Related papers: Convergence rate estimates for semigroups and heat…

We consider contractivity for diffusion semigroups w.r.t. Kantorovich ($L^1$ Wasserstein) distances based on appropriately chosen concave functions. These distances are inbetween total variation and usual Wasserstein distances. It is shown…

Up to now, the nonparametric analysis of multidimensional continuous-time Markov processes has focussed strongly on specific model choices, mostly related to symmetry of the semigroup. While this approach allows to study the performance of…

The classical condition on the existence of uniformly exponentially consistent tests for testing the true density against the complement of its arbitrary neighborhood has been widely adopted in study of asymptotics of Bayesian nonparametric…

We extend balloon and sample-smoothing estimators, two types of variable-bandwidth kernel density estimators, by a shift parameter and derive their asymptotic properties. Our approach facilitates the unified study of a wide range of density…

We study measures associated to Brownian motions on infinite-dimensional Heisenberg-like groups. In particular, we prove that the associated path space measure and heat kernel measure satisfy a strong definition of smoothness.

We introduce a natural definition of $L^p$-convergence of maps, $p \ge 1$, in the case where the domain is a convergent sequence of measured metric space with respect to the measured Gromov-Hausdorff topology and the target is a…

The convergence rate of stochastic gradient search is analyzed in this paper. Using arguments based on differential geometry and Lojasiewicz inequalities, tight bounds on the convergence rate of general stochastic gradient algorithms are…

In this paper we introduce some recent progresses on the convergence rate in Wasserstein distance for empirical measures of Markov processes. For diffusion processes on compact manifolds possibly with reflecting or killing boundary…

We provide a condition for f-ergodicity of strong Markov processes at a subgeometric rate. This condition is couched in terms of a supermartingale property for a functional of the Markov process. Equivalent formulations in terms of a drift…

We investigate rates of convergence for two approximation schemes of time-independent and time-dependent Hamilton-Jacobi equ-ations with Kirchoff junction conditions. We analyze the vanishing viscosity limit and monotone finite-difference…

We obtain minimax-optimal convergence rates in the supremum norm, including information-theoretic lower bounds, for estimating the covariance kernel of a stochastic process which is repeatedly observed at discrete, synchronous design…

We provide explicit expressions for the constants involved in the characterisation of ergodicity of sub-geometric Markov chains. The constants are determined in terms of those appearing in the assumed drift and one-step minorisation…

We establish sharp upper and lower bounds of Gaussian type for the heat kernel in the metric measure space satisfying $\RCD(0,N)$ ( equivalently, $\RCD^\ast(0,N)$) condition with $N\in \mathbb{N}\setminus\{1\}$ and having maximum volume…

We prove a general quantitative theorem on the asymptotic behavior of stochastic quasi-Fej\'er monotone sequences in a broad metric context. Concretely, our result explicitly constructs a rate of convergence for such process, both in mean…

We establish the optimal convergence rate of the hypersonic similarity for two-dimensional steady potential flows with {\it large data} past over a straight wedge in the $BV\cap L^1$ framework, provided that the total variation of the large…

In this paper, we consider the following symmetric non-local Dirichlet forms of pure jump type on metric measure space $(M,d,\mu)$: $$\mathcal{E}(f,g)=\int_{M\times M} (f(x)-f(y))(g(x)-g(y))\,J(dx,dy),$$ where $J(dx,dy)$ is a symmetric…

We present a new general framework for metrization of Gromov-Hausdorff-type topologies on non-compact metric spaces. We also give easy-to-check conditions for separability and completeness and hence the measure theoretic requirements are…

The goal of this paper is to establish sharp two-sided estimates on the heat kernels of two types of purely discontinuous symmetric Markov processes in the upper half-space of $\mathbb R^d$ with jump kernels degenerate at the boundary. The…

We employ stabilization methods and second order Poincar\'e inequalities to establish rates of multivariate normal convergence for a large class of vectors $(H_s^{(1)},...,H_s^{(m)})$, $s \geq 1$, of statistics of marked Poisson processes…

In the uniformly discrete case of virtual persistence diagram groups $K(X,A)$, we construct a translation-invariant heat semigroup. The kernels are supported on a countable subgroup $H$, and the restriction to $H$ has Fourier exponent…