Merging for inhomogeneous finite Markov chains, part II: Nash and log-Sobolev inequalities

We study time-inhomogeneous Markov chains with finite state spaces using Nash and logarithmic-Sobolev inequalities, and the notion of $c$-stability. We develop the basic theory of such functional inequalities in the time-inhomogeneous context and provide illustrating examples.Comment: Published in at http://dx.doi.org/10.1214/10-AOP572 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Time inhomogeneous Markov chains with wave-like behavior

Starting from a given Markov kernel on a finite set $V$ and a bijection $g$ of $V$, we construct and study a time inhomogeneous Markov chain whose kernel at time $n$ is obtained from $K$ by transport of $g^{n-1}$. We show that this construction leads to interesting examples, and we obtain quantitative results for some of these examples.Comment: Published in at http://dx.doi.org/10.1214/09-AAP661 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Connected Lie groups and property RD

For a locally compact group, property RD gives a control on the convolution norm of any compactly supported measure in terms of the $L^2$-norm of its density and the diameter of its support. We give a complete classification of those Lie groups with property RD.Comment: 29 page

On the divine clockwork: the spectral gap for the correspondence limit of the Nelson diffusion generator for the atomic elliptic state

The correspondence limit of the atomic elliptic state in three dimensions is discussed in terms of Nelson's stochastic mechanics. In previous work we have shown that this approach leads to a limiting Nelson diffusion and here we discuss in detail the invariant measure for this process and show that it is concentrated on the Kepler ellipse in the plane z=0. We then show that the limiting Nelson diffusion generator has a spectral gap; thereby proving that in the infinite time limit the density for the limiting Nelson diffusion will converge to its invariant measure. We also include a summary of the Cheeger and Poincare inequalities both of which are used in our proof of the existence of the spectral gap.Comment: 30 pages, 5 figures, submitted to J. Math. Phy

Local regularity for parabolic nonlocal operators

Weak solutions to parabolic integro-differential operators of order $\alpha \in (\alpha_0, 2)$ are studied. Local a priori estimates of H\"older norms and a weak Harnack inequality are proved. These results are robust with respect to $\alpha \nearrow 2$. In this sense, the presentation is an extension of Moser's result in 1971.Comment: 31 pages, 3 figure

Spatial Mixing and Non-local Markov chains

We consider spin systems with nearest-neighbor interactions on an $n$-vertex $d$-dimensional cube of the integer lattice graph $\mathbb{Z}^d$. We study the effects that exponential decay with distance of spin correlations, specifically the strong spatial mixing condition (SSM), has on the rate of convergence to equilibrium distribution of non-local Markov chains. We prove that SSM implies $O(\log n)$ mixing of a block dynamics whose steps can be implemented efficiently. We then develop a methodology, consisting of several new comparison inequalities concerning various block dynamics, that allow us to extend this result to other non-local dynamics. As a first application of our method we prove that, if SSM holds, then the relaxation time (i.e., the inverse spectral gap) of general block dynamics is $O(r)$, where $r$ is the number of blocks. A second application of our technology concerns the Swendsen-Wang dynamics for the ferromagnetic Ising and Potts models. We show that SSM implies an $O(1)$ bound for the relaxation time. As a by-product of this implication we observe that the relaxation time of the Swendsen-Wang dynamics in square boxes of $\mathbb{Z}^2$ is $O(1)$ throughout the subcritical regime of the $q$-state Potts model, for all $q \ge 2$. We also prove that for monotone spin systems SSM implies that the mixing time of systematic scan dynamics is $O(\log n (\log \log n)^2)$. Systematic scan dynamics are widely employed in practice but have proved hard to analyze. Our proofs use a variety of techniques for the analysis of Markov chains including coupling, functional analysis and linear algebra

Heat Kernel Bounds for the Laplacian on Metric Graphs of Polygonal Tilings

We obtain an upper heat kernel bound for the Laplacian on metric graphs arising as one skeletons of certain polygonal tilings of the plane, which reflects the one dimensional as well as the two dimensional nature of these graphs.Comment: 8 page