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W-entropy and Langevin deformation on Wasserstein space over Riemannian manifolds 黎曼流形上瓦塞尔斯坦空间的 W-熵和朗格文变形
IF 2 1区 数学
Probability Theory and Related Fields Pub Date : 2024-01-16 DOI: 10.1007/s00440-023-01256-y
Songzi Li, Xiang-Dong Li
{"title":"W-entropy and Langevin deformation on Wasserstein space over Riemannian manifolds","authors":"Songzi Li, Xiang-Dong Li","doi":"10.1007/s00440-023-01256-y","DOIUrl":"https://doi.org/10.1007/s00440-023-01256-y","url":null,"abstract":"<p>We prove the Perelman type <i>W</i>-entropy formula for the geodesic flow on the <span>(L^2)</span>-Wasserstein space over a complete Riemannian manifold equipped with Otto’s infinite dimensional Riemannian metric. To better understand the similarity between the <i>W</i>-entropy formula for the geodesic flow on the Wasserstein space and the <i>W</i>-entropy formula for the heat flow of the Witten Laplacian on the underlying manifold, we introduce the Langevin deformation of flows on the Wasserstein space over a Riemannian manifold, which interpolates the gradient flow and the geodesic flow on the Wasserstein space over a Riemannian manifold, and can be regarded as the potential flow of the compressible Euler equation with damping on a Riemannian manifold. We prove the existence, uniqueness and regularity of the Langevin deformation on the Wasserstein space over the Euclidean space and a compact Riemannian manifold, and prove the convergence of the Langevin deformation for <span>(crightarrow 0)</span> and <span>(crightarrow infty )</span> respectively. Moreover, we prove the <i>W</i>-entropy-information formula along the Langevin deformation on the Wasserstein space on Riemannian manifolds. The rigidity theorems are proved for the <i>W</i>-entropy for the geodesic flow and the Langevin deformation on the Wasserstein space over complete Riemannian manifolds with the CD(0, <i>m</i>)-condition. Our results are new even in the case of Euclidean spaces and complete Riemannian manifolds with non-negative Ricci curvature.</p>","PeriodicalId":20527,"journal":{"name":"Probability Theory and Related Fields","volume":"58 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2024-01-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139500645","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Eve, Adam and the preferential attachment tree 夏娃、亚当和依恋树
IF 2 1区 数学
Probability Theory and Related Fields Pub Date : 2024-01-12 DOI: 10.1007/s00440-023-01253-1
Alice Contat, Nicolas Curien, Perrine Lacroix, Etienne Lasalle, Vincent Rivoirard
{"title":"Eve, Adam and the preferential attachment tree","authors":"Alice Contat, Nicolas Curien, Perrine Lacroix, Etienne Lasalle, Vincent Rivoirard","doi":"10.1007/s00440-023-01253-1","DOIUrl":"https://doi.org/10.1007/s00440-023-01253-1","url":null,"abstract":"<p>We consider the problem of finding the initial vertex (Adam) in a Barabási–Albert tree process <span>( (mathcal {T}(n): n ge 1))</span> at large times. More precisely, given <span>( varepsilon &gt;0)</span>, one wants to output a subset <span>( mathcal {P}_{ varepsilon }(n))</span> of vertices of <span>( mathcal {T}(n))</span> so that the initial vertex belongs to <span>( mathcal {P}_ varepsilon (n))</span> with probability at least <span>(1- varepsilon )</span> when <i>n</i> is large. It has been shown by Bubeck, Devroye and Lugosi, refined later by Banerjee and Huang, that one needs to output at least <span>( varepsilon ^{-1 + o(1)})</span> and at most <span>(varepsilon ^{-2 + o(1)})</span> vertices to succeed. We prove that the exponent in the lower bound is sharp and the key idea is that Adam is either a “large degree\" vertex or is a neighbor of a “large degree\" vertex (Eve).\u0000</p>","PeriodicalId":20527,"journal":{"name":"Probability Theory and Related Fields","volume":"29 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2024-01-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139459075","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Superconcentration for minimal surfaces in first passage percolation and disordered Ising ferromagnets 第一通道渗流和无序伊辛铁磁体中最小表面的超聚合
