Related papers: Entropy dissipation estimates for inhomogeneous ze…
Techniques are developed for decoupling dissipative differential equations. The approach considered is based upon obtaining a sufficient gap in the time dependent linear portion of the equation that corresponds to the linear variational…
Interpolation inequalities play an essential role in Analysis with fundamental consequences in Mathematical Physics, Nonlinear Partial Differential Equations (PDEs), Markov Processes, etc., and have a wide range of applications in various…
The aim of this study is to generalise recent results of the two last authors on en-tropy methods for measure solutions of the renewal equation to other classes of structured population problems. Specifically, we develop a generalised…
We propose an inertial variant of the strongly convergent inexact proximal-point (PP) method of Solodov and Svaiter (2000) for monotone inclusions. We prove strong convergence of our main algorithm under less restrictive assumptions on the…
In this paper, we are concerned with a model of polytropic gas flow, which consists the mass equation, the momentum equation and a varying entropy equation. First, a new technique, to set up a relation between the Riemann invariants of the…
We use the abstract method of (local) martingale problems in order to give criteria for convergence of stochastic processes. Extending previous notions, the formulation we use is neither restricted to Markov processes (or semimartingales),…
We consider the model reduction problem for linear time-invariant dynamical systems having nonzero (but otherwise indeterminate) initial conditions. Building upon the observation that the full system response is decomposable as a…
The exponential ergodicity of partially dissipative McKean-Vlasov SDEs in the \(L^1\)-Wasserstein distance has been extensively studied using asymptotic reflection coupling. However, the reflection coupling method is not applicable for the…
We obtain new principles for transferring log-Sobolev and Spectral-Gap inequalities from a source metric-measure space to a target one, when the curvature of the target space is bounded from below. As our main application, we obtain…
We introduce a notion called entropic independence that is an entropic analog of spectral notions of high-dimensional expansion. Informally, entropic independence of a background distribution $\mu$ on $k$-sized subsets of a ground set of…
As operators acting on the undetermined final settlement of a derivative security, expectation is linear but price is non-linear. When the market of underlying securities is incomplete, non-linearity emerges from the bid-offer around the…
Entropy rate of sequential data-streams naturally quantifies the complexity of the generative process. Thus entropy rate fluctuations could be used as a tool to recognize dynamical perturbations in signal sources, and could potentially be…
Comparing concentration properties of uniform sampling with and without replacement has a long history which can be traced back to the pioneer work of Hoeffding (1963). The goal of this short note is to extend this comparison to the case of…
In this document, we introduce a notion of entropy for stochastic processes on marked rooted graphs. For this, we employ the framework of local weak limit theory for sparse marked graphs, also known as the objective method, due to…
We utilize a discrete version of the notion of degree of freedom to prove a sharp min-entropy-variance inequality for integer valued log-concave random variables. More specifically, we show that the geometric distribution minimizes the…
While one-dimensional Markov processes are well understood, going to higher dimensions there are only a few analytically solved Ising-like models, in practice requiring to use relatively costly, uncontrollable and inaccurate Monte-Carlo…
In this paper we propose an efficient variance reduction approach for additive functionals of Markov chains relying on a novel discrete time martingale representation. Our approach is fully non-asymptotic and does not require the knowledge…
We discuss how maximum entropy methods may be applied to the reconstruction of Markov processes underlying empirical time series and compare this approach to usual frequency sampling. It is shown that, at least in low dimension, there…
Topological excitations or defects such as solitons are ubiquitous throughout physics, supporting numerous interesting phenomena like zero energy modes with exotic statistics and fractionalized charges. In this paper, we study such objects…
In this paper we calculate the entanglement entropy of two coupled gapless systems in general spatial dimension d. The gapless systems can be either conformal field theories (CFT), or Fermi liquids. We assume the two systems are coupled…