Related papers: Modified log-Sobolev inequalities for strong-Rayle…

We consider a stochastic nonlinear defocusing Schr\"{o}dinger equation with zero-order linear damping, where the stochastic forcing term is given by a combination of a linear multiplicative noise in the Stratonovich form and a nonlinear…

We assume one site measures without a boundary $e^{-\phi(x)}dx/Z$ that satisfy a log-Sobolev inequality. We prove that if these measures are perturbed with quadratic interactions, then the associated infinite dimensional Gibbs measure on…

We study hypercontractivity for the underdamped Langevin dynamics with a convex confining potential. Unlike in the overdamped case, the noise acts only on the velocity variable, so the usual argument based on the logarithmic Sobolev…

We establish a log-Sobolev inequality for the stationary distribution of mean-field Langevin dynamics with a constant that is independent of the number of particles $N$. Our proof proceeds by establishing the existence of a Lipschitz…

We introduce a reversible Markovian coagulation-fragmentation process on the set of partitions of $\{1,\ldots,L\}$ into disjoint intervals. Each interval can either split or merge with one of its two neighbors. The invariant measure can be…

We use Minkowski content (i.e., natural parametrization) of SLE to construct several types of SLE$_\kappa$ loop measures for $\kappa\in(0,8)$. First, we construct rooted SLE$_\kappa$ loop measures in the Riemann sphere $\widehat{\mathbb…

Sufficient conditions are provided under which the log-likelihood ratio test statistic fails to have a limiting chi-squared distribution under the null hypothesis when testing between one and two components under a general two-component…

We prove that a sum of random matrices generated by a $\psi$-mixing Markov chain has similar spectral properties to a Gaussian matrix with the same mean and covariance structure. This nonasymptotic universality principle enables sharp…

In terms of a nice reference probability measure, integrability conditions on the path-dependent drift are presented for (infinite-dimensional) degenerate PDEs to have regular positive solutions. To this end, the corresponding stochastic…

We give a sufficient and necessary condition for a probability measure $\mu$ on the real line to satisfy the logarithmic Sobolev inequality for convex functions. The condition is expressed in terms of the unique left-continuous and…

We provide new infinitesimal characterizations for strong invariance of multifunctions in terms of Hamiltonian inequalities and tangent cones. In lieu of the standard local Lipschitzness assumption on the multifunction, we assume a new…

Markov chain Monte Carlo (MCMC) methods generate samples that are asymptotically distributed from a target distribution of interest as the number of iterations goes to infinity. Various theoretical results provide upper bounds on the…

For a stochastic process with state space some Polish space, this paper gives sufficient conditions on the initial and conditional distributions for the joint law to satisfy Gaussian concentration inequalities, transportation inequalities…

We investigate links between the so-called Stein's density approach in dimension one and some functional and concentration inequalities. We show that measures having a finite first moment and a density with connected support satisfy a…

Strong invariance principles in Markov chain Monte Carlo are crucial to theoretically grounded output analysis. Using the wide-sense regenerative nature of the process, we obtain explicit bounds in the strong invariance converging rates for…

This work aims to investigate the well-posedness and the existence of ergodic invariant measures for a class of third grade fluid equations in bounded domain $D\subset\mathbb{R}^d,d=2,3,$ in the presence of a multiplicative noise. First, we…

Given $p,N>1,$ we prove the sharp $L^p$-log-Sobolev inequality on noncompact metric measure spaces satisfying the ${\sf CD}(0,N)$ condition, where the optimal constant involves the asymptotic volume ratio of the space. This proof is based…

Adaptive Monte Carlo methods can be viewed as implementations of Markov chains with infinite memory. We derive a general condition for the convergence of a Monte Carlo method whose history dependence is contained within the simulated…

We establish an improved form of the classical logarithmic Sobolev inequality for the Gaussian measure restricted to probability densities which satisfy a Poincar\'e inequality. The result implies a lower bound on the deficit in terms of…

We find sufficient conditions for a probability measure $\mu$ to satisfy an inequality of the type $$ \int_{\R^d} f^2 F\Bigl(\frac{f^2}{\int_{\R^d} f^2 d \mu} \Bigr) d \mu \le C \int_{\R^d} f^2 c^{*}\Bigl(\frac{|\nabla f|}{|f|} \Bigr) d \mu…