IF 2 1区 数学
Probability Theory and Related Fields Pub Date : 2024-01-05 DOI: 10.1007/s00440-023-01252-2
Barbara Dembin, Christophe Garban
{"title":"Superconcentration for minimal surfaces in first passage percolation and disordered Ising ferromagnets","authors":"Barbara Dembin, Christophe Garban","doi":"10.1007/s00440-023-01252-2","DOIUrl":"https://doi.org/10.1007/s00440-023-01252-2","url":null,"abstract":"<p>We consider the standard first passage percolation model on <span>({mathbb {Z}}^ d)</span> with a distribution <i>G</i> taking two values <span>(0&lt;a&lt;b)</span>. We study the maximal flow through the cylinder <span>([0,n]^ {d-1}times [0,hn])</span> between its top and bottom as well as its associated minimal surface(s). We prove that the variance of the maximal flow is superconcentrated, i.e. in <span>(O(frac{n^{d-1}}{log n}))</span>, for <span>(hge h_0)</span> (for a large enough constant <span>(h_0=h_0(a,b))</span>). Equivalently, we obtain that the ground state energy of a disordered Ising ferromagnet in a cylinder <span>([0,n]^ {d-1}times [0,hn])</span> is superconcentrated when opposite boundary conditions are applied at the top and bottom faces and for a large enough constant <span>(hge h_0)</span> (which depends on the law of the coupling constants). Our proof is inspired by the proof of Benjamini–Kalai–Schramm (Ann Probab 31:1970–1978, 2003). Yet, one major difficulty in this setting is to control the influence of the edges since the averaging trick used in Benjamini et al. (Ann Probab 31:1970–1978, 2003) fails for surfaces. Of independent interest, we prove that minimal surfaces (in the present discrete setting) cannot have long thin chimneys.</p>","PeriodicalId":20527,"journal":{"name":"Probability Theory and Related Fields","volume":"160 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2024-01-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139103070","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
On the Wiener chaos expansion of the signature of a Gaussian process 论高斯过程特征的维纳混沌扩展
IF 2 1区 数学
Probability Theory and Related Fields Pub Date : 2024-01-04 DOI: 10.1007/s00440-023-01255-z
Thomas Cass, Emilio Ferrucci
{"title":"On the Wiener chaos expansion of the signature of a Gaussian process","authors":"Thomas Cass, Emilio Ferrucci","doi":"10.1007/s00440-023-01255-z","DOIUrl":"https://doi.org/10.1007/s00440-023-01255-z","url":null,"abstract":"<p>We compute the Wiener chaos decomposition of the signature for a class of Gaussian processes, which contains fractional Brownian motion (fBm) with Hurst parameter <span>(H in (1/4,1))</span>. At level 0, our result yields an expression for the expected signature of such processes, which determines their law (Chevyrev and Lyons in Ann Probab 44(6):4049–4082, 2016). In particular, this formula simultaneously extends both the one for <span>(1/2 &lt; H)</span>-fBm (Baudoin and Coutin in Stochast Process Appl 117(5):550–574, 2007) and the one for Brownian motion (<span>(H = 1/2)</span>) (Fawcett 2003), to the general case <span>(H &gt; 1/4)</span>, thereby resolving an established open problem. Other processes studied include continuous and centred Gaussian semimartingales.</p>","PeriodicalId":20527,"journal":{"name":"Probability Theory and Related Fields","volume":"10 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2024-01-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139103124","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Annealed quantitative estimates for the quadratic 2D-discrete random matching problem 二次方二维离散随机匹配问题的退火定量估计
IF 2 1区 数学
Probability Theory and Related Fields Pub Date : 2024-01-04 DOI: 10.1007/s00440-023-01254-0
Nicolas Clozeau, Francesco Mattesini
