On the log-Sobolev constant for the simple random walk on the n-cycle: the even cases

Consider the simple random walk on the n-cycle . For this example, Diaconis and Saloff-Coste (Ann. Appl. Probab. 6 (1996) 695) have shown that the log-Sobolev constant α is of the same order as the spectral gap λ. However the exact value of α is not known for n>4. (For n=2, it is a well known result of Gross (Amer. J. Math. 97 (1975) 1061) that α is . For n=3, Diaconis and Saloff-Coste (Ann. Appl. Probab. 6 (1996) 695) showed that . For n=4, the fact that follows from n=2 by tensorization.) Based on an idea that goes back to Rothaus (J. Funct. Anal. 39 (1980) 42; 42 (1981) 110), we prove that if n?4 is even, then the log-Sobolev constant and the spectral gap satisfy . This implies that when n is even and n?4.     

Asymptotics of the norm of elliptical random vectors

In this paper we consider elliptical random vectors in R^d,d≥2 with stochastic representation , where R is a positive random radius independent of the random vector which is uniformly distributed on the unit sphere of R^d and A∈R^d×d is a given matrix. Denote by ‖⋅‖ the Euclidean norm in R^d, and let F be the distribution function of R. The main result of this paper is an asymptotic expansion of the probability for F in the Gumbel or the Weibull max-domain of attraction. In the special case that is a mean zero Gaussian random vector our result coincides with the one derived in Hüsler et al. (2002) [1].     

A note on random walk in random scenery

We consider a random walk in random scenery {Xn=η(S₀)+?+η(Sn),n∈N}, where a centered walk {Sn,n∈N} is independent of the scenery {η(x),x∈Zd}, consisting of symmetric i.i.d. with tail distribution P(η(x)>t)∼exp(−cαtα), with 1?α<d/2. We study the probability, when averaged over both randomness, that {Xn>ny} for y>0, and n large. In this note, we show that the large deviation estimate is of order exp(−ca(ny)), with a=α/(α+1).     

Internal Lifshits tails for random magnetic Schrödinger operators

This paper is devoted to the study of Lifshits tails for weak random magnetic perturbations of periodic Schrödinger operators acting on L²(Rd) of the form Hλ,w=(−i∇−λ_∑γ∈ZdwγA²(⋅−γ))+V, where V is a Zd-periodic potential, λ is positive coupling constants, (wγ)_γ∈Zd are i.i.d and bounded random variables and is the single site vector magnetic potential. We prove that, for λ small, at an open band edge, a true Lifshits tail for the random magnetic Schrödinger operator occurs if a certain set of conditions on H₀=−Δ+V and on A holds.     

Large deviations for local time fractional Brownian motion and applications

Let be a fractional Brownian motion of Hurst index H∈(0,1) with values in R, and let be the local time process at zero of a strictly stable Lévy process of index 1<α?2 independent of WH. The α-stable local time fractional Brownian motion is defined by ZH(t)=WH(Lt). The process ZH is self-similar with self-similarity index and is related to the scaling limit of a continuous time random walk with heavy-tailed waiting times between jumps [P. Becker-Kern, M.M. Meerschaert, H.P. Scheffler, Limit theorems for coupled continuous time random walks, Ann. Probab. 32 (2004) 730-756; M.M. Meerschaert, H.P. Scheffler, Limit theorems for continuous time random walks with infinite mean waiting times, J. Appl. Probab. 41 (2004) 623-638]. However, ZH does not have stationary increments and is non-Gaussian. In this paper we establish large deviation results for the process ZH. As applications we derive upper bounds for the uniform modulus of continuity and the laws of the iterated logarithm for ZH.     

Mesh geometries of root orbits of integral quadratic forms

Integral quadratic forms q:Zⁿ→Z, with n≥1, and the sets R_q(d)={v∈Zⁿ;q(v)=d}, with d∈Z, of their integral roots are studied by means of mesh translation quivers defined by Z-bilinear morsifications b_A:Zⁿ×Zⁿ→Z of q, with Z-regular matrices A∈M_n(Z). Mesh geometries of roots of positive definite quadratic forms q:Zⁿ→Z are studied in connection with root mesh quivers of forms associated to Dynkin diagrams A_n,D_n,E₆,E₇,E₈ and the Auslander-Reiten quivers of the derived category D^b(R) of path algebras R=KQ of Dynkin quivers Q. We introduce the concepts of a Z-morsification b_A of a quadratic form q, a weighted Φ_A-mesh of vectors in Zⁿ, and a weighted Φ_A-mesh orbit translation quiver Γ(R_q,Φ_A) of vectors in Zⁿ, where R_q?R_q(1) and Φ_A:Zⁿ→Zⁿ is the Coxeter isomorphism defined by A. The existence of mesh geometries on R_q is discussed. It is shown that, under some assumptions on the morsification b_A:Zⁿ×Zⁿ→Z, the set admit a Φ_A-orbit mesh quiver , where Φ_A:Zⁿ→Zⁿ is the Coxeter isomorphism defined by A. Moreover, splits into three infinite connected components , , and , where are isomorphic to a translation quiver Z⋅Δ, with Δ an extended Dynkin quiver, and has the shape of a sand-glass tube.     

Estimates for periodic Zakharov-Shabat operators

We consider the periodic Zakharov-Shabat operators on the real line. The spectrum of this operator consists of intervals separated by gaps with the lengths |gn|?0, n∈Z. Let be the corresponding effective masses and let hn be heights of the corresponding slits in the quasi-momentum domain. We obtain a priori estimates of sequences g=(|gn|)_n∈Z, , h=(hn)_n∈Z in terms of weighted ?p-norms at p?1. The proof is based on the analysis of the quasi-momentum as the conformal mapping.     

Likelihood ratio orderings of spacings of heterogeneous exponential random variables

Let X₁,X₂,…,X_n be independent exponential random variables such that X_i has failure rate λ for i=1,…,p and X_j has failure rate λ^* for j=p+1,…,n, where p≥1 and q=n-p≥1. Denote by D_i:n(p,q)=X_i:n-X_i-1:n the ith spacing of the order statistics , where X_0:n≡0. It is shown that D_i:n(p,q)?_lrD_i+1:n(p,q) for i=1,…,n-1, and that if λ?λ^* then , and for i=1,…,n, where ?_lr denotes the likelihood ratio order. The main results are used to establish the dispersive orderings between spacings.