相关论文: Explicit contraction rates for a class of degenera…

We present two classes of exact solutions to a geometric model which describes the kinetics of fragmentation of $d$-dimensional hypercuboid-shaped objects. The first class of exact solutions is described by a fragmentation rate…

We derive sufficient conditions for strict dissipativity for optimal control of linear evolution equations on Hilbert spaces with a cost functional including linear and quadratic terms. We show that strict dissipativity with a particular…

Large deviation for Markov processes can be studied by Hamilton--Jacobi equation techniques. The method of proof involves three steps: First, we apply a nonlinear transform to generators of the Markov processes, and verify that limit of the…

By using the spectrum of the underlying symmetric diffusion operator, the convergence in $L^p$-Wasserstein distance $\mathbb W_p (p\ge 1)$ is characterized for the empirical measure $\mu_t$ of non-symmetric subordinated diffusion processes…

Consider a one dimensional critical branching L\'{e}vy process $((Z_t)_{t\geq 0}, \mathbb {P}_x)$. Assume that the offspring distribution either has finite second moment or belongs to the domain of attraction to some $\alpha$-stable…

We consider an elliptic Kolmogorov equation $\lambda u - Ku = f$ in a separable Hilbert space $H$. The Kolmogorov operator $K$ is associated to an infinite dimensional convex gradient system: $dX = (AX - DU(X))dt + dW (t)$, where $A $ is a…

Contraction theory for dynamical systems on Euclidean spaces is well-established. For contractive (resp. semi-contractive) systems, the distance (resp. semi-distance) between any two trajectories decreases exponentially fast. For partially…

We give a characterization of the contraction ratio of bounded linear maps in Banach space with respect to Hopf's oscillation seminorm, which is the infinitesimal distance associated to Hilbert's projective metric, in terms of the extreme…

The convergence rate in Wasserstein distance is estimated for empirical measures of ergodic Markov processes, and the estimate can be sharp in some specific situations. The main result is applied to subordinations of typical models excluded…

For a class of (non-symmetric) diffusion processes on a length space, which in particular include the (reflecting) diffusion processes on a connected compact Riemannian manifold, the exact convergence rate is derived for $({\mathbb E}…

A confluence of numerical and theoretical results leads us to conjecture that the Hilbert-Schmidt separability probabilities of the 15- and 9-dimensional convex sets of complex and real two-qubit states (representable by 4 x 4 density…

By adopting the coupling by reflection and choosing an auxiliary function which is convex near infinity, we establish the exponential convergence of diffusion semigroups $(P_t)_{t\ge0}$ with respect to the standard $L^p$-Wasserstein…

The spectra of the second quantization and the symmetric second quantization of a strict Hilbert space contraction are computed explicitly and shown to coincide. As an application, we compute the spectrum of the nonsymmetric…

Let $Z$ be a $H$-valued Ornstein--Uhlenbeck process, $b\colon[0,1]\times H \rightarrow H$ and $h\colon[0,1] \rightarrow H$ be a bounded, Borel measurable functions with $\|b\|_\infty \leq 1$ then $\mathbb E \exp \alpha \left|…

In this note, we propose a discrete model to study one-dimensional transport equations with non-local drift and supercritical dissipation. The inspiration for our model is the equation $$ \theta_t + (H\theta) \theta_x +(-\Delta)^\alpha…

In Bayesian statistics, posterior contraction rates (PCRs) quantify the speed at which the posterior distribution concentrates on arbitrarily small neighborhoods of a true model, in a suitable way, as the sample size goes to infinity. In…

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 introduce and analyse infinite dimensional Wishart processes taking values in the cone $S^+_1(H)$ of positive self-adjoint trace class operators on a separable real Hilbert space $H$. Our main result gives necessary and sufficient…

Given a complex, separable Hilbert space $\mathcal{H}$, we characterize those operators for which $\| P T (I-P) \| = \| (I-P) T P \|$ for all orthogonal projections $P$ on $\mathcal{H}$. When $\mathcal{H}$ is finite-dimensional, we also…

The problem of determining a periodic Lipschitz vector field $b=(b_1, \dots, b_d)$ from an observed trajectory of the solution $(X_t: 0 \le t \le T)$ of the multi-dimensional stochastic differential equation \begin{equation*} dX_t =…