{"title":"Annealed quantitative estimates for the quadratic 2D-discrete random matching problem","authors":"Nicolas Clozeau, Francesco Mattesini","doi":"10.1007/s00440-023-01254-0","DOIUrl":"https://doi.org/10.1007/s00440-023-01254-0","url":null,"abstract":"<p>We study a random matching problem on closed compact 2-dimensional Riemannian manifolds (with respect to the squared Riemannian distance), with samples of random points whose common law is absolutely continuous with respect to the volume measure with strictly positive and bounded density. We show that given two sequences of numbers <i>n</i> and <span>(m=m(n))</span> of points, asymptotically equivalent as <i>n</i> goes to infinity, the optimal transport plan between the two empirical measures <span>(mu ^n)</span> and <span>(nu ^{m})</span> is quantitatively well-approximated by <span>(big (text {Id},exp (nabla h^{n})big )_#mu ^n)</span> where <span>(h^{n})</span> solves a linear elliptic PDE obtained by a regularized first-order linearization of the Monge–Ampère equation. This is obtained in the case of samples of correlated random points for which a stretched exponential decay of the <span>(alpha )</span>-mixing coefficient holds and for a class of discrete-time sub-geometrically ergodic Markov chains having a unique absolutely continuous invariant measure with respect to the volume measure.</p>","PeriodicalId":20527,"journal":{"name":"Probability Theory and Related Fields","volume":"104 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2024-01-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139103417","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Anomalous diffusion limit for a kinetic equation with a thermostatted interface 带有恒温界面的动力学方程的反常扩散极限
IF 2 1区 数学
Probability Theory and Related Fields Pub Date : 2023-12-29 DOI: 10.1007/s00440-023-01251-3
{"title":"Anomalous diffusion limit for a kinetic equation with a thermostatted interface","authors":"","doi":"10.1007/s00440-023-01251-3","DOIUrl":"https://doi.org/10.1007/s00440-023-01251-3","url":null,"abstract":"<h3>Abstract</h3> <p>We consider the limit of solutions of scaled linear kinetic equations with a reflection-transmission-killing condition at the interface. Both the coefficient describing the probability of killing and the scattering kernel degenerate. We prove that the long-time, large-space limit is the unique solution of a version of the fractional in space heat equation that corresponds to the Kolmogorov equation for a symmetric stable process, which is reflected, or transmitted while crossing the interface and is killed upon the first hitting of the interface. The results of the paper are related to the work in Komorowski et al. (Ann Prob 48:2290–2322, 2020), where the case of a non-degenerate probability of killing has been considered. </p>","PeriodicalId":20527,"journal":{"name":"Probability Theory and Related Fields","volume":"8 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2023-12-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139065674","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Sums of GUE matrices and concentration of hives from correlation decay of eigengaps 从 eigengaps 的相关衰减中得出的 GUE 矩阵总和与蜂巢浓度
IF 2 1区 数学
Probability Theory and Related Fields Pub Date : 2023-12-28 DOI: 10.1007/s00440-023-01250-4
Hariharan Narayanan, Scott Sheffield, Terence Tao
{"title":"Sums of GUE matrices and concentration of hives from correlation decay of eigengaps","authors":"Hariharan Narayanan, Scott Sheffield, Terence Tao","doi":"10.1007/s00440-023-01250-4","DOIUrl":"https://doi.org/10.1007/s00440-023-01250-4","url":null,"abstract":"<p>Associated to two given sequences of eigenvalues <span>(lambda _1 ge cdots ge lambda _n)</span> and <span>(mu _1 ge cdots ge mu _n)</span> is a natural polytope, the polytope of <i>augmented hives</i> with the specified boundary data, which is associated to sums of random Hermitian matrices with these eigenvalues. As a first step towards the asymptotic analysis of random hives, we show that if the eigenvalues are drawn from the GUE ensemble, then the associated augmented hives exhibit concentration as <span>(n rightarrow infty )</span>. Our main ingredients include a representation due to Speyer of augmented hives involving a supremum of linear functions applied to a product of Gelfand–Tsetlin polytopes; known results by Klartag on the KLS conjecture in order to handle the aforementioned supremum; covariance bounds of Cipolloni–Erdős–Schröder of eigenvalue gaps of GUE; and the use of the theory of determinantal processes to analyze the GUE minor process.