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We consider the symmetric inclusion process on a general finite graph. Our main result establishes universal upper and lower bounds for the spectral gap of this interacting particle system in terms of the spectral gap of the random walk on…
Assuming that a threshold Ornstein-Uhlenbeck process is observed at discrete time instants, we propose generalized moment estimators to estimate the parameters. Our theoretical basis is the celebrated ergodic theorem. To use this theorem we…
In this paper we investigate the numerical approximation of an analogue of the Wasserstein distance for optimal transport on graphs that is defined via a discrete modification of the Benamou--Brenier formula. This approach involves the…
General Berry-Esseen bounds are developed for the exponential distribution using Stein's method. As an application, a sharp error term is obtained for Hora's result that the spectrum of the Bernoulli-Laplace Markov chain has an exponential…
We consider a general interacting particle system with interactions on a random graph, and study the large population limit of this system. When the sequence of underlying graphs converges to a graphon, we show convergence of the…
Inspired by the approach of Ivanisvili and Volberg towards functional inequalities for probability measures with strictly convex potentials, we investigate the relationship between curvature bounds in the sense of Bakry-Emery and local…
We study a general class of interacting particle systems over a countable state space $V$ where on each site $x \in V$ the particle mass $\eta(x) \geq 0$ follows a stochastic differential equation. We construct the corresponding Markovian…
Hagedorn functions are carefully constructed generalizations of Hermite functions to the setting of many-dimensional squeezed and coupled harmonic systems. Wavepackets formed by superpositions of Hagedorn functions have been successfully…
We study Poincar{\'e} inequalities and long-time behavior for diffusion processes on R^n under a variable curvature lower bound, in the sense of Bakry-Emery. We derive various estimates on the rate of convergence to equilibrium in L^1…
We develop a new framework for establishing approximate factorization of entropy on arbitrary probability spaces, using a geometric notion known as non-negative sectional curvature. The resulting estimates are equivalent to entropy…
We introduce a new framework that yields spectral bounds on norms of functions of transition maps for finite, homogeneous Markov chains. The techniques employed work for bounded semigroups, in particular for classical as well as for quantum…
This paper is a physicist's review of the major conceptual issues concerning the problem of spectral universality in quantum systems. Here we present a unified, graph-based view of all archetypical models of such universality (billiards,…
We study the exponential convergence to the stationary state for nonequilibrium Langevin dynamics, by a perturbative approach based on hypocoercive techniques developed for equilibrium Langevin dynamics. The Hamiltonian and overdamped…
We study a Markov process with two components: the first component evolves according to one of finitely many underlying Markovian dynamics, with a choice of dynamics that changes at the jump times of the second component. The second…
The Chapman-Enskog method, in combination with the quantum maximum entropy principle, is applied to the Wigner equation in order to obtain quantum Navier-Stokes equations for electrons in graphene in the isothermal case. The derivation is…
We consider a system of classical particles, interacting via a smooth, long-range potential, in the mean-field regime, and we optimally analyze the propagation of chaos in form of sharp estimates on many-particle correlation functions.…
We analyse and interpret the effects of breaking detailed balance on the convergence to equilibrium of conservative interacting particle systems and their hydrodynamic scaling limits. For finite systems of interacting particles, we review…
In this paper, we study some aspects on random analysis on the L\'eevy stochastic processes with margins following generalized hyperbolic distributions generated by gamma laws. In particular we study the boundedness of its total variations…
We study rates of convergence in central limit theorems for the partial sum of squares of general Gaussian sequences, using tools from analysis on Wiener space. No assumption of stationarity, asymptotically or otherwise, is made. The main…
The general framework of entropic dynamics is used to formulate a relational quantum dynamics. The main new idea is to use tools of information geometry to develop an entropic measure of the mismatch between successive configurations of a…