English
Related papers

Related papers: Functional Inequalities and Random Walks on Increa…

200 papers

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…

Probability · Mathematics 2019-04-22 Yury Polyanskiy , Alex Samorodnitsky

For a continuous-time random walk $X=\{X_t,t\ge 0\}$ (in general non-Markov), we study the asymptotic behavior, as $t\rightarrow \infty$, of the normalized additive functional $c_t\int_0^{t} f(X_s)ds$, $t\ge 0$. Similarly to the Markov…

Probability · Mathematics 2021-07-01 Yuri Kondratiev , Yuliya Mishura , Georgiy Shevchenko

The paper is a continuation of our paper [12,2], and it studies functional inequalities for non-local Dirichlet forms with finite range jumps or large jumps. Let $\alpha\in(0,2)$ and $\mu_V(dx)=C_Ve^{-V(x)}\,dx$ be a probability measure. We…

Probability · Mathematics 2013-07-10 Xin Chen , Jian Wang

We study fine structure related to finitely supported random walks on infinite finitely generated discrete groups, largely motivated by dimension group techniques. The unfaithful extreme harmonic functions (defined only on proper space-time…

Functional Analysis · Mathematics 2021-04-01 David Handelman

We introduce a family of two-dimensional reflected random walks in the positive quadrant and study their Martin boundary. While the minimal boundary is systematically equal to a union of two points, the full Martin boundary exhibits an…

Probability · Mathematics 2022-09-27 Irina Ignatiouk-Robert , Irina Kourkova , Kilian Raschel

We introduce a general model of trapping for random walks on graphs. We give the possible scaling limits of these Randomly Trapped Random Walks on $\mathbb {Z}$. These scaling limits include the well-known fractional kinetics process, the…

Probability · Mathematics 2015-10-30 Gérard Ben Arous , Manuel Cabezas , Jiří Černý , Roman Royfman

We derive a lower bound for the probability that a random walk with i.i.d.\ increments and small negative drift $\mu$ exceeds the value $x>0$ by time $N$. When the moment generating functions are bounded in an interval around the origin,…

Probability · Mathematics 2020-11-12 Ofer Busani , Timo Seppäläinen

Consider $M_n$ the maximal position at generation $n$ of a supercritical branching random walk. A\"id\'ekon (2013) obtained and described the convergence in law, as time $n$ goes to infinity, of $M_n-m_n$, where $m_n$ is an explicit…

Probability · Mathematics 2026-01-14 Louis Chataignier , Lianghui Luo

This paper presents different approaches, based on functional inequalities, to study the speed of convergence in total variation distance of ergodic diffusion processes with initial law satisfying a given integrability condition. To this…

Probability · Mathematics 2007-05-23 Patrick Cattiaux , Arnaud Guillin

In random walk theory, it is customary to assume that a given walk is irreducible and/or aperiodic. While these prevailing assumptions make particularly tractable the analysis of random walks and help to highlight their diffusive nature,…

Probability · Mathematics 2025-07-02 Evan Randles , Yutong Yan

This paper develops systematic approaches to obtain $f$-divergence inequalities, dealing with pairs of probability measures defined on arbitrary alphabets. Functional domination is one such approach, where special emphasis is placed on…

Information Theory · Computer Science 2016-12-06 Igal Sason , Sergio Verdú

We study the limiting occupation density process for a large number of critical and driftless branching random walks. We show that the rescaled occupation densities of $\lfloor sN\rfloor$ branching random walks, viewed as a function-valued,…

Probability · Mathematics 2020-03-16 Si Tang , Steven P. Lalley

Motivated by the article [M. Takei, Electron. J. Probab. 26 (2021), article no. 104], we study the limit behavior of linearly edge-reinforced random walks on the half-line $\mathbb{Z}_+$ with reinforcement parameter $\delta>0$, and each…

Probability · Mathematics 2026-01-23 Zechun Hu , Renming Song , Li Wang

We survey some geometrical properties of trajectories of $d$-dimensional random walks via the application of functional limit theorems. We focus on the functional law of large numbers and functional central limit theorem (Donsker's…

Probability · Mathematics 2018-10-16 Chak Hei Lo , James McRedmond , Clare Wallace

Consider a one dimensional simple random walk $X=(X_n)_{n\geq0}$. We form a new simple symmetric random walk $Y=(Y_n)_{n\geq0}$ by taking sums of products of the increments of $X$ and study the two-dimensional walk…

Probability · Mathematics 2015-08-18 Andrea Collevecchio , Kais Hamza , Meng Shi

In the eighties, A. Connes and E. J. Woods made a connection between hyperfinite von Neumann algebras and Poisson boundaries of time dependent random walks. The present paper explains this connection and gives a detailed proof of two…

Operator Algebras · Mathematics 2017-04-25 Jean Renault

We propose a model of random walks on weighted graphs where the weights are interval valued, and connect it to reversible imprecise Markov chains. While the theory of imprecise Markov chains is now well established, this is a first attempt…

Optimization and Control · Mathematics 2016-09-20 Damjan Škulj

Let S_n=X_1+...+X_n be a sum of independent symmetric random variables such that |X_{i}|\leq 1. Denote by W_n=\epsilon_{1}+...+\epsilon_{n} a sum of independent random variables such that \prob{\eps_i = \pm 1} = 1/2. We prove that…

Probability · Mathematics 2019-11-13 Dainius Dzindzalieta , Matas Šileikis , Tomas Juškevičius

In the first part of this paper we prove some new Poincar\'e inequalities, with explicit constants, for domains of any hypersurface of a Riemannian manifold with sectional curvatures bounded from above. This inequalities involve the first…

Differential Geometry · Mathematics 2017-08-30 Hilário Alencar , Gregório Silva Neto

In this article we obtain new irrationality measures for values of functions which belong to a certain class of hypergeometric functions including shifted logarithmic functions, binomial functions and shifted exponential functions. We…

Number Theory · Mathematics 2023-10-12 Makoto Kawashima , Anthony Poëls