Related papers: Intrinsic regularity in the discrete log-Sobolev i…

In this paper we establish a diffusion limit for a multivariate continuous time Markov chain whose components are indexed by vertices of a finite graph. The components take values in a common finite set of non-negative integers and evolve…

We study the infinite-horizon average (ergodic) risk sensitive control problem for diffusion processes under a general structural hypothesis: there is a partition of state space into two subsets, where the controlled diffusion process…

We prove a lower bound on the sharp Poincar\'e-Sobolev embedding constants for general open sets, in terms of their inradius. We consider the following two situations: planar sets with given topology; open sets in any dimension, under the…

We apply the shifted composition rule -- an information-theoretic principle introduced in our earlier work [AC23] -- to establish shift Harnack inequalities for the Langevin diffusion. We obtain sharp constants for these inequalities for…

We derive a multiscale generalisation of the Bakry--\'Emery criterion for a measure to satisfy a Log-Sobolev inequality. Our criterion relies on the control of an associated PDE well known in renormalisation theory: the Polchinski equation.…

We prove that for a random walk on the real line whose increments have zero mean and are either integer-valued or spread out (i.e. the distributions of the steps of the walk are eventually non-singular), the Markov chain of overshoots above…

We study inhomogeneous continuous-time weakly ergodic Markov chains with a finite state space. We introduce the notion of a Markov chain with the regular structure of an infinitesimal matrix and study the sharp upper bounds on the rate of…

This article investigates sharp comparison of moments for various classes of random variables appearing in a geometric context. In the first part of our work we find the optimal constants in the Khintchine inequality for random vectors…

We present a recurrence-transience classification for discrete-time Markov chains on manifolds with negative curvature. Our classification depends only on geometric quantities associated to the increments of the chain, defined via the…

For a $d$-dimensional log-concave distribution $\pi(\theta) \propto e^{-f(\theta)}$ constrained to a convex body $K$, the problem of outputting samples from a distribution $\nu$ which is $\varepsilon$-close in infinity-distance…

For optimal control of diffusions under several criteria, due to computational or analytical reasons, many studies have a apriori assumed control policies to be Lipschitz or smooth, often with no rigorous analysis on whether this…

We establish -among other things- existence and multiplicity of solutions for the Dirichlet problem $\sum_i\partial_{ii}u+\frac{|u|^{\crit-2}u}{|x|^s}=0$ on smooth bounded domains $\Omega$ of $ \rn$ ($n\geq 3$) involving the critical…

We investigate the sharpness of the spectral profile bound presented by Goel et al. and Chen et al. on the $L^{2}$ mixing time of Markov chains on continuous state spaces. We show that the bound provided by Chen et al. is sharp up to a…

The paper presents a generalization of the local limit theorem on the convergence of inhomogeneous Markov chains to the diffusion limit for the case where the corresponding process coefficients satisfy weak regularity conditions and…

Classically, the continuous-time Langevin diffusion converges exponentially fast to its stationary distribution $\pi$ under the sole assumption that $\pi$ satisfies a Poincar\'e inequality. Using this fact to provide guarantees for the…

General Markov chains with a countably additive transition probability in arbitrary phase space are considered. Markov operators extend from the space of countably additive measures to the space of finitely additive measures. In the…

We prove that every GNS-symmetric quantum Markov semigroup on a finite dimensional matrix algebra satisfies a modified log-Sobolev inequality. In the discrete time setting, we prove that every finite dimensional GNS-symmetric quantum…

We analyze the global convergence of the power iterates for the computation of a general mixed-subordinate matrix norm. We prove a new global convergence theorem for a class of entrywise nonnegative matrices that generalizes and improves a…

We prove continuity for bounded weak solutions of a nonlinear nonlocal parabolic type equation associated to a Dirichlet form with a rough kernel. The equation is allowed to be singular at the level zero, and solutions may change sign. If…

The first aim of this paper is to introduce a class of Markov chains on $\mathbb{Z}_+$ which are discrete self-similar in the sense that their semigroups satisfy an invariance property expressed in terms of a discrete random dilation…