Uniformly integrable operators and large deviations for Markov processes
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compact operatorsFeynman-Kac formulaGirsanov formulahypercontractivitylarge deviationsPerron-Frobenius theoremsspectral gapuniformly integrable operators
Hermitian and normal operators (spectral measures, functional calculus, etc.) (47B15) Markov semigroups and applications to diffusion processes (47D07) Applications of operator theory in probability theory and statistics (47N30) Large deviations (60F10) Transition functions, generators and resolvents (60J35)
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Cited in
(65)- Large deviations in operator form
- Lyapunov conditions for super Poincaré inequalities
- Upper bound estimates of the Cramér functionals for Markov processes
- Harnack and functional inequalities for generalized Mehler semigroups.
- Functional inequalities and spectrum estimates: The infinite measure case
- Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems.
- Stable limits for Markov chains via the principle of conditioning
- Large deviations of empirical measures of diffusions in weighted topologies
- Harnack and shift Harnack inequalities for degenerate (functional) stochastic partial differential equations with singular drifts
- A. de Moivre theorem revisited
- Asymptotics of stochastic Burgers equation with jumps
- Geometric ergodicity in a weighted Sobolev space
- Moderate deviation principles for unbounded additive functionals of distribution dependent SDEs
- Spectral gaps for hyperbounded operators
- Moderate deviations for nonhomogeneous Markov chains
- On hyperboundedness and spectrum of Markov operators
- Harnack inequality and applications for stochastic generalized porous media equations
- Large deviations in total variation of occupation measures of one-dimensional diffusions
- Transportation-information inequalities for Markov processes
- Criteria of spectral gap for Markov operators
- Rate of convergence for ergodic continuous Markov processes: Lyapunov versus Poincaré
- Large deviations of kernel density estimator in \(L^1(\mathbb R^d)\) for uniformly ergodic Markov processes
- Spectral gap of positive operators and applications
- Large deviations for empirical measures of not necessarily irreducible countable Markov chains with arbitrary initial measures
- Quasi-compactness and absolutely continuous kernels
- Transportation inequalities for stochastic differential equations with jumps
- Transport-information inequalities for Markov chains
- Geometric ergodicity of the bouncy particle sampler
- Donsker-Varadhan large deviations for path-distribution dependent SPDEs
- Compactness of semigroups generated by symmetric non-local Dirichlet forms with unbounded coefficients
- A characterization of transportation-information inequalities for Markov processes in terms of dimension-free concentration
- Limit theorems in Wasserstein distance for empirical measures of diffusion processes on Riemannian manifolds
- Asymptotics of sample entropy production rate for stochastic differential equations
- Uniform Exponential Ergodicity of Stochastic Dissipative Systems
- Harnack inequality and applications for stochastic evolution equations with monotone drifts
- Lyapunov exponents of hybrid stochastic heat equations
- Large deviations and mixing for dissipative PDEs with unbounded random kicks
- ON THE COMPACTNESS OF MANIFOLDS
- Spectral gap for hyperbounded operators
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- Hypercontractivity for functional stochastic differential equations
- Large time behaviors of upwind schemes and \(B\)-schemes for Fokker-Planck equations on \(\mathbb{R}\) by jump processes
- Compactness of symmetric Markov semigroups and boundedness of eigenfunctions
- Hypercontractivity and applications for stochastic Hamiltonian systems
- Markov operators defined by Volterra type integrals with advanced argument
- Large deviations for renewal processes
- L^p-uniqueness of Schrödinger operators and the capacitary positive improving property
- An estimate of the gap of spectrum of Schrödinger operators which generate hyperbounded semigroups
- Poincaré inequality for weighted first order Sobolev spaces on loop spaces
- Large deviation principle for occupation measures of stochastic generalized Burgers-Huxley equation
- Stochastic heat equation with Ornstein-Uhlenbeck operator
- Large deviations for random dynamical systems and applications to hidden Markov models
- On the stability of positive semigroups
- Invariance of intrinsic hypercontractivity under perturbation of Schrödinger operators
- Large deviation principle for two time-scale regime-switching processes
- Approximation of BV functions by neural networks: a regularity theory approach
- Dimension-free Harnack inequality and its applications
- Convergence in Wasserstein distance for empirical measures of non-symmetric subordinated diffusion processes
- Large deviation principle of occupation measures for non-linear monotone SPDEs
- Large deviations of kernel density estimator in \(L^1(\mathbb R^d)\) for reversible Markov processes
- A large deviation principle for 2D stochastic Navier-Stokes equation
- Large deviations for Glauber dynamics of continuous gas
- Edgeworth expansions in operator form
- Transportation inequalities for stochastic differential equations of pure jumps
- Exponential convergence in probability for empirical means of Lévy processes
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