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Christian Leonard

Publications and source records attributed to Christian Leonard.

5 recordsLinked to original sources
arXiv2013

Agmon-type estimates for a class of jump processes

In the limit epsilon to 0 we analyze the generators H_epsilon of families of reversible jump processes in R^d associated with a class of symmetric non-local Dirichlet-forms and show exponential decay of the eigenfunctions. The exponential rate function is a Finsler distance, given as solution of a certain eikonal equation. Fine results are sensitive to the rate function being C^2 or just Lipschitz. Our estimates are analog to the semi-classical Agmon estimates for differential operators of second order. They generalize and strengthen previous results on the lattice epsilon Z^d. Although our final interest is in the (sub)stochastic jump process, technically this is a pure analysis paper, inspired by PDE techniques.

math.PR↗
arXiv2010

A General Duality Theorem for the Monge--Kantorovich Transport Problem

The duality theory of the Monge--Kantorovich transport problem is analyzed in a general setting. The spaces $X, Y$ are assumed to be polish and equipped with Borel probability measures $μ$ and $ν$. The transport cost function $c:X\times Y \to [0,\infty]$ is assumed to be Borel. Our main result states that in this setting there is no duality gap, provided the optimal transport problem is formulated in a suitably relaxed way. The relaxed transport problem is defined as the limiting cost of the partial transport of masses $1-\varepsilon$ from $(X,μ)$ to $(Y, ν)$, as $\varepsilon >0$ tends to zero. The classical duality theorems of H.\ Kellerer, where $c$ is lower semi-continuous or uniformly bounded, quickly follow from these general results.

math.OC↗
arXiv2009

Transportation-information inequalities for Markov processes (II) : relations with other functional inequalities

We continue our investigation on the transportation-information inequalities $W_pI$ for a symmetric markov process, introduced and studied in \cite{GLWY}. We prove that $W_pI$ implies the usual transportation inequalities $W_pH$, then the corresponding concentration inequalities for the invariant measure $μ$. We give also a direct proof that the spectral gap in the space of Lipschitz functions for a diffusion process implies $W_1I$ (a result due to \cite{GLWY}) and a Cheeger type's isoperimetric inequality. Finally we exhibit relations between transportation-information inequalities and a family of functional inequalities (such as $Φ$-log Sobolev or $Φ$-Sobolev).

math.PR↗
arXiv2007

Transportation-information inequalities for Markov processes

In this paper, one investigates the following type of transportation-information $T_cI$ inequalities: $α(T_c(ν,μ))\le I(ν|μ)$ for all probability measures $ν$ on some metric space $(\XX, d)$, where $μ$ is a given probability measure, $T_c(ν,μ)$ is the transportation cost from $ν$ to $μ$ with respect to some cost function $c(x,y)$ on $\XX^2$, $I(ν|μ)$ is the Fisher-Donsker-Varadhan information of $ν$ with respect to $μ$ and $α: [0,\infty)\to [0,\infty]$ is some left continuous increasing function. Using large deviation techniques, it is shown that $T_cI$ is equivalent to some concentration inequality for the occupation measure of a $μ$-reversible ergodic Markov process related to $I(\cdot|μ)$, a counterpart of the characterizations of transportation-entropy inequalities, recently obtained by Gozlan and Léonard in the i.i.d. case . Tensorization properties of $T_cI$ are also derived.

math.PR↗