Balogh , Sebastiano Don , Alexandru Kristály

We study (weakly) continuous convolution semigroups of probability measures on a Lie group G or a homogeneous space G/K, where K is a compact subgroup. We show that such a convolution semigroup is the convolution product of its initial…

Probability · Mathematics 2015-09-01 Ming Liao

Logarithmic Sobolev inequalities are a powerful way to estimate the rate of convergence of Markov chains and to derive concentration inequalities on distributions. We prove that the log-Sobolev constant of any isotropic logconcave density…

Probability · Mathematics 2017-12-06 Yin Tat Lee , Santosh S. Vempala

We formulate a classification conjecture for conformally invariant families of measures on simple loops that builds on a conjecture of Kontsevich and Suhov. The main example in this class of objects was constructed by Werner as boundaries…

Mathematical Physics · Physics 2016-08-16 Stéphane Benoist

Smoothness of the subdiagonals of the Cholesky factor of large covariance matrices is closely related to the degrees of nonstationarity of autoregressive models for time series and longitudinal data. Heuristically, one expects for a nearly…

Machine Learning · Statistics 2020-07-23 Aramayis Dallakyan , Mohsen Pourahmadi

We show that, for general convolution approximations to a large class of log-correlated Gaussian fields, the properly normalised supercritical Gaussian multiplicative chaos measures converge stably to a nontrivial limit. This limit depends…

Probability · Mathematics 2025-12-01 Federico Bertacco , Martin Hairer

We generalize the concepts of weak quantum logarithmic Sobolev inequality (LSI) and weak hypercontractivity (HC), introduced in the quantum setting by Olkiewicz and Zegarlinski, to the case of non-primitive quantum Markov semigroups (QMS).…

Mathematical Physics · Physics 2018-07-13 Ivan Bardet , Cambyse Rouzé

We study the possibility of a gradual improvement as time progresses of the regularity of solutions to evolution problems of parabolic type driven by L\'evy-type operators, not necessarily translation invariant. In the course of our…

Analysis of PDEs · Mathematics 2026-04-13 Arturo de Pablo , David Lee , Fernando Quirós , Jorge Ruiz-Cases

This article presents maximum likelihood estimators (MLEs) and log-likelihood ratio (LLR) tests for the eigenvalues and eigenvectors of Gaussian random symmetric matrices of arbitrary dimension, where the observations are independent…

Statistics Theory · Mathematics 2009-01-22 Armin Schwartzman , Walter F. Mascarenhas , Jonathan E. Taylor

If Poincar{\'e} inequality has been studied by Bobkov for radial measures, few is known about the logarithmic Sobolev inequalty in the radial case. We try to fill this gap here using different methods: Bobkov's argument and…

Functional Analysis · Mathematics 2019-12-24 Patrick Cattiaux , Arnaud Guillin , Liming Wu

We show that on $\mathbb S^1(1/\sqrt{d-2})\times\mathbb S^{d-1}(1)$ the conformally invariant Sobolev inequality holds with a remainder term that is the fourth power of the distance to the optimizers. The fourth power is best possible. This…

Analysis of PDEs · Mathematics 2022-06-02 Rupert L. Frank

We establish a general variational formula for the logarithmic potential of the free additive convolution of two compactly supported probability measure on $\R$. The formula is given in terms of the $R$-transform of the first measure, and…

Probability · Mathematics 2025-06-25 Francesco Concetti , David Belius , Giuseppe Genovese

We prove quasi-invariance of Gaussian measures supported on Sobolev spaces under the dynamics of the three-dimensional defocusing cubic nonlinear wave equation. As in the previous work on the two-dimensional case, we employ a simultaneous…

Probability · Mathematics 2022-07-20 Trishen S. Gunaratnam , Tadahiro Oh , Nikolay Tzvetkov , Hendrik Weber

In recent years various results about locally symmetric manifolds were proven using probabilistic approaches. One of the approaches is to consider random manifolds by associating a probability measure to the space of discrete subgroups of…

Group Theory · Mathematics 2025-01-22 Tsachik Gelander

In this paper we establish some explicit and sharp estimates of the spectral gap and the log-Sobolev constant for mean field particles system, uniform in the number of particles, when the confinement potential have many local minimums. Our…

Probability · Mathematics 2019-09-17 Arnaud Guillin , Wei Liu , Liming Wu , Chaoen Zhang