Exponential convergence rates in the $L^2$-tail norm and entropy are characterized for the second quantization semigroups by using the corresponding base Dirichlet form. This supplements the well known result on the $L^2$-exponential convergence rate of second quantization semigroups. As applications, birth-death type processes on Poisson spaces and the path space of Lévy processes are investigated.
Let $P_t$ be the (Neumann) diffusion semigroup $P_t$ generated by a weighted Laplacian on a complete connected Riemannian manifold $M$ without boundary or with a convex boundary. It is well known that the Bakry-Emery curvature is bounded below by a positive constant $\ll>0$ if and only if $$W_p(μ_1P_t, μ_2P_t)\le \e^{-\ll t} W_p (μ_1,μ_2),\ \ t\ge 0, p\ge 1 $$ holds for all probability measures $μ_1$ and $μ_2$ on $M$, where $W_p$ is the $L^p$ Wasserstein distance induced by the Riemannian distance. In this paper, we prove the exponential contraction $$W_p(μ_1P_t, μ_2P_t)\le c\e^{-\ll t} W_p (μ…
We propose a second order differential calculus to analyze the regularity and the stability properties of the distribution semigroup associated with McKean-Vlasov diffusions. This methodology provides second order Taylor type expansions with remainder for both the evolution semigroup as well as the stochastic flow associated with this class of nonlinear diffusions. Bismut-Elworthy-Li formulae for the gradient and the Hessian of the integro-differential operators associated with these expansions are also presented. The article also provides explicit Dyson-Phillips expansions and a refined analy…
Let $γ_{d}$ be the $d$-dimensional standard Gaussian measure and $\{Q_{t}\}_{t\ge 0}$ the Ornstein-Uhlenbeck semigroup acting on $L^{1}(γ_{d})$. We show that the hypercontractivity of $\{Q_{t}\}_{t\ge 0}$ is equivalent to the property that \begin{align*} \left\{ \int_{\mathbb{R}^{d}}\exp \left(e^{2t}Q_{t}f\right) dγ_{d} \right\} ^{1/e^{2t}} \le \int_{\mathbb{R}^{d}}e^{f}\,dγ_{d}, \end{align*} which holds for any $f\in L^{1}(γ_{d})$ with $e^{f}\in L^{1}(γ_{d})$ and for any $t\ge 0$. We then derive a family of inequalities that unifies this exponential variant and the original hypercontractivity…
We consider three magnetic relativistic Schrödinger operators which correspond to the same classical symbol $\sqrt{(ξ-A(x))^2+m^2}+V(x)$ and whose heat semigroups admit the Feynman-Kac-Itô type path integral representation $E[e^{-S^m(x,t, X)}g(x+X(t))]$. Using these representations, we prove the convergence of these heat semigroups when the mass--parameter $m$ goes to zero. Its proof reduces to the convergence of $e^{-S^m(x,t;X)}$, which yields a limit theorem for exponentials of semimartingales as functionals of Lévy processes $X$.
The wrapping transformation $W$ is a homomorphism from the semigroup of probability measures on the real line, with the convolution operation, to the semigroup of probability measures on the circle, with the multiplicative convolution operation. We show that on a large class $\mathcal{L}$ of measures, $W$ also transforms the three non-commutative convolutions---free, Boolean, and monotone---to their multiplicative counterparts. Moreover, the restriction of $W$ to $\mathcal{L}$ preserves various qualitative properties of measures and triangular arrays. We use these facts to give short proofs of…
We provide simple and constructive proofs of Harris-type theorems on the existence and uniqueness of an equilibrium and the speed of equilibration of discrete-time and continuous-time stochastic semigroups. Our results apply both to cases where the relaxation speed is exponential (also called geometric) and to those with no spectral gap, with non-exponential speeds (also called subgeometric). We give constructive estimates in the subgeometric case and discrete-time statements which seem both to be new. The method of proof also differs from previous works, based on semigroup and interpolation a…
We study the long time behavior of the stochastic quantization equation. Extending recent results by Mourrat and Weber we first establish a strong non-linear dissipative bound that gives control of moments of solutions at all positive times independent of the initial datum. We then establish that solutions give rise to a Markov process whose transition semigroup satisfies the strong Feller property. Following arguments by Chouk and Friz we also prove a support theorem for the laws of the solutions. Finally all of these results are combined to show that the transition semigroup satisfies the Do…
We present a criterion for uniform in time convergence of the weak error of the Euler scheme for Stochastic Differential equations (SDEs). The criterion requires i) exponential decay in time of the space-derivatives of the semigroup associated with the SDE and ii) bounds on (some) moments of the Euler approximation. We show by means of examples (and counterexamples) how both i) and ii) are needed to obtain the desired result. If the weak error converges to zero uniformly in time, then convergence of ergodic averages follows as well. We also show that Lyapunov-type conditions are neither suffic…
