Related papers: Functional Inequalities for Non-Symmetric Stochast…
In this paper, we introduce and study non-local Jacobi operators, which generalize the classical (local) Jacobi operators. We show that these operators extend to generators of ergodic Markov semigroups with unique invariant probability…
We prove strong hypercontractivity (SHC) inequalities for logarithmically subharmonic functions on $\RR^n$ and different classes of measures: Gaussian measures on $\RR^n$, symmetric Bernoulli and symmetric uniform probability measures on…
The exact stochastic decomposition of non-Markovian dissipative quantum dynamics is combined with the time-dependent semiclassical initial value formalism. It is shown that even in the challenging regime of moderate friction and low…
This paper is interested in proving correlation inequalities of the FKG-type for various stochastic processes in continuous time. The pivotal tool which yields these correlation inequalities is an approximation with (possibly conditioned)…
Entropy in nonequilibrium statistical mechanics is investigated theoretically so as to extend the well-established equilibrium framework to open nonequilibrium systems. We first derive a microscopic expression of nonequilibrium entropy for…
We give locally finite Markov trees in $L^p$-compact$,$ separable Hilbert$,$ supersymmetric process$:$ $[0,\infty)\!\times\!\mathbb{R}^{\lvert\mathcal{A}^{\otimes m}\rvert}/\mathcal{A}^{\otimes m}$ on quantum ${\rm…
Piecewise-deterministic Markov processes (PDMPs) offer a powerful stochastic modeling framework that combines deterministic trajectories with random perturbations at random times. Estimating their local characteristics (particularly the…
We generalize Holley-Stroock's perturbation argument from commutative to quantum Markov semigroups. As a consequence, results on (complete) modified logarithmic Sobolev inequalities and logarithmic Sobolev inequalities for self-adjoint…
We introduce the concept evolutionary semigroups on path spaces, generalizing the notion of transition semigroups to possibly non-Markovian stochastic processes. We study the basic properties of evolutionary semigroups and, in particular,…
A maximal inequality is an inequality which involves the (absolute) supremum $\sup_{s\leq t}|X_{s}|$ or the running maximum $\sup_{s\leq t}X_{s}$ of a stochastic process $(X_t)_{t\geq 0}$. We discuss maximal inequalities for several classes…
Infinitesimal symmetries of a partial differential equation (PDE) can be defined algebraically as the solutions of the linearization (Frechet derivative) equation holding on the space of solutions to the PDE, and they are well-known to…
In an earlier work made by the first author with J. Turi (Degenerate Dirichlet Problems Related to the Invariant Measure of Elasto-Plastic Oscillators, AMO, 2008), the solution of a stochastic variational inequality modeling an…
We establish that, for a Markov semi-group, $L^2$ hypocoercivity, i.e. contractivity for a modified $L^2$ norm, implies quantitative deviation bounds for additive functionals of the associated Markov process and exponential integrability of…
Perturbations of super Poincar\'e and weak Poincar\'e inequalities for L\'evy type Dirichlet forms are studied. When the range of jumps is finite our results are natural extensions to the corresponding ones derived earlier for diffusion…
This paper investigates the ergodicity of stochastic functional differential equations with jumps under the Wasserstein distance by the generalized coupling method. Two key conditions are verified. The first is verified by establishing an…
In this paper, we apply Devroye inequality to study various statistical estimators and fluctuations of observables for processes. Most of these observables are suggested by dynamical systems. These applications concern the co-variance…
We study stability under tensorization and projection-type operations of gradient-type estimates and other functional inequalities for Markov semigroups on metric spaces. Using transportation-type inequalities obtained by F. Baudoin and N.…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
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…
We prove that in the context of general Markov semigroups Beckner inequalities with constants separated from zero as $p\to 1^+$ are equivalent to the modified log Sobolev inequality (previously only one implication was known to hold in this…