Lyapunov conditions for Super Poincaré inequalities

We show how to use Lyapunov functions to obtain functional inequalities which are stronger than Poincaré inequality (for instance logarithmic Sobolev or F-Sobolev). The case of Poincaré and weak Poincaré inequalities was studied in [D. Bakry, P. Cattiaux, A. Guillin, Rate of convergence for ergodic continuous Markov processes: Lyapunov versus Poincaré, J. Funct. Anal. 254 (3) (2008) 727-759. Available on Mathematics arXiv:math.PR/0703355, 2007]. This approach allows us to recover and extend in a unified way some known criteria in the euclidean case (Bakry and Emery, Wang, Kusuoka and Stroock, …).     

Poincaré and Opial inequalities for vector-valued convolution products

Various L^p$L^p$ form Poincaré and Opial inequalities are given for vector-valued convolution products. We apply our results to infinitesimal generators of _C0$C_0$-semigroups and cosine functions. Typical examples of these operators are differential operators in Lebesgue spaces.     

On the best constant of weighted Poincaré inequalities

We compute the optimal constant for some weighted Poincaré inequalities obtained by Fausto Ferrari and Enrico Valdinoci in [F. Ferrari, E. Valdinoci, Some weighted Poincaré inequalities, Indiana Univ. Math. J. 58 (4) (2009) 1619-1637].     

From concentration to logarithmic Sobolev and Poincaré inequalities

We give a new proof of the fact that Gaussian concentration implies the logarithmic Sobolev inequality when the curvature is bounded from below, and also that exponential concentration implies Poincaré inequality under null curvature condition. Our proof holds on non-smooth structures, such as length spaces, and provides a universal control of the constants. We also give a new proof of the equivalence between dimension free Gaussian concentration and Talagrand's transport inequality.     

A Poincaré inequality on loop spaces

We show that the Laplacian on the loop space over a class of Riemannian manifolds has a spectral gap. The Laplacian is defined using the Levi-Civita connection, the Brownian bridge measure and the standard Bismut tangent spaces.     

The shape of extremal functions for Poincaré-Sobolev-type inequalities in a ball

We study extremal functions for a family of Poincaré-Sobolev-type inequalities. These functions minimize, for subcritical or critical p?2, the quotient ‖∇u_‖2/‖up_‖ among all u∈H¹(B)?{0} with B_∫u=0. Here B is the unit ball in RN. We show that the minimizers are axially symmetric with respect to a line passing through the origin. We also show that they are strictly monotone in the direction of this line. In particular, they take their maximum and minimum precisely at two antipodal points on the boundary of B. We also prove that, for p close to 2, minimizers are antisymmetric with respect to the hyperplane through the origin perpendicular to the symmetry axis, and that, once the symmetry axis is fixed, they are unique (up to multiplication by a constant). In space dimension two, we prove that minimizers are not antisymmetric for large p.     

Second order Poincaré inequalities and CLTs on Wiener space

We prove infinite-dimensional second order Poincaré inequalities on Wiener space, thus closing a circle of ideas linking limit theorems for functionals of Gaussian fields, Stein's method and Malliavin calculus. We provide two applications: (i) to a new “second order” characterization of CLTs on a fixed Wiener chaos, and (ii) to linear functionals of Gaussian-subordinated fields.     

Poincaré type theorems for non-autonomous systems

In this paper we establish analytic equivalence theorems of Poincaré and Poincaré-Dulac type for analytic non-autonomous differential systems based on the dichotomy spectrum of their linear part. As applications of the theorem, normal forms linearize for two illustrative examples.     

Equivariant Poincaré duality for quantum group actions

We extend the notion of Poincaré duality in KK-theory to the setting of quantum group actions. An important ingredient in our approach is the replacement of ordinary tensor products by braided tensor products. Along the way we discuss general properties of equivariant KK-theory for locally compact quantum groups, including the construction of exterior products. As an example, we prove that the standard Podle? sphere is equivariantly Poincaré dual to itself.     

Optimal stopping of strong Markov processes

We characterize the value function and the optimal stopping time for a large class of optimal stopping problems where the underlying process to be stopped is a fairly general Markov process. The main result is inspired by recent findings for Lévy processes obtained essentially via the Wiener–Hopf factorization. The main ingredient in our approach is the representation of the β$\beta$-excessive functions as expected suprema. A variety of examples is given.     

