相关论文: Log-Harnack Inequalities for Markov Semigroups Gen…

The paper deals with homogenization problem for a non-local linear operator with a kernel of convolution type in a medium with a periodic structure. We consider the natural diffusive scaling of this operator and study the limit behaviour of…

We study semigroups of convex monotone operators on spaces of continuous functions and their behaviour with respect to $\Gamma$-convergence. In contrast to the linear theory, the domain of the generator is, in general, not invariant under…

We prove a Harnack inequality for a class of two-weight degenerate elliptic operators. The metric distance is induced by continuous Grushin-type vector fields. It is not know whether there exist cutoffs fitting the metric balls. This…

We investigate the use of a certain class of functional inequalities known as weak Poincar\'e inequalities to bound convergence of Markov chains to equilibrium. We show that this enables the straightforward and transparent derivation of…

Assuming a weighted Nash type inequality for the generator $-A$ of a Markov semigroup, we prove a weighted Nash type inequality for its fractional power and deduce non-uniform bounds on the transition kernel corresponding to the Markov…

Matrix concentration inequalities provide information about the probability that a random matrix is close to its expectation with respect to the $l_2$ operator norm. This paper uses semigroup methods to derive sharp nonlinear matrix…

Due to technical reasons, existing results concerning Harnack type inequalities for SPDEs with multiplicative noise apply only to the case where the coefficient in the noise term is an Hilbert-Schmidt perturbation of a fixed bounded…

In this paper, the authors investigate non-homogeneous Hamiltonian operators composed of a first-order Dubrovin-Novikov operator and an ultralocal one. The study of such operators turns out to be fundamental for the inverted system of…

By the method of coupling and Girsanov transformation, Harnack inequalities [F.-Y. Wang, 1997] and strong Feller property are proved for the transition semigroup associated with the multivalued stochastic evolution equation on a Gelfand…

We consider the problem of symmetrising a neural network along a group homomorphism: given a homomorphism $\varphi : H \to G$, we would like a procedure that converts $H$-equivariant neural networks to $G$-equivariant ones. We formulate…

In this paper, we systematically study generalized Markov numbers arising from semigroups of reduced integer matrices. This construction allows us to find these numbers by counting perfect matchings of a new family of bipartite graphs,…

We introduce a class of Markov chains, that contains the model of stochastic approximation by averaging and non-averaging. Using martingale approximation method, we establish various deviation inequalities for separately Lipschitz functions…

We show that interpolation results in the $S$-nodes theory may be considered as Khrushchev-type formulas. If separation of the well-known Verblunsky (Schur) coefficients occurs in Khrushchev formulas, the separation of the so the called new…

It is proved that a general non-differentiable skew convolution semigroup associated with a strongly continuous semigroup of linear operators on a real separable Hilbert space can be extended to a differentiable one on the entrance space of…

Applying non-ergodic quadratic stochastic operator the continual family of weak ergodic non-homogeneous Markov chains is constructed.

For a sequence of uniformly bounded, degenerate semigroups on a Hilbert space, we compare various types of convergences to a limit semigroup. Among others, we show that convergence of the semigroups, or of the resolvents of the generators,…

In this work, we establish a mixed local--nonlocal Sobolev-type inequality in the Heisenberg group and demonstrate that its extremals coincide with solutions to the corresponding mixed local--nonlocal singular $p$-Laplace equations. We…

We derive the Strong Harnack inequality for a class of hypoelliptic integro-differential equations in divergence form. The proof is based on a priori estimates, and as such extends the first non-stochastic approach of the non-local…

In this paper we study a family of nonlinear (conditional) expectations that can be understood as a semimartingale with uncertain local characteristics. Here, the differential characteristics are prescribed by a time and path-dependent…

We give Hoeffding and Bernstein-type concentration inequalities for the largest eigenvalue of sums of random matrices arising from a Markov chain. We consider time-dependent matrix-valued functions on a general state space, generalizing…