Related papers: Exponential inequalities in probability spaces rev…
We present a categorical viewpoint of probability measures by showing that a probability measure can be viewed as a weakly averaging affine measurable functional taking values in the unit interval which preserves limits. The probability…
We relate transport-entropy inequalities to the study of critical points of functionals defined on the space of probability measures. This approach leads in particular to a new proof of a result by Otto and Villani [43] showing that the…
Motivated by a recent work of X. Chen and M. Zhu (Commun. Math. Stat., 1 (2013) 369-385), we establish a Trudinger-Moser inequality on compact Riemannian surface without boundary. The proof is based on blow-up analysis together with…
We produce a series of results extending information-theoretical inequalities (discussed by Dembo--Cover--Thomas in 1989-1991) to a weighted version of entropy. The resulting inequalities involve the Gaussian weighted entropy; they imply a…
We consider the entropy of sums of independent discrete random variables, in analogy with Shannon's Entropy Power Inequality, where equality holds for normals. In our case, infinite divisibility suggests that equality should hold for…
For every n, we construct a metric measure space that is doubling, satisfies a Poincare inequality in the sense of Heinonen-Koskela, has topological dimension n, and has a measurable tangent bundle of dimension 1.
We give a domination condition implying good-$\lambda$ and exponential inequalities for couples of measurable functions. Those inequalities recover several classical and new estimations involving some operators in Harminic Analysis. Among…
We prove that if $K$ is a compact space and the space $P(K\times K)$ of regular probability measures on $K\times K$ has countable tightness in its $weak^*$ topology, then $L_1(\mu)$ is separable for every $\mu\in P(K)$. It has been known…
We consider Poisson's equation with a finite number of weighted Dirac masses as a source term, together with its discretization by means of conforming finite elements. For the error in fractional Sobolev spaces, we propose residual-type a…
We study Moser-Trudinger type functionals in the presence of singular potentials. In particular we propose a proof of a singular Carleson-Chang type estimate by means of Onofri's inequality for the unit disk in $\mathbb{R}^2$. Moreover we…
Let $\mu$ be a Borel probability measure with compact support. We consider exponential type orthonormal bases, Riesz bases and frames in $L^2(\mu)$. We show that if $L^2(\mu)$ admits an exponential frame, then $\mu$ must be of pure type. We…
The work concerns invariant measures for multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the exponential ergodicity of these equations. Then for a sequence of these equations, when their coefficients…
By using the fact that the space of all probability measures with finite support can be somehow completed in two different fashions, one generating the Arens-Eells space and another generating the Kantorovich-Wasserstein (Wasserstein-1)…
As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using It\^o's formula and on a new…
In this paper, we prove the fractional Hardy inequality on polarisable metric measure spaces. The integral Hardy inequality for $1<p\leq q<\infty$ is playing a key role in the proof. Moreover, we also prove the fractional Hardy-Sobolev type…
In this paper we delve into some important properties of probability distributions of the power type in order to provide some answers to questions recently raised in the literature. More precisely, we focus on the properties of maximizers…
We discuss some recent results by Parini and Ruf on a Moser-Trudinger type inequality in the setting of Sobolev-Slobodeckij spaces in dimension one. We push further their analysis considering the inequality on the whole $\mathbb{R}$ and we…
We prove Lp Poincare inequalities for functions on the discrete cube and their discrete gradient. We thus recover an exponential inequality and the concentration phenomenon for the uniform probability on the cube first obtained by Bobkov…
We discuss two ways to construct standard probability measures, called push-down measures, from internal probability measures. We show that the Wasserstein distance between an internal probability measure and its push-down measure is…
Some parts of stochastic analysis on curved spaces are revisted. A concise proof of the quasi-invariance of the Wiener measure on the path spaces over a Riemannian manifold is presented. The shifts are allowed to be in the Cameron-Martin…