</p>","PeriodicalId":20527,"journal":{"name":"Probability Theory and Related Fields","volume":"32 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2023-12-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139065385","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Large deviation principle for quasi-stationary distributions and multiscale dynamics of absorbed singular diffusions 准稳态分布的大偏差原理和吸收奇异扩散的多尺度动力学
IF 2 1区 数学
Probability Theory and Related Fields Pub Date : 2023-12-12 DOI: 10.1007/s00440-023-01246-0
Weiwei Qi, Zhongwei Shen, Yingfei Yi
{"title":"Large deviation principle for quasi-stationary distributions and multiscale dynamics of absorbed singular diffusions","authors":"Weiwei Qi, Zhongwei Shen, Yingfei Yi","doi":"10.1007/s00440-023-01246-0","DOIUrl":"https://doi.org/10.1007/s00440-023-01246-0","url":null,"abstract":"","PeriodicalId":20527,"journal":{"name":"Probability Theory and Related Fields","volume":"39 5","pages":""},"PeriodicalIF":2.0,"publicationDate":"2023-12-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139007053","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Symmetric cooperative motion in one dimension 一维对称合作运动
IF 2 1区 数学
Probability Theory and Related Fields Pub Date : 2023-12-09 DOI: 10.1007/s00440-023-01244-2
Louigi Addario-Berry, Erin Beckman, Jessica Lin
{"title":"Symmetric cooperative motion in one dimension","authors":"Louigi Addario-Berry, Erin Beckman, Jessica Lin","doi":"10.1007/s00440-023-01244-2","DOIUrl":"https://doi.org/10.1007/s00440-023-01244-2","url":null,"abstract":"<p>We explore the relationship between recursive distributional equations and convergence results for finite difference schemes of parabolic partial differential equations (PDEs). We focus on a family of random processes called symmetric cooperative motions, which generalize the symmetric simple random walk and the symmetric hipster random walk introduced in Addario-Berry et al. (Probab Theory Related fields 178(1–2):437–473, 2020). We obtain a distributional convergence result for symmetric cooperative motions and, along the way, obtain a novel proof of the Bernoulli central limit theorem. In addition, we prove a PDE result relating distributional solutions and viscosity solutions of the porous medium equation and the parabolic <i>p</i>-Laplace equation, respectively, in one dimension.</p>","PeriodicalId":20527,"journal":{"name":"Probability Theory and Related Fields","volume":"58 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2023-12-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138567227","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Fleming–Viot couples live forever 弗莱明-维奥夫妇永生
IF 2 1区 数学
Probability Theory and Related Fields Pub Date : 2023-12-09 DOI: 10.1007/s00440-023-01247-z
Mateusz Kwaśnicki
{"title":"Fleming–Viot couples live forever","authors":"Mateusz Kwaśnicki","doi":"10.1007/s00440-023-01247-z","DOIUrl":"https://doi.org/10.1007/s00440-023-01247-z","url":null,"abstract":"<p>We prove a non-extinction result for Fleming–Viot-type systems of two particles with dynamics described by an arbitrary symmetric Hunt process under the assumption that the reference measure is finite. Additionally, we describe an invariant measure for the system, we discuss its ergodicity, and we prove that the reference measure is a stationary measure for the embedded Markov chain of positions of the surviving particle at successive branching times.</p>","PeriodicalId":20527,"journal":{"name":"Probability Theory and Related Fields","volume":"12 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2023-12-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138567641","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
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