Related papers: Concentration inequalities on product spaces with …
We present a coherent approach to the competition between thermodynamic states in spatially inhomogeneous systems, such as the Edwards-Anderson spin glass with a fixed coupling realization. This approach explains and relates chaotic size…
Poincar\'{e}-Sobolev-type inequalities involving rearrangement-invariant norms on the entire $\mathbb{R}^n$ are provided. Namely, inequalities of the type $\|u-P\|_{Y(\mathbb{R}^n)}\leq C\|\nabla^m u\|_{X(\mathbb{R}^n)}$, where $X$ and $Y$…
There are some positively divisible non-Markovian processes whose transition matrices satisfy the Chapman-Kolmogorov equation. These processes should also satisfy the Kolmogorov consistency conditions, an essential requirement for a process…
We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…
We derive sufficient conditions for the convex and monotonic g-stochastic ordering of diffusion processes under nonlinear g-expectations and g-evaluations. Our approach relies on comparison results for forward-backward stochastic…
We study a fairly general class of time-homogeneous stochastic evolutions driven by noises that are not white in time. As a consequence, the resulting processes do not have the Markov property. In this setting, we obtain constructive…
The Boltzmann equation for $d$-dimensional inelastic Maxwell models is considered to analyze transport properties for monodisperse gas-solid suspensions. The influence of the interstitial gas phase on the dynamics of solid particles is…
This paper studies a space-inhomogeneous Boltzmann-Nordheim equation with pseudo-Maxwellian forces. Strong solutions are obtained for the Cauchy problem in a setting with large bounded L1 initial data. The main results are existence,…
In this paper we are concerned with distribution dependent backward stochastic differential equations (DDBSDEs) driven by Gaussian processes. We first show the existence and uniqueness of solutions to this type of equations. This is done by…
In this work we derive multi-level concentration inequalities for polynomial functions in independent random variables with a $\alpha$-sub-exponential tail decay. A particularly interesting case is given by quadratic forms $f(X_1, \ldots,…
We study the slice-matching scheme, an efficient iterative method for distribution matching based on sliced optimal transport. We investigate convergence to the target distribution and derive quantitative non-asymptotic rates. To this end,…
In this work, we take a step towards understanding overdamped Langevin dynamics for the minimization of a general class of objective functions $\mathcal{L}$. We establish well-posedness and regularity of the law $\rho_t$ of the process…
Given two probability measures on sequential data, we investigate the transport problem with time-inconsistent preferences in a discrete-time setting. Motivating examples are nonlinear objectives, state-dependent costs, and regularized…
Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…
In this article we derive Talagrand's $T_2$ inequality on the path space w.r.t. the maximum norm for various stochastic processes, including solutions of one-dimensional stochastic differential equations with measurable drifts, backward…
We prove a concentration inequality which asserts that, under some mild regularity conditions, every random variable defined on the product of sufficiently many probability spaces exhibits pseudorandom behavior.
We establish subgeometric bounds on convergence rate of general Markov processes in the Wasserstein metric. In the discrete time setting we prove that the Lyapunov drift condition and the existence of a "good" $d$-small set imply…
In this paper, we establish novel concentration inequalities for additive functionals of geometrically ergodic Markov chains similar to Rosenthal inequalities for sums of independent random variables. We pay special attention to the…
In this work, we investigate the existence and properties of Gaussian-like densities for weak solutions of multidimensional stochastic differential equations driven by a mixture of completely correlated fractional Brownian motions. We…
In the present article we introduce a variant of Smoluchowski's coagulation equation with both position and velocity variables taking a kinetic viewpoint arising as the scaling limit of a system of second-order (microscopic) coagulating…