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We study the transportation problem on the unit sphere $S^{n-1}$ for symmetric probability measures and the cost function $c(x,y) = \log \frac{1}{\langle x, y \rangle}$. We calculate the variation of the corresponding Kantorovich functional…

Functional Analysis · Mathematics 2018-08-27 Alexander V. Kolesnikov

We continue our investigation on the transportation-information inequalities $W_pI$ for a symmetric markov process, introduced and studied in \cite{GLWY}. We prove that $W_pI$ implies the usual transportation inequalities $W_pH$, then the…

Probability · Mathematics 2009-02-13 Arnaud Guillin , Christian Leonard , Feng-Yu Wang , Liming Wu

Nash and Sobolev inequalities are known to be equivalent to ultracontractive properties of heat-like Markov semigroups, hence to uniform on-diagonal bounds on their kernel densities. In non ultracontractive settings, such bounds can not…

Functional Analysis · Mathematics 2014-07-28 François Bolley , Arnaud Guillin , Xinyu Wang

In this paper, we establish sharp two-sided estimates for transition densities of a large class of subordinate Markov processes. As applications, we show that the parabolic Harnack inequality and H\"older regularity hold for parabolic…

Probability · Mathematics 2022-01-28 Soobin Cho , Panki Kim , Renming Song , Zoran Vondraček

We prove an Hopf-Lax-Oleinik formula for the solutions of some Hamilton- Jacobi equations on a general metric space. As a first consequence, we show in full gener- ality that the log-Sobolev inequality is equivalent to an hypercontractivity…

Probability · Mathematics 2012-03-14 Nathael Gozlan , Cyril Roberto , Paul-Marie Samson

We propose a general approach for quantitative convergence analysis of non-reversible Markov processes, based on the concept of second-order lifts and a variational approach to hypocoercivity. To this end, we introduce the flow Poincar{\'e}…

Analysis of PDEs · Mathematics 2025-07-22 Andreas Eberle , Arnaud Guillin , Leo Hahn , Francis Lörler , Manon Michel

We illustrate some novel contraction and regularizing properties of the Heat flow in metric-measure spaces that emphasize an interplay between Hellinger-Kakutani, Kantorovich-Wasserstein and Hellinger-Kantorvich distances. Contraction…

Analysis of PDEs · Mathematics 2019-04-23 Giulia Luise , Giuseppe Savaré

Let $P$ be a Markov kernel on a measurable space $\X$ and let $V:\X\r[1,+\infty)$. This paper provides explicit connections between the $V$-geometric ergodicity of $P$ and that of finite-rank nonnegative sub-Markov kernels $\Pc_k$…

Probability · Mathematics 2014-01-24 Loïc Hervé , James Ledoux

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

Aim of this short note is to show that a dimension-free Harnack inequality on an infinitesimally Hilbertian metric measure space where the heat semigroup admits an integral representation in terms of a kernel is suffcient to deduce a sharp…

Probability · Mathematics 2019-07-17 Luca Tamanini

We show in this note that the Sobolev Discrepancy introduced in Mroueh et al in the context of generative adversarial networks, is actually the weighted negative Sobolev norm $||.||_{\dot{H}^{-1}(\nu_q)}$, that is known to linearize the…

Machine Learning · Computer Science 2018-05-17 Youssef Mroueh

For displacement convex functionals in the probability space equip\-ped with the Monge-Kantorovich metric we prove the equivalence between the gradient and functional type \L oja\-sie\-wicz inequalities. \chg{We also discuss the more…

Analysis of PDEs · Mathematics 2018-10-09 Jérôme Bolte , Adrien Blanchet

In this paper, we study the transition densities of pure-jump symmetric Markov processes in $ {{\mathbb R}}^d$, whose jumping kernels are comparable to radially symmetric functions with mixed polynomial growths. Under some mild assumptions…

Probability · Mathematics 2018-04-20 Joohak Bae , Jaehoon Kang , Panki Kim , Jaehun Lee

The Markov commutator associated to a finite Markov kernel P is the convex semigroup consisting of all Markov kernels commuting with P. Its interest comes from its relation with the hypergroup property and with the notion of Markovian…

Probability · Mathematics 2015-05-12 Laurent Miclo

This paper is devoted to the study of the Monge-Kantorovich theory of optimal mass transport and its applications, in the special case of one-dimensional and circular distributions. More precisely, we study the Monge-Kantorovich distances…

Functional Analysis · Mathematics 2010-07-28 Julie Delon , Julien Rabin , Yann Gousseau

Contraction properties of transport maps between probability measures play an important role in the theory of functional inequalities. The actual construction of such maps, however, is a non-trivial task and, so far, relies mostly on the…

Probability · Mathematics 2025-11-25 Dan Mikulincer , Yair Shenfeld

We study coercive inequalities on finite dimensional metric spaces with probability measures which do not have volume doubling property. This class of inequalities includes Poincar\'e and Log-Sobolev inequality. Our main result is proof of…

Functional Analysis · Mathematics 2009-05-13 W. Hebisch , B. Zegarlinski

We introduce a distance between kernels based on the Wasserstein distances between their values, study its properties, and prove that it is a metric on an appropriately defined space of kernels. We also relate it to various modes of…

Optimization and Control · Mathematics 2024-01-29 Zhengqi Lin , Andrzej Ruszczynski

Let $P$ be a Markov kernel on a measurable space $\X$ and let $V:\X\r[1,+\infty)$. We provide various assumptions, based on drift conditions, under which $P$ is quasi-compact on the weighted-supremum Banach space $(\cB_V,\|\cdot\|_V)$ of…

Probability · Mathematics 2012-06-13 Denis Guibourg , Loïc Hervé , James Ledoux

This work is devoted to direct mass transportation proofs of families of functional inequalities in the context of one-dimensional free probability, avoiding random matrix approximation. The inequalities include the free form of the…

Functional Analysis · Mathematics 2009-03-24 Michel Ledoux , Ionel Popescu