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Functional inequalities and uniqueness of the Gibbs measure — from log-Sobolev to Poincaré

Pierre-André Zitt (2008)

ESAIM: Probability and Statistics

In a statistical mechanics model with unbounded spins, we prove uniqueness of the Gibbs measure under various assumptions on finite volume functional inequalities. We follow Royer's approach (Royer, 1999) and obtain uniqueness by showing convergence properties of a Glauber-Langevin dynamics. The result was known when the measures on the box [-n,n]d (with free boundary conditions) satisfied the same logarithmic Sobolev inequality. We generalize this in two directions: either the constants may be...

Functional inequalities for discrete gradients and application to the geometric distribution

Aldéric Joulin, Nicolas Privault (2010)

ESAIM: Probability and Statistics

We present several functional inequalities for finite difference gradients, such as a Cheeger inequality, Poincaré and (modified) logarithmic Sobolev inequalities, associated deviation estimates, and an exponential integrability property. In the particular case of the geometric distribution on we use an integration by parts formula to compute the optimal isoperimetric and Poincaré constants, and to obtain an improvement of our general logarithmic Sobolev inequality. By a...

Functional inequalities for discrete gradients and application to the geometric distribution

Aldéric Joulin, Nicolas Privault (2004)

ESAIM: Probability and Statistics

We present several functional inequalities for finite difference gradients, such as a Cheeger inequality, Poincaré and (modified) logarithmic Sobolev inequalities, associated deviation estimates, and an exponential integrability property. In the particular case of the geometric distribution on we use an integration by parts formula to compute the optimal isoperimetric and Poincaré constants, and to obtain an improvement of our general logarithmic Sobolev inequality. By a limiting procedure we...

General approximation method for the distribution of Markov processes conditioned not to be killed

Denis Villemonais (2014)

ESAIM: Probability and Statistics

We consider a strong Markov process with killing and prove an approximation method for the distribution of the process conditioned not to be killed when it is observed. The method is based on a Fleming−Viot type particle system with rebirths, whose particles evolve as independent copies of the original strong Markov process and jump onto each others instead of being killed. Our only assumption is that the number of rebirths of the Fleming−Viot type system doesn’t explode in finite time almost surely...

Generalization of the Modified Bessel Function and Its Generating Function

Griffiths, J., Leonenko, G., Williams, J. (2005)

Fractional Calculus and Applied Analysis

2000 Mathematics Subject Classification: 33C10, 33-02, 60K25This paper presents new generalizations of the modified Bessel function and its generating function. This function has important application in the transient solution of a queueing system.

Geometry of Lipschitz percolation

G. R. Grimmett, A. E. Holroyd (2012)

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

We prove several facts concerning Lipschitz percolation, including the following. The critical probability pL for the existence of an open Lipschitz surface in site percolation on ℤd with d ≥ 2 satisfies the improved bound pL ≤ 1 − 1/[8(d − 1)]. Whenever p > pL, the height of the lowest Lipschitz surface above the origin has an exponentially decaying tail. For p sufficiently close to 1, the connected regions of ℤd−1 above which the surface has height 2 or more exhibit stretched-exponential...

Giant component and vacant set for random walk on a discrete torus

Itai Benjamini, Alain-Sol Sznitman (2008)

Journal of the European Mathematical Society

We consider random walk on a discrete torus E of side-length N , in sufficiently high dimension d . We investigate the percolative properties of the vacant set corresponding to the collection of sites which have not been visited by the walk up to time u N d . We show that when u is chosen small, as N tends to infinity, there is with overwhelming probability a unique connected component in the vacant set which contains segments of length const log N . Moreover, this connected component occupies a non-degenerate...

Gibbs–non-Gibbs properties for evolving Ising models on trees

Aernout C. D. van Enter, Victor N. Ermolaev, Giulio Iacobelli, Christof Külske (2012)

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

In this paper we study homogeneous Gibbs measures on a Cayley tree, subjected to an infinite-temperature Glauber evolution, and consider their (non-)Gibbsian properties. We show that the intermediate Gibbs state (which in zero field is the free-boundary-condition Gibbs state) behaves differently from the plus and the minus state. E.g. at large times, all configurations are bad for the intermediate state, whereas the plus configuration never is bad for the plus state. Moreover, we show that for each...

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