Let @math be a discrete time Markov chain on a general state space. It is well-known that if @math is aperiodic and satisfies a drift and minorization condition, then it converges to its stationary distribution @math at an exponential rate. We consider the problem of computing upper bounds for the distance from stationarity in terms of the drift and minorization data. Baxendale showed that these bounds improve significantly if one assumes that @math is reversible with nonnegative eigenvalues (i.e. its transition kernel is a self-adjoint operator on @math with spectrum contained in @math ). We identify this phenomenon as a special case of a general principle: for a reversible chain with nonnegative eigenvalues, any strong random time gives direct control over the convergence rate. We formulate this principle precisely and deduce from it a stronger version of Baxendale's result. Our approach is fully quantitative and allows us to convert drift and minorization data into explicit convergence bounds. We show that these bounds are tighter than those of Rosenthal and Baxendale when applied to a well-studied example.
In the case @math , the decay rate @math of the law of @math was identified by Roberts and Tweedie @cite_18 (who use the notation @math ). Theorem 4.1(i) of @cite_18 is equivalent to a bound of the form [ (T > t) ( const ) (V)^r t ^t. ] Theorem slightly improves this result by removing the factor of @math and generalizing to the case @math .
@cite_18
2046838574 2048123872 2102318662 2100781154
We prove sharp pointwise t−3 decay for scalar linear perturbations of a Schwarzschild black hole without symmetry assumptions on the data. We also consider electromagnetic and gravitational perturbations for which we obtain decay rates t−4, and t−6, respectively. We proceed by decomposition into angular momentum l and summation of the decay estimates on the Regge-Wheeler equation for fixed l. We encounter a dichotomy: the decay law in time is entirely determined by the asymptotic behavior of the Regge-Wheeler potential in the far field, whereas the growth of the constants in l is dictated by the behavior of the Regge-Wheeler potential in a small neighborhood around its maximum. In other words, the tails are controlled by small energies, whereas the number of angular derivatives needed on the data is determined by energies close to the top of the Regge-Wheeler potential. This dichotomy corresponds to the well-known principle that for initial times the decay reflects the presence of complex resonances generated by the potential maximum, whereas for later times the tails are determined by the far field. However, we do not invoke complex resonances at all, but rely instead on semiclassical Sigal-Soffer type propagation estimates based on a Mourre bound near the top energy. Author(s): Tataru, D | Abstract: In this article we study the pointwise decay properties of solutions to the wave equation on a class of stationary asymptotically flat backgrounds in three space dimensions. Under the assumption that uniform energy bounds and a weak form of local energy decay hold forward in time we establish a @math local uniform decay rate for linear waves. This work was motivated by open problems concerning decay rates for linear waves on Schwarzschild and Kerr backgrounds, where such a decay rate has been conjectured by R. Price. Our results apply to both of these cases. We study the maximum of a Gaussian field on @math ( @math ) whose correlations decay logarithmically with the distance. Kahane Kah85 introduced this model to construct mathematically the Gaussian multiplicative chaos in the subcritical case. Duplantier, Rhodes, Sheffield and Vargas DRSV12a DRSV12b extended Kahane's construction to the critical case and established the KPZ formula at criticality. Moreover, they made in DRSV12a several conjectures on the supercritical case and on the maximum of this Gaussian field. In this paper we resolve Conjecture 12 in DRSV12a : we establish the convergence in law of the maximum and show that the limit law is the Gumbel distribution convoluted by the limit of the derivative martingale. The spatial decay properties of Wannier functions and related quantities have been investigated using analytical and numerical methods. We find that the form of the decay is a power law times an exponential, with a particular power-law exponent that is universal for each kind of quantity. In one dimension we find an exponent of @math for Wannier functions, @math for the density matrix and for energy matrix elements, and @math or @math for different constructions of nonorthonormal Wannier-like functions.