Počet pravděpodobnosti v geometrii
Poincaré and log-Sobolev inequality for stationary Gaussian processes and moving average processes
For stationary Gaussian processes, we obtain the necessary and sufficient conditions for Poincaré inequality and log-Sobolev inequality of process-level and provide the sharp constants. The extension to moving average processes is also presented, as well as several concrete examples.
Poincaré inequalities and dimension free concentration of measure
In this paper, we consider Poincaré inequalities for non-euclidean metrics on ℝd. These inequalities enable us to derive precise dimension free concentration inequalities for product measures. This technique is appropriate for a large scope of concentration rate: between exponential and gaussian and beyond. We give equivalent functional forms of these Poincaré type inequalities in terms of transportation-cost inequalities and inf-convolution inequalities. Workable sufficient conditions are given...
Poincaré inequalities and hitting times
Equivalence of the spectral gap, exponential integrability of hitting times and Lyapunov conditions is well known. We give here the correspondence (with quantitative results) for reversible diffusion processes. As a consequence, we generalize results of Bobkov in the one dimensional case on the value of the Poincaré constant for log-concave measures to superlinear potentials. Finally, we study various functional inequalities under different hitting times integrability conditions (polynomial,…)....
Poincaré Inequalities and Moment Maps
We discuss a method for obtaining Poincaré-type inequalities on arbitrary convex bodies in . Our technique involves a dual version of Bochner’s formula and a certain moment map, and it also applies to some non-convex sets. In particular, we generalize the central limit theorem for convex bodies to a class of non-convex domains, including the unit balls of -spaces in for .
Poincaré inequality for some measures in Hilbert spaces and application to spectral gap for transition semigroups
Point le plus visité par un mouvement brownien avec dérive
Point ordering with natural distance based on Brownian motion.
Point processes of minimal order statistics
Point shift characterization of Palm measures on abelian groups.
Points, lignes et systèmes d'arrêt flous et problème d'arrêt optimal
Points of positive density for smooth functionals.
Points polaires d'une diffusion
Pointwise convergence of Boltzmann solutions for grazing collisions in a Maxwell gas via a probabilitistic interpretation
Using probabilistic tools, this work states a pointwise convergence of function solutions of the 2-dimensional Boltzmann equation to the function solution of the Landau equation for Maxwellian molecules when the collisions become grazing. To this aim, we use the results of Fournier (2000) on the Malliavin calculus for the Boltzmann equation. Moreover, using the particle system introduced by Guérin and Méléard (2003), some simulations of the solution of the Landau equation will be given. This result...
Pointwise convergence of Boltzmann solutions for grazing collisions in a Maxwell gas via a probabilitistic interpretation
Using probabilistic tools, this work states a pointwise convergence of function solutions of the 2-dimensional Boltzmann equation to the function solution of the Landau equation for Maxwellian molecules when the collisions become grazing. To this aim, we use the results of Fournier (2000) on the Malliavin calculus for the Boltzmann equation. Moreover, using the particle system introduced by Guérin and Méléard (2003), some simulations of the solution of the Landau equation will be given. This result...
Pointwise Convergence Theorems in L2 over a von Neumann Algebra.
Pointwise ergodic theorems for arithmetic sets
Pointwise ergodic theorems with rate and application to the CLT for Markov chains
Let T be Dunford–Schwartz operator on a probability space (Ω, μ). For f∈Lp(μ), p>1, we obtain growth conditions on ‖∑k=1nTkf‖p which imply that (1/n1/p)∑k=1nTkf→0 μ-a.e. In the particular case that p=2 and T is the isometry induced by a probability preserving transformation we get better results than in the general case; these are used to obtain a quenched central limit theorem for additive functionals of stationary ergodic Markov chains, which improves those of Derriennic–Lin and Wu–Woodroofe....
Pointwise estimates for densities of stable semigroups of measures
Let be a symmetric α-stable semigroup of probability measures on a homogeneous group N, where 0 < α < 2. Assume that are absolutely continuous with respect to Haar measure and denote by the corresponding densities. We show that the estimate , x≠0, holds true with some integrable function Ω on the unit sphere Σ if and only if the density of the Lévy measure of the semigroup belongs locally to the Zygmund class LlogL(N╲e). The problem turns out to be related to the properties of the maximal...
Pointwise limit theorem for a class of unbounded operators in -spaces
We distinguish a class of unbounded operators in , r ≥ 1, related to the self-adjoint operators in ². For these operators we prove a kind of individual ergodic theorem, replacing the classical Cesàro averages by Borel summability. The result is equivalent to a version of Gaposhkin’s criterion for the a.e. convergence of operators. In the proof, the theory of martingales and interpolation in -spaces are applied.