Related papers: Intrinsic regularity in the discrete log-Sobolev i…
We investigate the problem of quantifying contraction coefficients of Markov transition kernels in Kantorovich ($L^1$ Wasserstein) distances. For diffusion processes, relatively precise quantitative bounds on contraction rates have recently…
We determine the log-Sobolev constant of the multi-urn Bernoulli-Laplace diffusion model with arbitrary parameters, up to a small universal multiplicative constant. Our result extends a classical estimate of Lee and Yau (1998) and confirms…
We study the exponential dissipation of entropic functionals for continuous time Markov chains and the associated convex Sobolev inequalities, including MLSI and Beckner inequalities. We propose a method that combines the Bakry \'Emery…
The Markov chain approximation of a one-dimensional symmetric diffusion is investigated in this paper. Given an irreducible reflecting diffusion on a closed interval with scale function $s$ and speed measure $m$, the approximating Markov…
We study Markov chains with non-negative sectional curvature on finite metric spaces. Neither reversibility, nor the restriction to a particular combinatorial distance are imposed. In this level of generality, we prove that a 1-step…
In this work, we consider rather general and broad class of Markov chains, Ito chains, that look like Euler-Maryama discretization of some Stochastic Differential Equation. The chain we study is a unified framework for theoretical analysis.…
We obtain universal estimates on the convergence to equilibrium and the times of coupling for continuous time irreducible reversible finite-state Markov chains, both in the total variation and in the L^2 norms. The estimates in total…
We show that if the random walk on a graph has positive coarse Ricci curvature in the sense of Ollivier, then the stationary measure satisfies a W^1 transport-entropy inequality. Peres and Tetali have conjectured a stronger consequence,…
We prove stability estimates for the Bakry-Emery bound on Poincar\'e and logarithmic Sobolev constants of uniformly log-concave measures. In particular, we improve the quantitative bound in a result of De Philippis and Figalli asserting…
It has recently been shown that there are substantial differences in the regularity behavior of the empirical process based on scalar diffusions as compared to the classical empirical process, due to the existence of diffusion local time.…
We consider Markov chains 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 with probability $\beta_m$ (if the sampled parts are…
Assume that one observes the $k$th, $2k$th$,\ldots,nk$th value of a Markov chain $X_{1,h},\ldots,X_{nk,h}$. That means we assume that a high frequency Markov chain runs in the background on a very fine time grid but that it is only observed…
Log-Sobolev inequalities (LSIs) upper-bound entropy via a multiple of the Dirichlet form (i.e. norm of a gradient). In this paper we prove a family of entropy-energy inequalities for the binary hypercube which provide a non-linear…
Let $E$ be the class of finite (resp. probability) measures absolutely continuous with respect to a $\sigma$-finite Radon measure on a Polish space. We present a criterion on the quasi-regularity of Dirichlet forms on $E$ in terms of upper…
The celebrated invariance property states that particles entering a bounded domain, with isotropic and uniform incidence, spend on average $\langle \ell \rangle=4V/S$ length inside, no matter how they scatter. We show that this remarkable…
We show that in a large class of stochastic volatility models with additional skew-functions (local-stochastic volatility models) the tails of the cumulative distribution of the log-returns behave as exp(-c|y|), where c is a positive…
We prove an invariance principle (functional central limit theorem) for a vector-valued additive functional of a Markov chain for almost every starting point with respect to an ergodic equilibrium distribution. The hypothesis is a moment…
We study the generalized existence of extremizers for the sharp $p$-Sobolev inequality on noncompact Riemannian manifolds in connection with nonnegative curvature and Euclidean volume growth assumptions. Assuming a nonnegative Ricci…
We consider general Markov chains with discrete time in an arbitrary measurable (phase) space and homogeneous in time. Markov chains are defined by the classical transition function which within the framework of the operator treatment…
We investigate the Cauchy problem for a two-component generalization of the Novikov equation with cubic nonlinearity -- an integrable system whose solutions may develop strong nonlinear phenomena such as gradient blow-up and interactions…