2,284 research outputs found

    Poincar\'{e} and transportation inequalities for Gibbs measures under the Dobrushin uniqueness condition

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    In in this paper we establish an explicit and sharp estimate of the spectral gap (Poincar\'{e} inequality) and the transportation inequality for Gibbs measures, under the Dobrushin uniqueness condition. Moreover, we give a generalization of the Liggett's M−ϵM-\epsilon theorem for interacting particle systems.Comment: Published at http://dx.doi.org/10.1214/009117906000000368 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

    Uniqueness of a pre-generator for C0C_0-semigroup on a general locally convex vector space

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    The main purpose is to generalize a theorem of Arendt about uniqueness of C0C_0-semigroups from Banach space setting to the general locally convex vector spaces, more precisely, we show that cores are the only domains of uniqueness for C0C_0-semigroups on locally convex spaces. As an application, we find a necessary and sufficient condition for that the mass transport equation has one unique L1(Rd,dx)L^1(\R^d,dx) weak solution

    Bernstein type's concentration inequalities for symmetric Markov processes

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    Using the method of transportation-information inequality introduced in \cite{GLWY}, we establish Bernstein type's concentration inequalities for empirical means 1t∫0tg(Xs)ds\frac 1t \int_0^t g(X_s)ds where gg is a unbounded observable of the symmetric Markov process (Xt)(X_t). Three approaches are proposed : functional inequalities approach ; Lyapunov function method ; and an approach through the Lipschitzian norm of the solution to the Poisson equation. Several applications and examples are studied
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