Functional inequalities for time-changed symmetric α-stable processes

2021 ◽  
Author(s):  
Jian Wang ◽  
Longteng Zhang
Keyword(s):  
Stable Processes ◽  
Functional Inequalities

scholarly journals Functional Inequalities for Two-Level Concentration

2021 ◽  
Author(s):  
Franck Barthe ◽  
Michał Strzelecki
Keyword(s):  
Sobolev Inequality ◽  
Poincaré Inequality ◽  
Logarithmic Sobolev Inequality ◽  
Probability Measures ◽  
Exponential Rate ◽  
Functional Inequalities ◽  
Concentration Inequality ◽  
Poincare Inequality ◽  
Free Concentration ◽  
Concentration Property

AbstractProbability measures satisfying a Poincaré inequality are known to enjoy a dimension-free concentration inequality with exponential rate. A celebrated result of Bobkov and Ledoux shows that a Poincaré inequality automatically implies a modified logarithmic Sobolev inequality. As a consequence the Poincaré inequality ensures a stronger dimension-free concentration property, known as two-level concentration. We show that a similar phenomenon occurs for the Latała–Oleszkiewicz inequalities, which were devised to uncover dimension-free concentration with rate between exponential and Gaussian. Motivated by the search for counterexamples to related questions, we also develop analytic techniques to study functional inequalities for probability measures on the line with wild potentials.

Population dynamics driven by truncated stable processes with Markovian switching

2021 ◽  
Vol 58 (2) ◽  
pp. 505-522
Author(s):  
Zhenzhong Zhang ◽  
Jinying Tong ◽  
Qingting Meng ◽  
You Liang
Keyword(s):  
Population Dynamics ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Markovian Switching ◽  
Stable Processes ◽  
Necessary And Sufficient ◽  
The Impact

AbstractWe focus on the population dynamics driven by two classes of truncated $\alpha$-stable processes with Markovian switching. Almost necessary and sufficient conditions for the ergodicity of the proposed models are provided. Also, these results illustrate the impact on ergodicity and extinct conditions as the parameter $\alpha$ tends to 2.

scholarly journals A generalization of Matérn hard-core processes with applications to max-stable processes

2020 ◽  
Vol 57 (4) ◽  
pp. 1298-1312
Author(s):  
Martin Dirrler ◽  
Christopher Dörr ◽  
Martin Schlather
Keyword(s):  
Point Process ◽  
Point Processes ◽  
Hard Core ◽  
Domain Of Attraction ◽  
Stable Processes ◽  
Poisson Point Processes ◽  
Original Process ◽  
Mixed Moving Maxima

AbstractMatérn hard-core processes are classical examples for point processes obtained by dependent thinning of (marked) Poisson point processes. We present a generalization of the Matérn models which encompasses recent extensions of the original Matérn hard-core processes. It generalizes the underlying point process, the thinning rule, and the marks attached to the original process. Based on our model, we introduce processes with a clear interpretation in the context of max-stable processes. In particular, we prove that one of these processes lies in the max-domain of attraction of a mixed moving maxima process.

scholarly journals Yaglom limit for stable processes in cones

2018 ◽  
Vol 23 (0) ◽  
Author(s):  
Krzysztof Bogdan ◽  
Zbigniew Palmowski ◽  
Longmin Wang
Keyword(s):  
Stable Processes ◽  
Yaglom Limit

On a certain stability of the Hermite–Hadamard inequality

2008 ◽  
Vol 465 (2102) ◽  
pp. 571-583 ◽  
Author(s):  
Attila Házy ◽  
Zsolt Páles
Keyword(s):  
Functional Inequalities ◽  
Hadamard Inequality ◽  
Real Functions ◽  
The Stability

The classical Hermite–Hadamard inequality, under some regularity assumptions, characterizes convexity of real functions. The aim of this paper is to establish connections between the stability forms of the functional inequalities related to Jensen convexity, convexity and the Hermite–Hadamard inequality.

scholarly journals A note on alienation for functional inequalities

2012 ◽  
Vol 385 (1) ◽  
pp. 202-207 ◽  
Author(s):  
Włodzimierz Fechner
Keyword(s):  
Functional Inequalities
Sign in / Sign up

Export Citation Format

Share Document