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The purpose of this short note is to demonstrate uniform logarithmic Sobolev inequalities for the mean field gradient particle systems associated to an energy functional that is convex in the flat sense. A defective log-Sobolev inequality…

Probability · Mathematics 2024-08-13 Songbo Wang

Let $S_N$ be the sum of vector-valued functions defined on a finite Markov chain. An analogue of the Bernstein--Hoeffding inequality is derived for the probability of large deviations of $S_N$ and relates the probability to the spectral gap…

Probability · Mathematics 2009-09-29 Vladislav Kargin

We prove invariance theorems for general inequalities of different metrics and apply them to limit relations between the sharp constants in the multivariate Markov-Bernstein-Nikolskii type inequalities with the polyharmonic operator for…

Classical Analysis and ODEs · Mathematics 2020-02-27 Michael I. Ganzburg

In this paper we revisit the notion of the "minus logarithm of stationary probability" as a generalized potential in nonequilibrium systems and attempt to illustrate its central role in an axiomatic approach to stochastic nonequilibrium…

Statistical Mechanics · Physics 2016-08-30 Lowell F. Thompson , Hong Qian

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…

Probability · Mathematics 2020-05-28 Giovanni Conforti

We investigate properties of measures in infinite dimensional spaces in terms of Poincar\'e inequalities. A Poincar\'e inequality states that the $L^2$ variance of an admissible function is controlled by the homogeneous $H^1$ norm. In the…

Probability · Mathematics 2016-05-09 Xin Chen , Xue-Mei Li , Bo Wu

We establish an improved form of the classical logarithmic Sobolev inequality for the Gaussian measure restricted to probability densities which satisfy a Poincar\'e inequality. The result implies a lower bound on the deficit in terms of…

Probability · Mathematics 2014-10-28 Max Fathi , Emanuel Indrei , Michel Ledoux

In this work we study the long time behavior of nonlinear stochastic functional-differential equations of neutral type in Hilbert spaces with non-Lipschitz nonlinearities. We establish the existence of invariant measures in the shift spaces…

Analysis of PDEs · Mathematics 2021-11-15 Andriy Stanzhytskyi , Oleksandr Stanzhytskyi , Oleksandr Misiats

Predicting how systems respond to external perturbations far from equilibrium remains a fundamental challenge across physics, chemistry, and biology. We present a unified response framework for stochastic Markov dynamics that integrates…

Statistical Mechanics · Physics 2026-05-13 Jiming Zheng , Zhiyue Lu

The aim of this paper is to establish various functional inequalities for the convolution of a compactly supported measure and a standard Gaussian distribution on Rd. We especially focus on getting good dependence of the constants on the…

Probability · Mathematics 2015-07-10 Jean-Baptiste Bardet , Nathaël Gozlan , Florent Malrieu , Pierre-André Zitt

Explicit sufficient conditions on the hypercontractivity are presented for two classes of functional stochastic partial differential equations driven by, respectively, non-degenerate and degenerate Gaussian noises. Consequently, these…

Probability · Mathematics 2015-09-07 Jianhai Bao , Feng-Yu Wang , Chenggui Yuan

Contractive coupling rates have been recently introduced by Conforti as a tool to establish convex Sobolev inequalities (including modified log-Sobolev and Poincar\'{e} inequality) for some classes of Markov chains. In this work, we show…

Probability · Mathematics 2025-03-04 Francesco Pedrotti

We present a coarse-graining (or model order reduction) procedure for stochastic matrices by clustering. The method is consistent with the natural structure of Markov theory, preserving positivity and mass, and does not rely on any tools…

Probability · Mathematics 2021-10-20 Artur Stephan

We develop the optimal transportation approach to modified log-Sobolev inequalities and to isoperimetric inequalities. Various sufficient conditions for such inequalities are given. Some of them are new even in the classical log-Sobolev…

Probability · Mathematics 2007-09-26 Franck Barthe , Alexander V. Kolesnikov

We develop a new approach to recurrence and the existence of non-constant harmonic functions on infinite weighted graphs. The approach is based on the capacity of subsets of metric boundaries with respect to intrinsic metrics. The main tool…

Functional Analysis · Mathematics 2023-01-06 Daniel Lenz , Simon Puchert , Marcel Schmidt

Equivalence of the spectral gap, exponential integrability of hitting times and Lyapunov conditions are well known. We give here the correspondance (with quantitative results) for reversible diffusion processes. As a consequence, we…

Probability · Mathematics 2010-12-24 Patrick Cattiaux , Arnaud Guillin , Pierre-André Zitt

With direct and simple proofs, we establish Poincar\'{e} type inequalities (including Poincar\'{e} inequalities, weak Poincar\'{e} inequalities and super Poincar\'{e} inequalities), entropy inequalities and Beckner-type inequalities for…

Probability · Mathematics 2013-07-10 Jian Wang

Exponential inequalities are main tools in machine learning theory. To prove exponential inequalities for non i.i.d random variables allows to extend many learning techniques to these variables. Indeed, much work has been done both on…

Machine Learning · Statistics 2020-08-03 Pierre Alquier , Paul Doukhan , Xiequan Fan

We consider Markovian models on graphs with local dynamics. We show that, under suitable conditions, such Markov chains exhibit both rapid convergence to equilibrium and strong concentration of measure in the stationary distribution. We…

Probability · Mathematics 2008-09-30 Malwina J. Luczak

Equilibrium measures are special invariant measures of chaotic dynamical systems and iterated function systems, commonly studied as salient examples of fractal measures. While useful analytic expressions are rare, computational exploration…

Dynamical Systems · Mathematics 2023-12-19 Caroline L. Wormell
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