Threshold phenomena on product spaces: BKKKL revisited (once more).
Toward the best constant factor for the Rademacher-Gaussian tail comparison
It is proved that the best constant factor in the Rademacher-Gaussian tail comparison is between two explicitly defined absolute constants c1 and c2 such that c2≈1.01 c1. A discussion of relative merits of this result versus limit theorems is given.
Transportation approach to some concentration inequalities in product spaces.
Transportation inequalities for stochastic differential equations of pure jumps
For stochastic differential equations of pure jumps, though the Poincaré inequality does not hold in general, we show that W1H transportation inequalities hold for its invariant probability measure and for its process-level law on right continuous paths space in the L1-metric or in uniform metrics, under the dissipative condition. Several applications to concentration inequalities are given.
Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation
We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of interacting and diffusive matter in the space of positions and velocities. We use a probabilistic interpretation to obtain convergence towards equilibrium in Wasserstein distance with an explicit exponential rate. We also prove a propagation of chaos property for an associated particle system, and give rates on the approximation of the solution by the particle system. Finally, a transportation inequality...
Trends to equilibrium in total variation distance
This paper presents different approaches, based on functional inequalities, to study the speed of convergence in total variation distance of ergodic diffusion processes with initial law satisfying a given integrability condition. To this end, we give a general upper bound “à la Pinsker” enabling us to study our problem firstly via usual functional inequalities (Poincaré inequality, weak Poincaré,…) and truncation procedure, and secondly through the introduction of new functional inequalities ....
Two Proofs Of The Kantorovich Inequality And Some Generalizations.
Un théorème ergodique polynômial ponctuel pour les endomorphismes exacts et les K-systèmes
Uncertainty orders on the sublinear expectation space
In this paper, we introduce some definitions of uncertainty orders for random vectors in a sublinear expectation space. We all know that, under some continuity conditions, each sublinear expectation 𝔼 has a robust representation as the supremum of a family of probability measures. We describe uncertainty orders from two different viewpoints. One is from sublinear operator viewpoint. After giving definitions such as monotonic orders, convex orders and increasing convex orders, we use these uncertainty...
Unconditional basic sequences of random variables in Lp(E).
Une condition asymptotique pour le calcul de constantes de Sobolev logarithmiques sur la droite
On présente une formule explicite pour la constante de Sobolev logarithmique correspondant à des diffusions réelles ou à des processus entiers de vie et de mort, sous l’hypothèse que certaines quantités, naturellement associées à des inégalités de Hardy dans ce contexte, approchent leur supremum au bord de leur domaine de définition. La preuve se ramène au cas de la constante de Poincaré, à l’aide de comparaisons exactes entre entropie et variances appropriées.
Une définition faible de BMO
Une démonstration de l'inégalité de Borell
Une inégalité de Bennett pour les maxima de processus empiriques
Une introduction élémentaire à l'analyse mathématique des inégalités
Le concept d'inégalité (dans une distribution de ressources, de revenus, etc.) est l'un des plus présents dans les esprits, les écrits, les paroles de nos contemporains. Il est pourtant moins facile à appréhender que d'autres catégories psycho-linguistiques telles que la classification ou l'ordre. On présente ici une introduction élémentaire et qui n'a d'autre ambition que pédagogique, aux mathématiques de l'inégalité ; celles-ci pourraient suggérer des thèmes de recherche à la psychologie génétique....
Uniform exponential bound for the normalized empirical process
Uniformly accurate quantile bounds via the truncated moment generating function: the symmetric case.
Upper bounds for Stein-type operators.
VaR bounds for joint portfolios with dependence constraints
Based on a novel extension of classical Hoeffding-Fréchet bounds, we provide an upper VaR bound for joint risk portfolios with fixed marginal distributions and positive dependence information. The positive dependence information can be assumed to hold in the tails, in some central part, or on a general subset of the domain of the distribution function of a risk portfolio. The newly provided VaR bound can be interpreted as a comonotonic VaR computed at a distorted confidence level and its quality...
Variance upper bounds and a probability inequality for discrete α-unimodality
Variance upper bounds for discrete α-unimodal distributions defined on a finite support are established. These bounds depend on the support and the unimodality index α. They increase as the unimodality index α increases. More information about the underlying distributions yields tighter upper bounds for the variance. A parameter-free Bernstein-type upper bound is derived for the probability that the sum S of n independent and identically distributed discrete α-unimodal random variables exceeds its...