Related papers: Solving Poisson's equation for Wasserstein contrac…

In this article, we prove that a small random perturbation of dynamical system with multiple stable equilibria converges to a Markov chain whose states are neighborhoods of the deepest stable equilibria, under a suitable time-rescaling,…

In this paper we investigate the continuum limits of a class of Markov chains. The investigation of such limits is motivated by the desire to model very large networks. We show that under some conditions, a sequence of Markov chains…

We introduce a family of Markov processes on set partitions with a bounded number of blocks, called Lipschitz partition processes. We construct these processes explicitly by a Poisson point process on the space of Lipschitz continuous maps…

We consider a Markov chain X_1, X_2, ..., X_n belonging to a class of iterated random functions, which is "one-step contracting" with respect to some distance d. If f is any separately Lipschitz function with respect to d, we use a well…

Contraction in Wasserstein 1-distance with explicit rates is established for generalized Hamiltonian Monte Carlo with stochastic gradients under possibly nonconvex conditions. The algorithms considered include splitting schemes of kinetic…

We prove that local weak solutions to nonlocal parabolic $p$-Laplace equations are locally Lipschitz continuous in space, uniformly in time for every $1<p<\infty$ and $s \in (0,1)$ whenever $sp > p-1$. Our results hold for symmetric,…

We study a class of Markov chains that model the evolution of a quantum system subject to repeated measurements. Each Markov chain in this class is defined by a measure on the space of matrices. It is then given by a random product of…

We give a number of results on approximations of Markov kernels in total variation and Wasserstein norms weighted by a Lyapunov function. The results are applied to examples from Bayesian statistics where approximations to transition…

In this paper we use a Malliavin-Stein type method to investigate Poisson and normal approximations for the measurable functions of infinitely many independent random variables. We combine Stein's method with the difference operators in…

Using the coupling method introduced in \cite{Geiss:Ylinen:21}, we investigate regularity properties of stochastic differential equations, where we consider the Lipschitz case in $\R^d$ and allow for H\"older continuity of the diffusion…

We analyze the sensitivity of solutions to the Fokker-Planck equation with respect to some unknown parameter. Our main result is to provide quantitative upper bounds for the $p$-Wasserstein distance $\mathcal{W}_p$ between two solutions…

We investigate the stability of solutions to the Vlasov-Poisson system using the unifying framework of the kinetic Wasserstein distance, introduced by Iacobelli in (Section 4 in Arch. Ration. Mech. Anal. 244 (2022), no. 1, 27-50). This…

In the paper arXiv:1708.02289 we have introduced new solvability methods for strongly elliptic second order systems in divergence form on a domains above a Lipschitz graph, satisfying $L^p$-boundary data for $p$ near $2$. The main novel…

This paper considers the existence of weak and strong solutions to the Poisson equation on a surface with a boundary condition in co-normal direction. We apply the Lax-Milgram theorem and some properties of $H^1$-functions to show the…

In this paper, we study the existence and uniqueness of $\mathbb{L}^p$-solutions for $p \in (1, 2)$, first for backward stochastic differential equations (BSDEs) in a general filtration that supports a Brownian motion and an independent…

We establish various bounds on the solutions to a Stein equation for Poisson approximation in Wasserstein distance with non-linear transportation costs. The proofs are a refinement of those in [Barbour and Xia (2006)] using the results in…

In this paper, we study a notion of local stationarity for discrete time Markov chains which is useful for applications in statistics. In the spirit of some locally stationary processes introduced in the literature, we consider triangular…

About two dozens of exactly solvable Markov chains on one-dimensional finite and semi-infinite integer lattices are constructed in terms of convolutions of orthogonality measures of the Krawtchouk, Hahn, Meixner, Charlier, $q$-Hahn,…

We use the Stein-Chen method to prove new explicit inequalities for the total variation, Wasserstein and local distances between the distribution of a random diagonal sum of a Bernoulli matrix and a Poisson distribution. Approximation…

We introduce a general $L_p$-solvability result for the Poisson equation in non-smooth domains $\Omega\subset \mathbb{R}^d$, with the zero Dirichlet boundary condition. Our sole assumption on the domain $\Omega$ is the Hardy inequality:…