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Tai Melcher

Publications and source records attributed to Tai Melcher.

14 recordsLinked to original sources
arXiv2023

Functional inequalities for a family of infinite-dimensional diffusions with degenerate noise

For a family of infinite-dimensional diffusions with degenerate noise, we develop a modified $\Gamma$ calculus on finite-dimensional projections of the equation in order to produce explicit functional inequalities that can be scaled to infinite dimensions. The choice of our $\Gamma$ operator appears canonical in our context, as the estimates depend only on the induced control distance. We apply the general analysis to a number of examples, exploring implications for quasi-invariance and uniqueness of stationary distributions.

math.PR↗
arXiv2022

Large deviations principle for sub-Riemannian random walks

We study large deviations for random walks on stratified (Carnot) Lie groups. For such groups, there is a natural collection of vectors which generates their Lie algebra, and we consider random walks with increments in only these directions. Under certain constraints on the distribution of the increments, we prove a large deviation principle for these random walks with a natural rate function adapted to the sub-Riemannian geometry of these spaces.

math.PR↗
arXiv2021

Quasi-invariance for infinite-dimensional Kolmogorov diffusions

We prove Cameron-Martin type quasi-invariance results for the heat kernel measure of infinite-dimensional Kolmogorov and related diffusions. We first study quantitative functional inequalities for appropriate finite-dimensional approximations of these diffusions, and we prove these inequalities hold with dimension-independent coefficients. Applying an approach developed by Baudoin, Driver, Gordina, and Melcher previously, these uniform bounds may then be used to prove that the heat kernel measure for certain of these infinite-dimensional diffusions is quasi-invariant under changes of the initial state.

math.PR↗
arXiv2021

Stochastic integrals and Brownian motion on abstract nilpotent Lie groups

We construct a class of iterated stochastic integrals with respect to Brownian motion on an abstract Wiener space which allows for the definition of Brownian motions on a general class of infinite-dimensional nilpotent Lie groups based on abstract Wiener spaces. We then prove that a Cameron--Martin type quasi-invariance result holds for the associated heat kernel measures in the non-degenerate case, and give estimates on the associated Radon--Nikodym derivative. We also prove that a log Sobolev estimate holds in this setting.

math.PR↗
arXiv2017

Small-time asymptotics for subelliptic Hermite functions on $SU(2)$ and the CR sphere

We show that, under a natural scaling, the small-time behavior of the logarithmic derivatives of the subelliptic heat kernel on $SU(2)$ converges to their analogues on the Heisenberg group at time 1. Realizing $SU(2)$ as $\mathbb{S}^3$, we then generalize these results to higher-order odd-dimensional spheres equipped with their natural subRiemannian structure, where the limiting spaces are now the higher-dimensional Heisenberg groups.

math.AP↗
arXiv2017

Convergence of the empirical spectral measure of unitary Brownian motion

Let $\{U^N_t\}_{t\ge 0}$ be a standard Brownian motion on $\mathbb{U}(N)$. For fixed $N\in\mathbb{N}$ and $t>0$, we give explicit bounds on the $L_1$-Wasserstein distance of the empirical spectral measure of $U^N_t$ to both the ensemble-averaged spectral measure and to the large-$N$ limiting measure identified by Biane. We are then able to use these bounds to control the rate of convergence of paths of the measures on compact time intervals. The proofs use tools developed by the first author to study convergence rates of the classical random matrix ensembles, as well as recent estimates for the convergence of the moments of the ensemble-average spectral distribution.

math.PR↗
arXiv2013

Hypoelliptic heat kernels on infinite-dimensional Heisenberg groups

We study the law of a hypoelliptic Brownian motion on an infinite-dimensional Heisenberg group based on an abstract Wiener space. We show that the endpoint distribution, which can be seen as a heat kernel measure, is absolutely continuous with respect to a certain product of Gaussian and Lebesgue measures, that the heat kernel is quasi-invariant under translation by the Cameron-Martin subgroup, and that the Radon-Nikodym derivative is Malliavin smooth.

math.PR↗
arXiv2011

A subelliptic Taylor isomorphism on infinite-dimensional Heisenberg groups

Let $G$ denote an infinite-dimensional Heisenberg-like group, which is a class of infinite-dimensional step 2 stratified Lie groups. We consider holomorphic functions on $G$ that are square integrable with respect to a heat kernel measure which is formally subelliptic, in the sense that all appropriate finite dimensional projections are smooth measures. We prove a unitary equivalence between a subclass of these square integrable holomorphic functions and a certain completion of the universal enveloping algebra of the "Cameron-Martin" Lie subalgebra. The isomorphism defining the equivalence is given as a composition of restriction and Taylor maps.

math.PR↗
arXiv2011

Quasi-invariance for heat kernel measures on sub-Riemannian infinite-dimensional Heisenberg groups

We study heat kernel measures on sub-Riemannian infinite-dimensional Heisenberg-like Lie groups. In particular, we show that Cameron-Martin type quasi-invariance results hold in this subelliptic setting and give $L^p$-estimates for the Radon-Nikodym derivatives. The main ingredient in our proof is a generalized curvature-dimension estimate which holds on approximating finite-dimensional projection groups. Such estimates were first introduced by Baudoin and Garofalo in \cite{BaudoinGarofalo2011}.

math.PR↗
arXiv2009

Heat kernel analysis on semi-infinite Lie groups

This paper studies Brownian motion and heat kernel measure on a class of infinite dimensional Lie groups. We prove a Cameron-Martin type quasi-invariance theorem for the heat kernel measure and give estimates on the $L^p$ norms of the Radon-Nikodym derivatives. We also prove that a logarithmic Sobolev inequality holds in this setting.

math.PR↗
arXiv2009

Malliavin calculus for Lie group-valued Wiener functions

Let G be a Lie group equipped with a set of left invariant vector fields. These vector fields generate a function ξon Wiener space into G via the stochastic version of Cartan's rolling map. It is shown here that, for any smooth function f with compact support, f(ξ) is Malliavin differentiable to all orders and these derivatives belong to L^p(μ) for all p>1, where μis Wiener measure.

math.PR↗
arXiv2009

Hypoelliptic heat kernel inequalities on Lie groups

This paper discusses the existence of gradient estimates for second order hypoelliptic heat kernels on manifolds. It is now standard that such inequalities, in the elliptic case, are equivalent to a lower bound on the Ricci tensor of the Riemannian metric. For hypoelliptic operators, the associated "Ricci curvature" takes on the value -\infty at points of degeneracy of the semi-Riemannian metric associated to the operator. For this reason, the standard proofs for the elliptic theory fail in the hypoelliptic setting. This paper presents recent results for hypoelliptic operators. Malliavin calculus methods transfer the problem to one of determining certain infinite dimensional estimates. Here, the underlying manifold is a Lie group, and the hypoelliptic operators are invariant under left translation. In particular, "L^p-type" gradient estimates hold for p\in(1,\infty), and the p=2 gradient estimate implies a Poincaré estimate in this context.

math.AP↗