<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:msup><mml:mi>L</mml:mi> <mml:mn>2</mml:mn> </mml:msup></mml:math> hypocoercivity, deviation bounds, hitting times and Lyapunov functions

نویسندگان

چکیده

We establish that, for a Markov semi-group, $L^2$ hypocoercivity, i.e. contractivity modified norm, implies quantitative deviation bounds additive functionals of the associated process and exponential integrability hitting time sets with positive measure. Moreover, in case diffusion processes under strong hypoellipticity assumption, we prove that hypocoercivity existence Lyapunov function generator.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Hitting Times, Functional Inequalities, Lyapunov Conditions and Uniform Ergodicity

The use of Lyapunov conditions for proving functional inequalities was initiated in [5]. It was shown in [4, 30] that there is an equivalence between a Poincaré inequality, the existence of some Lyapunov function and the exponential integrability of hitting times. In the present paper, we close the scheme of the interplay between Lyapunov conditions and functional inequalities by • showing that...

متن کامل

Asymptotics for Hitting Times

In this paper we characterize possible asymptotics for hitting times in aperiodic ergodic dynamical systems: asymptotics are proved to be the distribution functions of subprobability measures on the line belonging to the functional class (A) F = F is continuous and concave; F (t) ≤ t for t ≥ 0.. Note that all possible asymptotics are absolutely continuous.

متن کامل

Relative Deviation Learning Bounds and Generalization with Unbounded Loss Functions

We present an extensive analysis of relative deviation bounds, including detailed proofs of twosided inequalities and their implications. We also give detailed proofs of two-sided generalization bounds that hold in the general case of unbounded loss functions, under the assumption that a moment of the loss is bounded. These bounds are useful in the analysis of importance weighting and other lea...

متن کامل

Poincaré inequalities and hitting times

Equivalence of the spectral gap, exponential integrability of hitting times and Lyapunov conditions are well known. We give here the correspondance (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 logconcave measures to superlinear potentials. Finally, we study ...

متن کامل

Hitting times for Gaussian processes

We establish a general formula for the Laplace transform of the hitting times of a Gaussian process. Some consequences are derived, and in particular cases like the fractional Brownian motion are discussed. AMS Subject Classification: 60H05, 60H07

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Annales mathématiques Blaise Pascal

سال: 2023

ISSN: ['1259-1734', '2118-7436']

DOI: https://doi.org/10.5802/ambp.414