相关论文: Entropy and curvature: beyond the Peres-Tetali con…

We establish metastability in the sense of Lebowitz and Penrose under practical and simple hypothesis for (families of) Markov chains on finite configuration space in some asymptotic regime, including the case of configuration space size…

This article establishes the cutoff phenomenon in the Wasserstein distance for systems of nonlinear ordinary differential equations with a unique coercive stable fixed point subject to general additive Markovian noise in the limit of small…

Markov chain Monte Carlo (MCMC) provides asymptotically consistent estimates of intractable posterior expectations as the number of iterations tends to infinity. However, in large data applications, MCMC can be computationally expensive per…

Consider a Markov chain $\{X_n\}_{n\ge 0}$ with an ergodic probability measure $\pi$. Let $\Psi$ a function on the state space of the chain, with $\alpha$-tails with respect to $\pi$, $\alpha\in (0,2)$. We find sufficient conditions on the…

In this paper, we prove the convergence and uniqueness of a general discrete-time nonlinear Markov chain with specific conditions. The results have important applications in discrete differential geometry. First, we prove the discrete-time…

We recover the Donsker-Varadhan large deviations principle (LDP) for the empirical measure of a continuous time Markov chain on a countable (finite or infinite) state space from the joint LDP for the empirical measure and the empirical flow…

In this paper, we present new Poisson-type deviation inequalities for continuous-time Markov chains whose Wasserstein curvature or $\Gamma$-curvature is bounded below. Although these two curvatures are equivalent for Brownian motion on…

It was shown by the authors that two one-dimensional probability measures in the convex order admit a martingale coupling with respect to which the integral of $\vert x-y\vert$ is smaller than twice their $\mathcal W_1$-distance…

We present a general method to derive the metastable behavior of weakly mixing Markov chains. This approach is based on properties of the resolvent equations and can be applied to metastable dynamics which do not satisfy the mixing…

We revisit textbook claims that entropy must increase and show that, under time-reversal invariant microscopic dynamics, no universal trajectory-wise or statistical assertion that the coarse-grained entropy $S(t)$ is non-decreasing can…

Let $X:=(X_t)_{t\geq 0}$ be an ergodic Markov process on $\real^d$, and $p>0$. We derive upper bounds of the $p$-Wasserstein distance between the invariant measure and the empirical measures of the Markov process $X$. For this we assume,…

We introduce a theoretical framework for sampling from unnormalized densities based on a smoothing scheme that uses an isotropic Gaussian kernel with a single fixed noise scale. We prove one can decompose sampling from a density (minimal…

There are many Markov chains on infinite dimensional spaces whose one-step transition kernels are mutually singular when starting from different initial conditions. We give results which prove unique ergodicity under minimal assumptions on…

Sliced Wasserstein distances preserve properties of classic Wasserstein distances while being more scalable for computation and estimation in high dimensions. The goal of this work is to quantify this scalability from three key aspects: (i)…

Consider the scaling invariant, sharp log entropy (functional) introduced by Weissler \cite{W:1} on noncompact manifolds with nonnegative Ricci curvature. It can also be regarded as a sharpened version of Perelman's W entropy \cite{P:1} in…

We prove that the energy gap of the model proposed by Zhang, Ahmadain, and Klich [1] is exponentially small in the square of the system size. In [2] a class of exactly solvable quantum spin chain models was proposed that have integer spins…

The strip entropy is studied in this article. We prove that the strip entropy approximation is valid for every ray of a golden-mean tree. This result extends the previous result of [Petersen-Salama, Discrete \& Continuous Dynamical Systems,…

We consider elliptic diffusion processes on $\mathbb R^d$. Assuming that the drift contracts distances outside a compact set, we prove that, at a sufficiently high temperature, the Markov semi-group associated to the process is a…

The works by Lev Petrovich Pitaevskii are reference points for choosing an interesting research topic. An example is the article [Phys. Usp. Vol.54, pp.625-632, 2011] https://doi.org/10.3367/UFNe.0181.201106d.0647 which promotes rigorous…

The efficiency of a Markov sampler based on the underdamped Langevin diffusion is studied for high dimensional targets with convex and smooth potentials. We consider a classical second-order integrator which requires only one gradient…