Equivalence of Lyapunov stability criteria in a class of Markov decision processes

We are concerned with Markov decision processes with countable state space and discrete-time parameter. The main structural restriction on the model is the following: under the action of any stationary policy the state space is acommunicating class. In this context, we prove the equivalence of ten stability/ergodicity conditions on the transition law of the model, which imply the existence of average optimal stationary policies for an arbitrary continuous and bounded reward function; these conditions include the Lyapunov function condition (LFC) introduced by A. Hordijk. As a consequence of our results, the LFC is proved to be equivalent to the following: under the action of any stationary policy the corresponding Markov chain has a unique invariant distribution which depends continuously on the stationary policy being used. A weak form of the latter condition was used by one of the authors to establish the existence of optimal stationary policies using an approach based on renewal theory.This research was supported in part by the Third World Academy of Sciences (TWAS) under Grant TWAS RG MP 898-152.     

Eigenvalue gaps for the Cauchy process and a Poincaré inequality

A connection between the semigroup of the Cauchy process killed upon exiting a domain D and a mixed boundary value problem for the Laplacian in one dimension higher known as the mixed Steklov problem, was established in [R. Bañuelos, T. Kulczycki, The Cauchy process and the Steklov problem, J. Funct. Anal. 211 (2004) 355-423]. From this, a variational characterization for the eigenvalues λn, n?1, of the Cauchy process in D was obtained. In this paper we obtain a variational characterization of the difference between λn and λ₁. We study bounded convex domains which are symmetric with respect to one of the coordinate axis and obtain lower bound estimates for λ_∗−λ₁ where λ_∗ is the eigenvalue corresponding to the “first” antisymmetric eigenfunction for D. The proof is based on a variational characterization of λ_∗−λ₁ and on a weighted Poincaré-type inequality. The Poincaré inequality is valid for all α symmetric stable processes, 0<α?2, and any other process obtained from Brownian motion by subordination. We also prove upper bound estimates for the spectral gap λ₂−λ₁ in bounded convex domains.     

Density averaging for Markov processes and the invariant measures problem

A necessary and sufficient condition is given for the existence of a finite invariant measure equivalent to a given reference measure for a discrete time, general state Markov process. The condition is an extension of one given by D. Maharam in the deterministic case and involves an averaging method (called by Maraham ‘density averaging’) applied to the Radon-Nikodym derivatives with respect to the reference measure of the usual sequence of measures induced by the Markov process acting on the fixed reference     

Does distribution theory contain means for extending Poincaré-Bendixson theory?

We use the theory of distributions to extend the Poincaré-Bendixson theorem and the Bendixson criterion to piecewise Lipschitz continuous system possessing unique and continuous solutions. We demonstrate the use of these extensions by several examples that have recently appeared in the literature.     

Parametrization of all stabilizing controllers via quadratic Lyapunov functions

This paper presents a parametrization of all finite-dimensional, linear time-invariant controllers which asymptotically stabilize a given finite-dimensional, linear time-invariant system. Both continuous-time and discrete-time systems are considered. A potential advantage over existing parametrization schemes in the frequency domain is that the controller order can be fixed. Consequently, necessary and sufficient conditions for stabilizability via static output feedback controller are obtained and stated by the existence of a quadratic Lyapunov functionV(x):=x ^T Px such thatP satisfies a linear matrix inequality (LMI), whileP ^–1 satisfies another LMI. If the controller order is not fixed a priori, then the resulting computational problem can be made convex, and a controller of order less than or equal to the plant order may always be constructed.     

Coupling of the GB set property for ergodic averages

Let (Y,,,T) be an ergodic dynamical system. LetA be an nonempty subset ofL ²() such that , whereA=sup{||sȒt||₂ ,s, tA} andN(A, u) is the smallest number ofL ²()-open balls of radiusu, centered inA, enough to coverA. Let . We prove as a consequence of a more general result, thatC(A) is aGB subset ofL ²().     

The asymptotic distribution of traces of Maass–Poincaré series

We establish an asymptotic formula with a power savings in the error term for traces of CM values of a family of Maass–Poincaré series which contains the modular j-function as a special case. By work of Borcherds (1998) [2], Zagier (2002) [31], and Bringmann and Ono (2007) [4], these traces are Fourier coefficients of half-integral weight weakly holomorphic modular forms and Maass forms.     

Monotonicity in multidimensional Markov decision processes for the batch dispatch problem

Structural properties of stochastic dynamic programs are essential to understanding the nature of the solutions and in deriving appropriate approximation techniques. We concentrate on a class of multidimensional Markov decision processes and derive sufficient conditions for the monotonicity of the value functions. We illustrate our result in the case of the multiproduct batch dispatch (MBD) problem.     

Coupling for Markov renewal processes and the rate of convergence in ergodic theorems for processes with semi-Markov switchings

Coupling procedures for Markov renewal processes are described. Applications to ergodic theorems for processes with semi-Markov switchings are considered.This paper was partly prepared with the support of NFR Grant F-UP 10257-300.