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Displaying 261 – 280 of 1378

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A local limit theorem with speed of convergence for euclidean algorithms and diophantine costs

Viviane Baladi, Aïcha Hachemi (2008)

Annales de l'I.H.P. Probabilités et statistiques

For large N, we consider the ordinary continued fraction of x=p/q with 1≤p≤q≤N, or, equivalently, Euclid’s gcd algorithm for two integers 1≤p≤q≤N, putting the uniform distribution on the set of p and qs. We study the distribution of the total cost of execution of the algorithm for an additive cost function c on the set ℤ+* of possible digits, asymptotically for N→∞. If c is nonlattice and satisfies mild growth conditions, the local limit theorem was proved previously by the second named author....

A logarithmic Sobolev form of the Li-Yau parabolic inequality.

Dominique Bakry, Michel Ledoux (2006)

Revista Matemática Iberoamericana

We present a finite dimensional version of the logarithmic Sobolev inequality for heat kernel measures of non-negatively curved diffusion operators that contains and improves upon the Li-Yau parabolic inequality. This new inequality is of interest already in Euclidean space for the standard Gaussian measure. The result may also be seen as an extended version of the semigroup commutation properties under curvature conditions. It may be applied to reach optimal Euclidean logarithmic Sobolev inequalities...

A log-Sobolev type inequality for free entropy of two projections

Fumio Hiai, Yoshimichi Ueda (2009)

Annales de l'I.H.P. Probabilités et statistiques

We prove a kind of logarithmic Sobolev inequality claiming that the mutual free Fisher information dominates the microstate free entropy adapted to projections in the case of two projections.

A lower bound for the principal eigenvalue of the Stokes operator in a random domain

V. V. Yurinsky (2008)

Annales de l'I.H.P. Probabilités et statistiques

This article is dedicated to localization of the principal eigenvalue (PE) of the Stokes operator acting on solenoidal vector fields that vanish outside a large random domain modeling the pore space in a cubic block of porous material with disordered micro-structure. Its main result is an asymptotically deterministic lower bound for the PE of the sum of a low compressibility approximation to the Stokes operator and a small scaled random potential term, which is applied to produce a similar bound...

A Lower Bound on the Growth Exponent for Loop-Erased Random Walk in Two Dimensions

Gregory F. Lawler (2010)

ESAIM: Probability and Statistics

The growth exponent α for loop-erased or Laplacian random walk on the integer lattice is defined by saying that the expected time to reach the sphere of radius n is of order nα. We prove that in two dimensions, the growth exponent is strictly greater than one. The proof uses a known estimate on the third moment of the escape probability and an improvement on the discrete Beurling projection theorem.

A Malliavin calculus method to study densities of additive functionals of SDE’s with irregular drifts

Arturo Kohatsu-Higa, Akihiro Tanaka (2012)

Annales de l'I.H.P. Probabilités et statistiques

We present a general method which allows to use Malliavin Calculus for additive functionals of stochastic equations with irregular drift. This method uses the Girsanov theorem combined with Itô–Taylor expansion in order to obtain regularity properties for this density. We apply the methodology to the case of the Lebesgue integral of a diffusion with bounded and measurable drift.

Currently displaying 261 – 280 of 1378