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Esther Bou Dagher

Publications and source records attributed to Esther Bou Dagher.

9 recordsLinked to original sources

On a PDE model for Learning in Stochastic Market Entry Games

We study a continuum model for stochastic reinforcement learning in repeated market entry games. Starting from a discrete-time microscopic learning rule, we derive a Fokker--Planck-type equation for the distribution of agents' propensities and, using a kinetic closure, obtain a nonlinear one-particle equation of a mean-field type. For the resulting Cauchy problem, we prove existence and uniqueness of solutions and analyze their long-time behavior. The PDE captures two key phenomena observed in market entry dynamics: aggregate learning (the average number of entrants approaches market capacity) and sorting (propensities concentrate near extreme behaviors). The model also yields explicit characteristic time scales, showing that aggregate learning occurs faster than sorting, in agreement with experimental and computational evidence.

math.AP

Interpolation inequalities on the sphere and phase transition: rigidity, symmetry and symmetry breaking

This paper is devoted to the study of phase transitions associated to a large family of Gagliardo-Nirenberg-Sobolev interpolation inequalities on the sphere depending on one parameter. We characterize symmetry and symmetry breaking regimes, with a phase transition that can be of first or second order. We establish various new results and study the qualitative properties of the branches of solutions to the Euler-Lagrange equations.

math.AP

Exponential inequalities in probability spaces revisited

We revisit several results on exponential integrability in probability spaces and derive some new ones. In particular, we give a quantitative form of recent results by Cianchi-Musil and Pick in the framework of Moser-Trudinger-type inequalities, and recover Ivanisvili-Russell's inequality for the Gaussian measure. One key ingredient is the use of a dual argument, which is new in this context, that we also implement in the discrete setting of the Poisson measure on integers.

math.PR

Coercive Inequalities on Carnot Groups: Taming Singularities

In the setting of Carnot groups, we propose an approach of taming singularities to get coercive inequalities. To this end, we develop a technique to introduce natural singularities in the energy function $U$ in order to force one of the coercivity conditions. In particular, we explore explicit constructions of probability measures on Carnot groups which secure Poincaré and even Logarithmic Sobolev inequalities. As applications, we get analogues of the Dyson-Ornstein-Uhlenbeck model on the Heisenberg group and obtain results on the discreteness of the spectrum of related Markov generators.

math.FA

Spectral Gap Inequalities on Nilpotent Lie Groups in Infinite Dimensions

We develop a general framework for spectral gap inequalities for Gibbs measures on infinite dimensional spin spaces over nilpotent Lie groups in terms of weak U-bounds and weak single-site spectral gap inequalities. We then provide sufficient conditions on the local specification and give examples of measures constructed using the Kaplan norm and generalising a few results for the Carnot-Caratheodory distance on the Heisenberg group.

math.FA