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

In this paper, we investigate the functional central limit theorem for stochastic processes associated to partial sums of additive functionals of reversible Markov chains with general spate space, under the normalization standard deviation…

Sufficient conditions are provided under which the log-likelihood ratio test statistic fails to have a limiting chi-squared distribution under the null hypothesis when testing between one and two components under a general two-component…

Adaptive Markov chains are an important class of Monte Carlo methods for sampling from probability distributions. The time evolution of adaptive algorithms depends on past samples, and thus these algorithms are non-Markovian. Although there…

Incompressible fluid advection has been shown to facilitate singularity suppression in various differential equations, often by mixing-enhanced diffusion or by dimension-reduction effects. To aid with the study of such scenarios, we prove a…

This paper considers the optimal scaling problem for high-dimensional random walk Metropolis algorithms for densities which are differentiable in Lp mean but which may be irregular at some points (like the Laplace density for example)…

We study the long-time behavior of a particle in $\mathbb{R}^d$, $d \geq 2$, subject to molecular diffusion and advection by a random incompressible flow. The velocity field is the divergence of a stationary random stream matrix $\mathbf{k}…

We show that recent multivariate generalizations of the Araki-Lieb-Thirring inequality and the Golden-Thompson inequality [Sutter, Berta, and Tomamichel, Comm. Math. Phys. (2016)] for Schatten norms hold more generally for all unitarily…

Motivated by a recent work of Ache and Chang concerning the sharp Sobolev trace inequality and Lebedev-Milin inequalities of order four on the Euclidean unit ball, we derive such inequalities on the Euclidean unit ball for higher order…

We bound the rate of convergence to stationarity for a signed generalization of the Bernoulli-Laplace diffusion model; this signed generalization is a Markov chain on the homogeneous space (Z_2 \wr S_n) / (S_r \times S_{n-r}). Specifically,…

In this paper, we study moment and concentration inequalities for the spectral norm of sums of dependent random matrices. We establish novel Rosenthal-Burkholder inequalities for discrete-time matrix local martingales,…

In this paper, we study the existence of extremal functions of the discrete Sobolev inequality and Hardy-Littlewood-Sobolev inequality on lattice graphs. We introduce the discrete Concentration-Compactness principle, and prove the existence…

Let $(\xi_n)_{n=0}^\infty$ be a nonhomogeneous Markov chain taking values from finite state-space of $\mathbf{X}=\{1,2,\ldots,b\}$. In this paper, we will study the generalized entropy ergodic theorem with almost-everywhere and…

Many finite-state reversible Markov chains can be naturally decomposed into "projection" and "restriction" chains. In this paper we provide bounds on the total variation mixing times of the original chain in terms of the mixing properties…

Within the class of nonlinear hyperbolic balance laws posed on a curved spacetime (endowed with a volume form), we identify a hyperbolic balance law that enjoys the same Lorentz invariance property as the one satisfied by the Euler…

In the absence of any symmetry constraints we address universal properties of the boundary charge $Q_B$ for a wide class of nearest-neighbor tight-binding models in one dimension with one orbital per site but generic modulations of on-site…

We prove, using the Brascamp-Lieb inequality, that the Gaussian measure is the only strong log-concave measure having a strong log-concavity parameter equal to its covariance matrix. We also give a similar characterization of the Poisson…

Consider the class of (functions of) strictly stationary Markov chains in which (i) the second moments are finite and (ii) absolute regularity (beta-mixing) is satisfied with exponential mixing rate. For (functions of) Markov chains in that…

We establish a regularity result for the metric on any 4-dimensional extremal K\"ahler manifold, and a weak compactness theorem on the space of such metrics. Specifically, the sectional curvature at a point is bounded when the quantity…

We prove that the complete modified logarithmic Sobolev constant of a quantum Markov semigroup is bounded by the inverse of its complete positivity mixing time. For classical Markov semigroups, this implies that every sub-Laplacian given by…

We establish a simple variance inequality for U-statistics whose underlying sequence of random variables is an ergodic Markov Chain. The constants in this inequality are explicit and depend on computable bounds on the mixing rate of the…