强定律、随机单调向量场以及非正曲率度量空间上的梯度流
Strong laws, random monotone vector fields and gradient flows on metric spaces of nonpositive curvature
AI总结:
本文在Hadamard空间上推广了Sturm强大数定律,建立了随机单调向量场的强定律,并由此推导出积分函数梯度流的概率Lie-Trotter-Kato公式,同时首次给出次微分与积分可交换性的非线性版本。
AI中文摘要:
利用一种新颖有效的非渐近集中不等式,我们在(可分的)Hadamard 空间上建立了关于 $L^1$ 序列的 i.i.d. 随机变量的归纳均值的 Sturm 强大数定律的分布一致推广。在此基础上,我们在(可分的)Hilbert-Hadamard 空间(即所有切锥等距嵌入 Hilbert 空间的 Hadamard 空间)上建立了可积随机单调向量场的强大数定律,扩展了 Salim 在 Hilbert 空间中先前的结果。我们利用这后一个强定律,在(可分的)Hilbert-Hadamard 空间(其中所有切锥实际上是完整的 Hilbert 空间)上,为积分函数生成的梯度流建立了一个概率性的 Lie-Trotter-Kato 公式。该应用利用了 Stojković 先前为凸函数和的梯度流建立的 Lie-Trotter-Kato 公式,结合 Bačák 建立的关于预解与梯度流收敛之间关系的结果,以及我们为 $L^2$-Lipschitz 被积函数建立的关于次微分与积分可交换性的新结果。据我们所知,最后一个要素提供了先前结果(一个特例)的第一个非线性版本,该结果分别归功于 Ioffe 和 Tikhomirov、Levin、Hiriart-Urruty、Thibault 以及 Rockafellar 和 Wets。在整篇论文中,我们强调了各种未解决的开放问题。
英文摘要:
Using a novel effective non-asymptotic concentration inequality, we establish a distribution-uniform generalization of Sturm's strong law of large numbers for inductive means of $L^1$-sequences of i.i.d. random variables on (separable) Hadamard spaces. Building on that, we establish a strong law of large numbers for integrable random monotone vector fields on (separable) Hilbert-Hadamard spaces, that is Hadamard spaces where all tangent cones isometrically embed into Hilbert spaces, extending a previous result of Salim set in Hilbert spaces. We use this latter strong law to establish a probabilistic Lie-Trotter-Kato formula for the gradient flow generated by an integral function over (separable) Hilbert-Hadamard spaces where all tangent cones are actually full Hilbert spaces. This application leverages the previous Lie-Trotter-Kato formula established for gradient flows of sums of convex functions by Stojković together with a result relating resolvent and gradient flow convergence established by Bačák, as well as a new result on the interchangeability of the subdifferential and the integral, which we establish for $L^2$-Lipschitz integrands. The last ingredient provides, to our knowledge, the first nonlinear version of (a particular case of) a previous result due variously to Ioffe and Tikhomirov, Levin, Hiriart-Urruty, Thibault as well as Rockafellar and Wets. Throughout the paper, we highlight various remaining open problems.