Related papers: Log-Harnack Inequalities for Markov Semigroups Gen…
The stability analysis of possibly time varying positive semigroups on non necessarily compact state spaces, including Neumann and Dirichlet boundary conditions is a notoriously difficult subject. These crucial questions arise in a variety…
In this paper, we study a notion of local stationarity for discrete time Markov chains which is useful for applications in statistics. In the spirit of some locally stationary processes introduced in the literature, we consider triangular…
We consider the Markov chain approximations for singular stable-like processes. First we obtain properties of some Markov chains. Then we construct the approximating Markov chains and give a necessary condition for weak convergence of these…
This paper studies a class of linear parabolic equations in non-divergence form in which the leading coefficients are measurable and they can be singular or degenerate as a weight belonging to the $A_{1+\frac{1}{n}}$ class of Muckenhoupt…
By using coupling and Girsanov transformations, the dimension-free Harnack inequality and the strong Feller property are proved for transition semigroups of solutions to a class of stochastic generalized porous media equations. As…
We exhibit conditions under which the flow of marginal distributions of a discontinuous semimartingale $\xi$ can be matched by a Markov process, whose infinitesimal generator is expressed in terms of the local characteristics of $\xi$. Our…
We show that the generator of a GNS-symmetric quantum Markov semigroup can be written as the square of a derivation. This generalizes a result of Cipriani and Sauvageot for tracially symmetric semigroups. Compared to the tracially symmetric…
We consider the symmetry properties of an integro-differential multidimensional Gross-Pitaevskii equation with a nonlocal nonlinear (cubic) term in the context of symmetry analysis using the formalism of semiclassical asymptotics. This…
This paper is devoted to studying the weak Harnack inequalities for nonlocal double phase functionals by using expansion of positivity, whose prototype is $$ \iint_{\mathbb{R}^n\times\mathbb{R}^n}…
We establish a new Bernstein-type deviation inequality for general (non-reversible) discrete-time Markov chains via an elementary approach. More robust than existing works in the literature, our result only requires the Markov chain to…
The Chernoff approximation method is a powerful and flexible tool of functional analysis, which allows in many cases to express exp(tL) in terms of variable coefficients of a linear differential operator L. In this paper, we prove a theorem…
A general affine Markov semigroup is formulated as the convolution of a homogeneous one with a skew convolution semigroup. We provide some sufficient conditions for the regularities of the homogeneous affine semigroup and the skew…
Imprecise continuous-time Markov chains are a robust type of continuous-time Markov chains that allow for partially specified time-dependent parameters. Computing inferences for them requires the solution of a non-linear differential…
We consider a generic modified logarithmic Sobolev inequality (mLSI) of the form $\mathrm{Ent}_{\mu}(e^f) \le \tfrac{\rho}{2} \mathbb{E}_\mu e^f \Gamma(f)^2$ for some difference operator $\Gamma$, and show how it implies two-level…
The deterministic analog of the Markov property of a time-homogeneous Markov process is the semigroup property of solutions of an autonomous differential equation. The semigroup property arises naturally when the solutions of a differential…
We study the Laplace operator on the Sierpinski gasket with nonlinear Robin boundary conditions. We show that for certain Robin boundary conditions the Laplace operator generates a positive, order preserving, $L^\infty$-contractive…
This article deals with a variation of constants type inequality for semigroups acting consistently on a scale of Banach spaces. This inequality can be characterized by a corresponding (easy to verify) inequality for their generators. The…
In this paper we prove a Lie-Trotter product formula for Markov semigroups in spaces of measures. We relate our results to "classical" results for strongly continuous linear semigroups on Banach spaces or Lipschitz semigroups in metric…
In this paper, we study some functional inequalities (such as Poincar\'e inequalities, logarithmic Sobolev inequalities, generalized Cheeger isoperimetric inequalities, transportation-information inequalities and transportation-entropy…
In this work, we apply the concept about operator connection to consider bivariate random tensor means. We first extend classical Markov and Chebyshev inequalities from a random variable to a random tensor by establishing Markov inequality…