ترغب بنشر مسار تعليمي؟ اضغط هنا

Scalar Poincare Implies Matrix Poincare

38   0   0.0 ( 0 )
 نشر من قبل Nikhil Srivastava
 تاريخ النشر 2020
  مجال البحث
والبحث باللغة English




اسأل ChatGPT حول البحث

We prove that every reversible Markov semigroup which satisfies a Poincare inequality satisfies a matrix-valued Poincare inequality for Hermitian $dtimes d$ matrix valued functions, with the same Poincare constant. This generalizes recent results [Aoun et al. 2019, Kathuria 2019] establishing such inequalities for specific semigroups and consequently yields new matrix concentration inequalities. The short proof follows from the spectral theory of Markov semigroup generators.

قيم البحث

اقرأ أيضاً

We address the question whether there is a three-dimensional bounded domain such that the Neumann--Poincare operator defined on its boundary has infinitely many negative eigenvalues. It is proved in this paper that tori have such a property. It is do ne by decomposing the Neumann--Poincare operator on tori into infinitely many self-adjoint compact operators on a Hilbert space defined on the circle using the toroidal coordinate system and the Fourier basis, and then by proving that the numerical range of infinitely many operators in the decomposition has both positive and negative values.
Consider a parabolic stochastic PDE of the form $partial_t u=frac{1}{2}Delta u + sigma(u)eta$, where $u=u(t,,x)$ for $tge0$ and $xinmathbb{R}^d$, $sigma:mathbb{R}rightarrowmathbb{R}$ is Lipschitz continuous and non random, and $eta$ is a centered Gau ssian noise that is white in time and colored in space, with a possibly-signed homogeneous spatial correlation $f$. If, in addition, $u(0)equiv1$, then we prove that, under a mild decay condition on $f$, the process $xmapsto u(t,,x)$ is stationary and ergodic at all times $t>0$. It has been argued that, when coupled with moment estimates, spatial ergodicity of $u$ teaches us about the intermittent nature of the solution to such SPDEs cite{BertiniCancrini1995,KhCBMS}. Our results provide rigorous justification of such discussions. Our methods hinge on novel facts from harmonic analysis and functions of positive type, as well as from Malliavin calculus and Poincare inequalities. We further showcase the utility of these Poincare inequalities by: (a) describing conditions that ensure that the random field $u(t)$ is mixing for every $t>0$; and by (b) giving a quick proof of a conjecture of Conus et al cite{CJK12} about the size of the intermittency islands of $u$. The ergodicity and the mixing results of this paper are sharp, as they include the classical theory of Maruyama cite{Maruyama} (see also Dym and McKean cite{DymMcKean}) in the simple setting where the nonlinear term $sigma$ is a constant function.
Given a vector $F=(F_1,dots,F_m)$ of Poisson functionals $F_1,dots,F_m$, we investigate the proximity between $F$ and an $m$-dimensional centered Gaussian random vector $N_Sigma$ with covariance matrix $Sigmainmathbb{R}^{mtimes m}$. Apart from findin g proximity bounds for the $d_2$- and $d_3$-distances, based on classes of smooth test functions, we obtain proximity bounds for the $d_{convex}$-distance, based on the less tractable test functions comprised of indicators of convex sets. The bounds for all three distances are shown to be of the same order, which is presumably optimal. The bounds are multivariate counterparts of the univariate second order Poincare inequalities and, as such, are expressed in terms of integrated moments of first and second order difference operators. The derived second order Poincare inequalities for indicators of convex sets are made possible by a new bound on the second derivatives of the solution to the Stein equation for the multivariate normal distribution. We present applications to the multivariate normal approximation of first order Poisson integrals and of statistics of Boolean models.
421 - M. Duerr , A. Kabanov , Ch. Okonek 2004
We construct an obstruction theory for relative Hilbert schemes in the sense of Behrend-Fantechi and compute it explicitly for relative Hilbert schemes of divisors on smooth projective varieties. In the special case of curves on a surface V, our obst ruction theory determines a virtual fundamental class $[[ Hilb^m_V ]]$, which we use to define Poincare invariants (P^+_V,P^-_V): H^2(V,Z) --> Lambda^* H^1(V,Z) x Lambda^* H^1(V,Z). These maps are invariant under deformations, satisfy a blow-up formula, and a wall crossing formula for surfaces with $p_g(V)=0$. We determine the invariants completely for ruled surfaces, and rederive from this classical results of Nagata and Lange. The invariant $(P^+_V,P^-_V)$ of an elliptic fibration is computed in terms of its multiple fibers. We conjecture that our Poincare invariants coincide with the full Seiberg-Witten invariants of Okonek-Teleman computed with respect to the canonical orientation data. The main evidence for this conjecture is based on the existence of an Kobayashi-Hitchin isomorphism which identifies the moduli spaces of monopoles with the corresponding Hilbert schemes. We expect that this isomorphism identifies also the corresponding virtual fundamental classes. This more conceptual conjecture is true in the smooth case.
We prove infinite-dimensional second order Poincare inequalities on Wiener space, thus closing a circle of ideas linking limit theorems for functionals of Gaussian fields, Steins method and Malliavin calculus. We provide two applications: (i) to a ne w second order characterization of CLTs on a fixed Wiener chaos, and (ii) to linear functionals of Gaussian-subordinated fields.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا