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We study the limit behaviour of a generally non-linear ordinary differential equation whose solution is a superadditive generalisation of a stochastic matrix, and provide necessary and sufficient conditions for this solution to be ergodic,…

Probability · Mathematics 2016-09-21 Jasper De Bock

Discrete convex Sobolev inequalities and Beckner inequalities are derived for time-continuous Markov chains on finite state spaces. Beckner inequalities interpolate between the modified logarithmic Sobolev inequality and the Poincar\'e…

Probability · Mathematics 2016-08-19 Ansgar Jüngel , Wen Yue

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 consider a diffusion process in $\mathbb{R}^d$ with a generator of the form $ L:=\frac 12 e^{V(x)}div(e^{-V(x)}\nabla ) $ where $V$ is measurable and periodic. We only assume that $e^V$ and $e^{-V}$ are locally integrable. We then show…

Probability · Mathematics 2016-01-13 Moustapha Ba , Pierre Mathieu

The Dirichlet form is a generalization of the Laplacian, heavily used in the study of many diffusion-like processes. In this paper we present a nonstandard representation theorem for the Dirichlet form, showing that the usual Dirichlet form…

Probability · Mathematics 2020-10-07 Robert M. Anderson , Haosui Duanmu , Aaron Smith

We prove the attainability of the best constant in the fractional Hardy--Sobolev inequality with boundary singularity for the Spectral Dirichlet Laplacian. The main assumption is the average concavity of the boundary at the origin.

Analysis of PDEs · Mathematics 2019-06-19 Nikita Ustinov

The optimal transport map between the standard Gaussian measure and an $\alpha$-strongly log-concave probability measure is $\alpha^{-1/2}$-Lipschitz, as first observed in a celebrated theorem of Caffarelli. In this paper, we apply two…

Probability · Mathematics 2022-03-10 Sinho Chewi , Aram-Alexandre Pooladian

A nonnegative coarse Ricci curvature for a Markov chain and the existence of an attractive point implies the concentration of the invariant probability measure around this point. The mass outside balls centered at the attractive point, as a…

Probability · Mathematics 2012-03-14 Laurent Veysseire

The first paper in this series introduced a \emph{short-to-long mixing} condition that captures mean-field GOE/GUE edge universality in the supercritical sparsity regime, for symmetric/Hermitian random matrices with independent entries and…

Probability · Mathematics 2026-04-23 Dang-Zheng Liu , Guangyi Zou

We consider metrics which are preserved under a $p$-Wasserstein transport map, up to a possible contraction. In the case $p=1$ this corresponds to a metric which is uniformly curved in the sense of coarse Ricci curvature. We investigate the…

Probability · Mathematics 2017-12-08 Florian Völlering

We investigate the mixing properties of a finite Markov chain in random environment defined as a mixture of a deterministic chain and a chain whose state space has been permuted uniformly at random. This work is the counterpart of a…

Probability · Mathematics 2024-02-07 Bastien Dubail

A key task in Bayesian statistics is sampling from distributions that are only specified up to a partition function (i.e., constant of proportionality). However, without any assumptions, sampling (even approximately) can be #P-hard, and few…

Machine Learning · Computer Science 2018-12-03 Rong Ge , Holden Lee , Andrej Risteski

Let $\kappa \in \mathbb{N}_+^\ell$ satisfy $\kappa_1 + \dots + \kappa_\ell = n$ and let $\mathcal{U}_\kappa$ denote the "multislice" of all strings $u$ in $[\ell]^n$ having exactly $\kappa_i$ coordinates equal to $i$, for all $i \in…

Probability · Mathematics 2018-09-12 Yuval Filmus , Ryan O'Donnell , Xinyu Wu

We investigate the metastable behavior of reversible Markov chains on possibly countable infinite state spaces. Based on a new definition of metastable Markov processes, we compute precisely the mean transition time between metastable sets.…

Probability · Mathematics 2020-01-08 André Schlichting , Martin Slowik

In this paper we intend to give a comprehensive approach of functional inequalities for diffusion processes under some "curvature" assumptions. Our notion of curvature coincides with the usual $\Gamma_2$ curvature of Bakry and Emery in the…

Probability · Mathematics 2013-03-28 Patrick Cattiaux , Arnaud Guillin

We consider families of diffeomorphisms with dominated splittings and preserving a Borel probability measure, and we study the regularity of the Lyapunov exponents associated to the invariant bundles with respect to the parameter. We obtain…

Dynamical Systems · Mathematics 2020-10-06 Radu Saghin , Pancho Valenzuela-Henríquez , Carlos H. Vásquez

We prove a new logarithmic epiperimetric inequality for multiplicity-one stationary cones with isolated singularity by flowing in the radial direction any given trace along appropriately chosen directions. In contrast to previous…

Analysis of PDEs · Mathematics 2019-03-13 Max Engelstein , Luca Spolaor , Bozhidar Velichkov

The Markov-Bernstein type inequalities between the norms of functions and of their derivatives are analysed for complex exponential polynomials. We establish a relation between the sharp constants in those inequalities and the stability…

Functional Analysis · Mathematics 2022-09-27 Vladimir Yu. Protasov

This paper studies Hoeffding's inequality for Markov chains under the generalized concentrability condition defined via integral probability metric (IPM). The generalized concentrability condition establishes a framework that interpolates…

Machine Learning · Statistics 2023-10-06 Hao Chen , Abhishek Gupta , Yin Sun , Ness Shroff

We consider a Markov chain on the space of (countable) partitions of the interval [0,1], obtained first by size biased sampling twice (allowing repetitions) and then merging the parts (if the sampled parts are distinct) or splitting the…

Probability · Mathematics 2016-09-07 Persi Diaconis , Eddy Mayer-Wolf , Ofer Zeitouni , Martin Zerner