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We propose a Stein characterization of the Kummer distribution on (0, $\infty$). This result follows from our observation that the density of the Kummer distribution satisfies a certain differential equation, leading to a solution of the…

Probability · Mathematics 2018-08-07 Essomanda Konzou , Angelo Koudou

Given a uniform, frustration-free family of local Lindbladians defined on a quantum lattice spin system in any spatial dimension, we prove a strong exponential convergence in relative entropy of the system to equilibrium under a condition…

Quantum Physics · Physics 2021-06-04 Ángela Capel , Cambyse Rouzé , Daniel Stilck França

In this article the error estimation of the moving least squares approximation is provided for functions in fractional order Sobolev spaces. The analysis presented in this paper extends the previous estimations and explains some unnoticed…

Numerical Analysis · Mathematics 2015-01-22 Davoud Mirzaei

We consider a noninteracting unbounded spin system with conservation of the mean spin. We derive a uniform logarithmic Sobolev inequality (LSI) provided the single-site potential is a bounded perturbation of a strictly convex function. The…

Probability · Mathematics 2013-07-10 Georg Menz , Felix Otto

This paper provides a mathematical framework for Fisher information analysis for inverse problems based on Gaussian noise on infinite-dimensional Hilbert space. The covariance operator for the Gaussian noise is assumed to be trace class,…

Mathematical Physics · Physics 2015-06-04 Sven Nordebo , Mats Gustafsson , Andrei Khrennikov , Bö rje Nilsson , Joachim Toft

This note explores uncertainty inequalities for quantum analogues of the Fisher information including the Wigner-Yanase skew information, and their connection to the quantum Sobolev inequalities proved by the author in [Journal of…

Mathematical Physics · Physics 2025-08-22 Laurent Lafleche

The problem of estimating the shift (or, equivalently, the center of symmetry) of an unknown symmetric and periodic function $f$ observed in Gaussian white noise is considered. Using the blockwise Stein method, a penalized profile…

Statistics Theory · Mathematics 2007-06-13 Arnak Dalalyan

We investigate proximal descent methods, inspired by the minimizing movement scheme introduced by Jordan, Kinderlehrer and Otto, for optimizing entropy-regularized functionals on the Wasserstein space. We establish linear convergence under…

Optimization and Control · Mathematics 2024-11-25 Razvan-Andrei Lascu , Mateusz B. Majka , David Šiška , Łukasz Szpruch

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

We develop a new method for showing that a given sequence of random variables verifies an appropriate law of the iterated logarithm. Our tools involve the use of general estimates on multidimensional Wasserstein distances, that are in turn…

Probability · Mathematics 2014-10-02 Ehsan Azmoodeh , Giovanni Peccati , Guillaume Poly

In this paper we present a general framework for Stein's method for multivariate continuous distributions. The approach gives a collection of Stein characterisations, among which we highlight score-Stein operators and kernel Stein…

Probability · Mathematics 2019-11-14 Guillaume Mijoule , Gesine Reinert , Yvik Swan

The first essential ingredient to build up Stein's method for a continuous target distribution is to identify a so-called \textit{Stein operator}, namely a linear differential operator with polynomial coefficients. In this paper, we…

Probability · Mathematics 2022-01-11 Ehsan Azmoodeh , Dario Gasbarra , Robert E. Gaunt

This paper is devoted to improvements of Sobolev and Onofri inequalities. The additional terms involve the dual counterparts, i.e. Hardy-Littlewood-Sobolev type inequalities. The Onofri inequality is achieved as a limit case of Sobolev type…

Analysis of PDEs · Mathematics 2014-05-02 Jean Dolbeault , Gaspard Jankowiak

This paper studies the problem of computing a linear approximation of quadratic Wasserstein distance $W_2$. In particular, we compute an approximation of the negative homogeneous weighted Sobolev norm whose connection to Wasserstein…

Numerical Analysis · Mathematics 2022-03-02 Philip Greengard , Jeremy G. Hoskins , Nicholas F. Marshall , Amit Singer

To characterize the Kullback-Leibler divergence and Fisher information in general parametrized hidden Markov models, in this paper, we first show that the log likelihood and its derivatives can be represented as an additive functional of a…

Statistics Theory · Mathematics 2023-03-15 Cheng-Der Fuh , Chu-Lan Michael Kao , Tianxiao Pang

We compute quantitative bounds for measuring the discrepancy between the distribution of two min-max statistics involving either pairs of Gaussian random matrices, or one Gaussian and one Gaussian-subordinated random matrix. In the fully…

Probability · Mathematics 2021-09-28 Giovanni Peccati , Nicola Turchi

Although Ornstein's nonestimate entails the impossibility to control in general all the $L^1$-norm of derivatives of a function by the $L^1$-norm of a constant coefficient homogeneous vector differential operator, the corresponding endpoint…

Analysis of PDEs · Mathematics 2024-12-18 Jean Van Schaftingen

The celebrated Otto calculus has established itself as a powerful tool for proving quantitative energy dissipation estimates and provides with an elegant geometric interpretation of certain functional inequalities such as the Logarithmic…

Classical Analysis and ODEs · Mathematics 2021-10-26 Gauthier Clerc , Giovanni Conforti , Ivan Gentil

The numerical evaluation of statistics plays a crucial role in statistical physics and its applied fields. It is possible to evaluate the statistics for a stochastic differential equation with Gaussian white noise via the corresponding…

Numerical Analysis · Mathematics 2023-07-04 Jun Ohkubo

We provide deficit estimates for Nelson's hypercontractivity inequality, the logarithmic Sobolev inequality, and Talagrand's transportation cost inequality under the restriction that the inputs are semi-log-subharmonic, semi-log-convex, or…

Analysis of PDEs · Mathematics 2022-06-08 Neal Bez , Shohei Nakamura , Hiroshi Tsuji