In this article, exponential contraction in Wasserstein distance for heat semigroups of diffusion processes on Riemannian manifolds is established under curvature conditions where Ricci curvature is not necessarily required to be non-negative. Compared to the results of Wang (2016), we focus on explicit estimates for the exponential contraction rate. Moreover, we show that our results extend to manifolds evolving under a geometric flow. As application, for the time-inhomogeneous semigroups, we obtain a gradient estimate with an exponential contraction rate under weak curvature conditions, as w…
In the study of Markovian processes, one of the principal achievements is the equivalence between the $Φ$-Sobolev inequalities and an exponential decrease of the $Φ$-entropies. In this work, we develop a framework of Markov semigroups on matrix-valued functions and generalize the above equivalence to the exponential decay of matrix $Φ$-entropies. This result also specializes to spectral gap inequalities and modified logarithmic Sobolev inequalities in the random matrix setting. To establish the main result, we define a non-commutative generalization of the carré du champ operator, and prove a …
In this paper, we find some general and efficient sufficient conditions for the exponential convergence $W_{1,d}(P_t(x,\cdot), P_t(y,\cdot) )\le Ke^{-δt}d(x,y)$ for the semigroup $(P_t)$ of one-dimensional diffusion. Moreover some sharp estimates of the involved constants $K\ge 1, δ>0$ are provided. Those general results are illustrated by a series of examples.
In this paper, we discuss hypercontractivity for the Markov semigroup $P_t$ which is generated by segment processes associated with a range of functional SDEs of neutral type. As applications, we also reveal that the semigroup $P_t$ converges exponentially to its unique invariant probability measure $μ$ in entropy, $L^2 (μ)$ and $\|\cdot\|_{\mbox{var}}$, respectively.
We propose a simple criterion, inspired from the irreducible aperiodic Markov chains, to derive the exponential convergence of general positive semi-groups. When not checkable on the whole state space, it can be combined to the use of Lyapunov functions. It differs from the usual generalization of irreducibility and is based on the accessibility of the trajectories of the underlying dynamics. It allows to obtain new existence results of principal eigenelements, and their exponential attractiveness, for a nonlocal selection-mutation population dynamics model defined in a space-time varying envi…
We consider space-time quantum fields with exponential/trigonometric interactions. In the context of Euclidean quantum field theory, the former and the latter are called the Hoegh-Krohn model and the Sine-Gordon model, respectively. The main objective of the present paper is to construct infinite dimensional diffusion processes which solve modified stochastic quantization equations for these quantum fields on the two-dimensional torus by the Dirichlet form approach and to prove strong uniqueness of the corresponding Dirichlet operators.
We describe the asymptotic properties of the edge-triangle exponential random graph model as the natural parameters diverge along straight lines. We show that as we continuously vary the slopes of these lines, a typical graph drawn from this model exhibits quantized behavior, jumping from one complete multipartite graph to another, and the jumps happen precisely at the normal lines of a polyhedral set with infinitely many facets. As a result, we provide a complete description of all asymptotic extremal behaviors of the model.
In this paper, we introduce and study non-local Jacobi operators, which generalize the classical (local) Jacobi operators. We show that these operators extend to generators of ergodic Markov semigroups with unique invariant probability measures and study their spectral and convergence properties. In particular, we derive a series expansion of the semigroup in terms of explicitly defined polynomials, which generalize the classical Jacobi orthogonal polynomials. In addition, we give a complete characterization of the spectrum of the non-self-adjoint generator and semigroup. We show that the vari…
We develop a general framework for studying ergodicity of order-preserving Markov semigroups. We establish natural and in a certain sense optimal conditions for existence and uniqueness of the invariant measure and exponential convergence of transition probabilities of an order-preserving Markov process. As an application, we show exponential ergodicity and exponentially fast synchronization-by-noise of the stochastic reaction-diffusion equation in the hypoelliptic setting. This refines and complements corresponding results of Hairer, Mattingly (2011).
