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We develop a framework that allows the use of the multi-level Monte Carlo (MLMC) methodology (Giles2015) to calculate expectations with respect to the invariant measure of an ergodic SDE. In that context, we study the (over-damped) Langevin…

Numerical Analysis · Mathematics 2019-08-13 Michael B. Giles , Mateusz B. Majka , Lukasz Szpruch , Sebastian Vollmer , Konstantinos Zygalakis

Let $M,N$ be coprime square-free integers. Let $f$ be a holomorphic cusp form of level $N$ and $g$ be either a holomorphic or a Maa{\ss} form with level $M$. Using a large sieve inequality, we establish a bound of the form…

Number Theory · Mathematics 2014-04-10 Zhilin Ye

Various properties of isoperimetric, functional, Transport-Entropy and concentration inequalities are studied on a Riemannian manifold equipped with a measure, whose generalized Ricci curvature is bounded from below. First, stability of…

Functional Analysis · Mathematics 2010-11-11 Emanuel Milman

We show that there are no general stability results for the logarithmic Sobolev inequality in terms of the Wasserstein distances and $L^{p}(d\gamma)$ distance for $p>1$. To this end, we construct a sequence of centered probability measures…

Analysis of PDEs · Mathematics 2022-04-18 Daesung Kim

In this paper, we investigate a stochastic Hardy-Littlewood-Sobolev inequality. Due to the stochastic nature of the inequality, the relation between the exponents of intgrability is modified. This modification can be understood as a…

Analysis of PDEs · Mathematics 2017-11-21 Romain Duboscq , Anthony Réveillac

We study boundary representations of hyperbolic groups $\Gamma$ on the (compactly embedded) function space $W^{\log,2}(\partial\Gamma)\subset L^2(\partial\Gamma)$, the domain of the logarithmic Laplacian on $\partial\Gamma$. We show that…

Group Theory · Mathematics 2024-08-14 Kevin Boucher , Ján Špakula

We study the non-asymptotic behavior of Coulomb gases in dimension two and more. Such gases are modeled by an exchangeable Boltzmann-Gibbs measure with a singular two-body interaction. We obtain concentration of measure inequalities for the…

Mathematical Physics · Physics 2018-07-05 Djalil Chafai , Adrien Hardy , Mylène Maïda

It is known that a quadratic transportation-information inequality $\mathrm{W_2I}$ interpolates between the Talagrand's inequality $\mathrm{W_2H}$ and the log-Sobolev inequality (LSI for short). The aim of the present paper is threefold:…

Probability · Mathematics 2016-06-08 Yuan Liu

This survey-type paper provides a common framework for a larger number of higher order concentration results (i.\,e., concentration results for non-Lipschitz functions which have bounded derivatives of higher order) in the spirit of…

Probability · Mathematics 2025-07-14 Holger Sambale

For a closed connected surface with a metric g, we consider the regularized trace of the inverse of the Laplace-Beltrami operator. We minimize this on the class of smooth metrics conformal to g having the same area, and show that the…

Spectral Theory · Mathematics 2007-11-21 Kate Okikiolu

Given a suitably normalized $X\in\mathbb{R}^n$ we observe that the function $\theta\mapsto\mathbb{E}|X\cdot\theta|$, defined for $\theta\in S^{n-1}$, admits surprisingly strong concentration far surpassing what is expected on account of…

Functional Analysis · Mathematics 2020-08-04 Erez Buchweitz

The Sobolev regularity of invariant measures for diffusion processes is proved on non-smooth metric measure spaces with synthetic lower Ricci curvature bounds. As an application, the symmetrizability of semigroups is characterized, and the…

Probability · Mathematics 2021-05-24 Kohei Suzuki

We develop characterizations for Sobolev spaces of potential type on graded Lie groups, by means of Littlewood-Paley square functions, and Strichartz functionals involving second-order differences. A key role is played by some mean value…

Functional Analysis · Mathematics 2023-06-16 Pablo De Nápoli , Rocío Díaz Martín

We prove logarithmic Sobolev inequalities on higher-dimensional bounded smooth domains based on novel Gagliardo-Nirenberg type interpolation inequalities. Moreover, we use them to address the long-time dynamics of some nonlinear nonlocal…

Analysis of PDEs · Mathematics 2024-02-29 Elie Abdo , Fizay-Noah Lee

Following Talagrand's concentration results for permutations picked uniformly at random from a symmetric group [Tal95], Luczak and McDiarmid have generalized it to more general groups G of permutations which act suitably 'locally'. Here we…

Probability · Mathematics 2017-06-28 Paul-Marie Samson

This paper is mainly devoted to the study of the reversed Hardy-Littlewood-Sobolev (HLS) inequality on Heisenberg group $\mathbb{H}^n$ and CR sphere $\mathbb{S}^{2n+1}$. First, we establish the roughly reversed HLS inequality and give a…

Analysis of PDEs · Mathematics 2022-02-21 Yazhou Han , Shutao Zhang

We establish a family of functional inequalities interpolating between the classical logarithmic Sobolev and Poincar\'e inequalities. We prove that they imply the concentration of measure phenomenon intermediate between Gaussian and…

Probability · Mathematics 2015-01-06 Rafał Latała , Krzysztof Oleszkiewicz

In this paper we study approximations of functions of Sobolev spaces $W^2_{p,\loc}(\Omega)$, $\Omega\subset\mathbb R^n$, by Lipschitz continuous functions. We prove that if $f\in W^2_{p,\loc}(\Omega)$, $1\leq p<\infty$, then there exists a…

Analysis of PDEs · Mathematics 2021-09-14 Paz Hashash , Alexander Ukhlov

We prove logarithmic Sobolev inequalities for semi-direct product operators (see definition in Section 1). We apply our main results to examples of operators and provide some applications to ultracontractive bounds of semigroups. Hardy's…

Analysis of PDEs · Mathematics 2014-12-05 Piero D'Ancona , Patrick Maheux , Vittoria Pierfelice

In this short note we derive concentration inequalities for the empirical absolute moments of square symmetric matrices with independent symmetrically distributed +/-1 entries. Most of the previous results of this type are limited to…

Probability · Mathematics 2017-04-25 Ilya Soloveychik , Vahid Tarokh