An Initiation to Logarithmic Sobolev Inequalities

An Initiation to Logarithmic Sobolev Inequalities PDF Author: Gilles Royer
Publisher: American Mathematical Soc.
ISBN: 9780821844014
Category : Mathematics
Languages : en
Pages : 132

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Book Description
This is an introduction to logarithmic Sobolev inequalities with some important applications to mathematical statistical physics. Royer begins by gathering and reviewing the necessary background material on selfadjoint operators, semigroups, Kolmogorov diffusion processes, and solutions of stochastic differential equations.

An Initiation to Logarithmic Sobolev Inequalities

An Initiation to Logarithmic Sobolev Inequalities PDF Author: Gilles Royer
Publisher: American Mathematical Soc.
ISBN: 9780821844014
Category : Mathematics
Languages : en
Pages : 132

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Book Description
This is an introduction to logarithmic Sobolev inequalities with some important applications to mathematical statistical physics. Royer begins by gathering and reviewing the necessary background material on selfadjoint operators, semigroups, Kolmogorov diffusion processes, and solutions of stochastic differential equations.

Seminaire de Probabilites XXXV

Seminaire de Probabilites XXXV PDF Author: J. Azema
Publisher: Springer
ISBN: 3540446710
Category : Mathematics
Languages : en
Pages : 434

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Book Description
Annotation. Researchers and graduate students in the theory of stochastic processes will find in this 35th volume some thirty articles on martingale theory, martingales and finance, analytical inequalities and semigroups, stochastic differential equations, functionals of Brownian motion and of Lévy processes. Ledoux's article contains a self-contained introduction to the use of semigroups in spectral gaps and logarithmic Sobolev inequalities; the contribution by Emery and Schachermayer includes an exposition for probabilists of Vershik's theory of backward discrete filtrations.

Logarithmic Sobolev Inequalities

Logarithmic Sobolev Inequalities PDF Author: Michael Hugo Schneider
Publisher:
ISBN:
Category : Contractions (Topology)
Languages : en
Pages : 46

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Book Description


Aspects of Sobolev-Type Inequalities

Aspects of Sobolev-Type Inequalities PDF Author: L. Saloff-Coste
Publisher: Cambridge University Press
ISBN: 9780521006071
Category : Mathematics
Languages : en
Pages : 204

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Book Description
Focusing on Poincaré, Nash and other Sobolev-type inequalities and their applications to the Laplace and heat diffusion equations on Riemannian manifolds, this text is an advanced graduate book that will also suit researchers.

Analysis and Geometry of Markov Diffusion Operators

Analysis and Geometry of Markov Diffusion Operators PDF Author: Dominique Bakry
Publisher: Springer Science & Business Media
ISBN: 3319002279
Category : Mathematics
Languages : en
Pages : 555

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Book Description
The present volume is an extensive monograph on the analytic and geometric aspects of Markov diffusion operators. It focuses on the geometric curvature properties of the underlying structure in order to study convergence to equilibrium, spectral bounds, functional inequalities such as Poincaré, Sobolev or logarithmic Sobolev inequalities, and various bounds on solutions of evolution equations. At the same time, it covers a large class of evolution and partial differential equations. The book is intended to serve as an introduction to the subject and to be accessible for beginning and advanced scientists and non-specialists. Simultaneously, it covers a wide range of results and techniques from the early developments in the mid-eighties to the latest achievements. As such, students and researchers interested in the modern aspects of Markov diffusion operators and semigroups and their connections to analytic functional inequalities, probabilistic convergence to equilibrium and geometric curvature will find it especially useful. Selected chapters can also be used for advanced courses on the topic.

Inequalities: A Journey into Linear Analysis

Inequalities: A Journey into Linear Analysis PDF Author: D. J. H. Garling
Publisher: Cambridge University Press
ISBN: 1139465147
Category : Mathematics
Languages : en
Pages : 347

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Book Description
This book contains a wealth of inequalities used in linear analysis, and explains in detail how they are used. The book begins with Cauchy's inequality and ends with Grothendieck's inequality, in between one finds the Loomis-Whitney inequality, maximal inequalities, inequalities of Hardy and of Hilbert, hypercontractive and logarithmic Sobolev inequalities, Beckner's inequality, and many, many more. The inequalities are used to obtain properties of function spaces, linear operators between them, and of special classes of operators such as absolutely summing operators. This textbook complements and fills out standard treatments, providing many diverse applications: for example, the Lebesgue decomposition theorem and the Lebesgue density theorem, the Hilbert transform and other singular integral operators, the martingale convergence theorem, eigenvalue distributions, Lidskii's trace formula, Mercer's theorem and Littlewood's 4/3 theorem. It will broaden the knowledge of postgraduate and research students, and should also appeal to their teachers, and all who work in linear analysis.

On Logarithmic Sobolev Inequalities

On Logarithmic Sobolev Inequalities PDF Author: Peter J. Mansfield
Publisher:
ISBN:
Category : Differential inequalities
Languages : en
Pages : 142

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Book Description


Fokker-Planck-Kolmogorov Equations

Fokker-Planck-Kolmogorov Equations PDF Author: Vladimir I. Bogachev
Publisher: American Mathematical Soc.
ISBN: 1470425580
Category : Mathematics
Languages : en
Pages : 495

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Book Description
This book gives an exposition of the principal concepts and results related to second order elliptic and parabolic equations for measures, the main examples of which are Fokker-Planck-Kolmogorov equations for stationary and transition probabilities of diffusion processes. Existence and uniqueness of solutions are studied along with existence and Sobolev regularity of their densities and upper and lower bounds for the latter. The target readership includes mathematicians and physicists whose research is related to diffusion processes as well as elliptic and parabolic equations.

Sobolev Inequalities, Heat Kernels under Ricci Flow, and the Poincare Conjecture

Sobolev Inequalities, Heat Kernels under Ricci Flow, and the Poincare Conjecture PDF Author: Qi S. Zhang
Publisher: CRC Press
ISBN: 1439834601
Category : Mathematics
Languages : en
Pages : 434

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Book Description
Focusing on Sobolev inequalities and their applications to analysis on manifolds and Ricci flow, Sobolev Inequalities, Heat Kernels under Ricci Flow, and the Poincare Conjecture introduces the field of analysis on Riemann manifolds and uses the tools of Sobolev imbedding and heat kernel estimates to study Ricci flows, especially with surgeries. The

An Introduction to Markov Processes

An Introduction to Markov Processes PDF Author: Daniel W. Stroock
Publisher: Springer Science & Business Media
ISBN: 9783540234517
Category : Mathematics
Languages : en
Pages : 196

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Book Description
Provides a more accessible introduction than other books on Markov processes by emphasizing the structure of the subject and avoiding sophisticated measure theory Leads the reader to a rigorous understanding of basic theory