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A logarithmic type Harnack inequality is established for the semigroup of solutions to a stochastic differential equation in Hilbert spaces with non-additive noise. As applications, the strong Feller property as well as the entropy-cost…

Probability · Mathematics 2010-05-31 Micahel Röckner , Feng-Yu Wang

We present theoretical properties of the log-concave maximum likelihood estimator of a density based on an independent and identically distributed sample in $\mathbb{R}^d$. Our study covers both the case where the true underlying density is…

Statistics Theory · Mathematics 2009-09-01 Madeleine Cule , Richard Samworth

Reverse H\"{o}lder inequalities for a class of functions on a probability space constitute an important tool in Analysis in Probability. After revisiting how a (modified) log-Sobolev inequality can be used to derive reverse H\"{o}lder…

Functional Analysis · Mathematics 2020-12-01 Emanuel Milman

Certain trace inequalities related to matrix logarithm are shown. These results enable us to give a partial answer of the open problem conjectured by A.S.Holevo. That is, concavity of the auxiliary function which appears in the random…

Quantum Physics · Physics 2016-09-08 Kenjiro Yanagi , Shigeru Furuichi , Ken Kuriyama

Motivated, in part, by the desire to develop an information-theoretic foundation for compound Poisson approximation limit theorems (analogous to the corresponding developments for the central limit theorem and for simple Poisson…

Information Theory · Computer Science 2010-10-21 Oliver Johnson , Ioannis Kontoyiannis , Mokshay Madiman

It is common to assess the "memory strength" of a stationary process looking at how fast the normalized log-determinant of its covariance submatrices (i.e., entropy rate) decreases. In this work, we propose an alternative characterization…

Signal Processing · Electrical Eng. & Systems 2020-11-24 Anatoly Khina , Arie Yeredor , Ram Zamir

We prove a Chevet type inequality which gives an upper bound for the norm of an isotropic log-concave unconditional random matrix in terms of expectation of the supremum of "symmetric exponential" processes compared to the Gaussian ones in…

I show that the application of the quantum-mechanical (QM) which-way weak measurement scheme of Vaidman may lead to logical inconsistencies. To this end, I study weak values of projection operators. Weak values are (normalized) amplitudes,…

Quantum Physics · Physics 2018-04-16 B. E. Y. Svensson

This paper is devoted to a new family of reverse Hardy-Littlewood-Sobolev inequalities which involve a power law kernel with positive exponent. We investigate the range of the admissible parameters and characterize the optimal functions. A…

Analysis of PDEs · Mathematics 2018-03-20 Jean Dolbeault , Rupert Frank , Franca Hoffmann

We introduce the notion of reduced relative quantum entropy and prove that it is convex. This result is then used to give a simplified proof of a theorem of Lieb and Seiringer.

Quantum Physics · Physics 2024-08-09 Frank Hansen

In this paper, explicit error bounds are derived in the approximation of rank $k$ projections of certain $n$-dimensional random vectors by standard $k$-dimensional Gaussian random vectors. The bounds are given in terms of $k$, $n$, and a…

Probability · Mathematics 2007-06-07 Elizabeth Meckes

We observe that the distribution of the eigenvalues of an $N$-by-$N$ GUE random matrix is log-concave on $\mathbb{R}^N$, and that the same is true for the law of a single gap between two consecutive eigenvalues. We use this observation to…

Probability · Mathematics 2026-01-12 Samuel G. G. Johnston

We extend to the matrix setting a recent result of Srivastava-Vershynin about estimating the covariance matrix of a random vector. The result can be in- terpreted as a quantified version of the law of large numbers for positive…

Probability · Mathematics 2015-11-16 Pierre Youssef

We introduce the notion of relative entropy for the weak solutions of the compressible Navier-Stokes system. We show that any finite energy weak solution satisfies a relative entropy inequality for any pair of sufficiently smooth test…

Analysis of PDEs · Mathematics 2015-06-03 Eduard Feireisl , Bum Ja Jin , Antonin Novotny

For a broad class of the Levy processes the new form (convolution type) of the infinitesimal generators is introduced. It leads to the new notions: a truncated generator, a quasi-potential. The probability of the Levy process remaining…

Probability · Mathematics 2015-09-07 Lev Sakhnovich

This paper is devoted to logarithmic Hardy-Littlewood-Sobolev inequalities in the two-dimensional Euclidean space, in presence of an external potential with logarithmic growth. The coupling with the potential introduces a new parameter,…

Analysis of PDEs · Mathematics 2019-12-25 Jean Dolbeault , Xingyu Li

Let X Nv(0, {\Lambda}) be a normal vector in v dimensions, where {\Lambda} is diagonal. With reference to the truncated distribution of X on the interior of a v-dimensional Euclidean ball, we completely prove a variance inequality and a…

Statistics Theory · Mathematics 2013-11-26 Rahul Mukerjee , S. H. Ong

This work belongs to the framework of inverse problems with linear model. The resolution of this type of problem consists in minimizing (possibly under constraints) a function of discrepancy between the measurements and a physical model of…

Information Theory · Computer Science 2021-09-28 Henri Lantéri

The entropy power inequality (EPI) provides lower bounds on the differential entropy of the sum of two independent real-valued random variables in terms of the individual entropies. Versions of the EPI for discrete random variables have…

Information Theory · Computer Science 2013-01-18 Saeid Haghighatshoar , Emmanuel Abbe , Emre Telatar

Various approaches to black hole entropy yield the area law with logarithmic corrections, many involving a coefficient 1/2, and some involving 3/2. It is pointed out here that the standard quantum geometry formalism is not consistent with…

General Relativity and Quantum Cosmology · Physics 2009-11-10 Amit Ghosh , P. Mitra