Related papers: Moderate maximal inequalities for the Ornstein-Uhl…
The $L_p$-discrepancy is a quantitative measure for the irregularity of distribution modulo one of infinite sequences. In 1986 Proinov proved for all $p>1$ a lower bound for the $L_p$-discrepancy of general infinite sequences in the…
We consider elliptic diffusion processes on $\mathbb R^d$. Assuming that the drift contracts distances outside a compact set, we prove that, at a sufficiently high temperature, the Markov semi-group associated to the process is a…
In this paper we study the existence of maximizers for two families of interpolation inequalities, namely a generalized Gagliardo-Nirenberg inequality and a new inequality involving the Riesz energy. Two basic tools in our argument are a…
In this paper, we study the cut-off phenomenon under the total variation distance of $d$-dimensional Ornstein-Uhlenbeck processes which are driven by L\'evy processes. That is to say, under the total variation distance, there is an abrupt…
In this article, we study the extremal processes of branching Brownian motions conditioned on having an unusually large maximum. The limiting point measures form a one-parameter family and are the decoration point measures in the extremal…
As a continuation of the paper [20] on standard $f$-divergences, we make a systematic study of maximal $f$-divergences in general von Neumann algebras. For maximal $f$-divergences, apart from their definition based on Haagerup's…
A unified approach used to generalize classical Brunn-Minkowski type inequalities to Lp Brunn-Minkowski type inequalities, called the Lp transference principle, is refined in this paper. As illustrations of the effectiveness and…
In this article, we introduce a new methodology to prove global parabolic Harnack inequalities on Riemannian manifolds. We focus on presenting a new proof of the global pointwise Harnack inequality satisfied by positive solutions of the…
We present an abstract form of the Pr\'ekopa-Leindler inequality that includes several known -and a few new- related functional inequalities on Euclidean spaces. The method of proof and also the formulation of the new inequalities are based…
We consider Markov chains which are polynomially mixing, in a weak sense expressed in terms of the space of functions on which the mixing speed is controlled. In this context, we prove polynomial large and moderate deviations inequalities.…
We consider the Graph Ornstein-Uhlenbeck (GrOU) process observed on a non-uniform discrete time grid and introduce discretised maximum likelihood estimators with parameters specific to the whole graph or specific to each component, or node.…
The families of $f$-divergences (e.g. the Kullback-Leibler divergence) and Integral Probability Metrics (e.g. total variation distance or maximum mean discrepancies) are widely used to quantify the similarity between probability…
This note presents a proof that the non-tangential maximal function of the Ornstein-Uhlenbeck semigroup is bounded almost surely by the Gaussian Hardy-Littlewood maximal function. In particular this entails improvement on a result by Pineda…
We consider a class of nearest-neighbor weakly asymmetric mass conservative particle systems evolving on $\mathbb{Z}$, which includes zero-range and types of exclusion processes, starting from a perturbation of a stationary state. When the…
We prove three results concerning convolution operators and lacunary maximal functions associated to dilates of measures. First, we obtain an $H^1$ to $L^{1,\infty}$ bound for lacunary maximal operators under a dimensional assumption on the…
The small noise cut-off phenomenon in continuous time and space has been studied in the recent literature for the linear and non-linear stable Langevin dynamics with additive L\'evy drivers - understood as abrupt thermalization of the…
In this paper, we address high-dimensional parametric estimation of the drift function in diffusion models, specifically focusing on a $d$-dimensional ergodic diffusion process observed at discrete time points. We consider both a general…
Let (H_t) be the Ornstein-Uhlenbeck semigroup on R^d with covariance matrix I and drift matrix \lambda(R-I), where \lambda>0 and R is a skew-adjoint matrix and denote by \gamma_\infty the invariant measure for (H_t). Semigroups of this form…
The classical Bakry-\'Emery calculus is extended to study, for degenerated (non-elliptic, non-reversible, or non-diffusive) Markov processes, questions such as hypoellipticity, hypocoercivity, functional inequalities or Wasserstein…
$f$-divergences are a general class of divergences between probability measures which include as special cases many commonly used divergences in probability, mathematical statistics and information theory such as Kullback-Leibler…