Logarithmic Sobolev Inequalities for Two-Sided Birth-Death Processes

In this paper, we study the logarithmic Sobolev inequalities for two-sided birth-death processes. An estimate of the logarithmic Sobolev constant α for a two-sided birth-death process is obtained by the Hardy-type inequality and a criteria for a is also presented.

Moderate deviations and hypothesis testing for signal detection problem

We use moderate deviations to study the signal detection problem for a diffusion model.We establish a moderate deviation principle for the log-likelihood function of the diffusion model.Then applying the moderate deviation estimates to hypothesis testing for signal detection problem we give a decision region such that its error probability of the second kind tends to zero with faster speed than the error probability of the first kind when the error probability of the first kind is approximated by e-αr(T),where α>0,r(T)=o(T) and r(T) →∞ as the observation time T goes to infinity.

Berry-Esseen bounds and Cramér type large deviations for eigenvalues of random matrices.

We establish Berry-Esseen bounds and Cramér type large deviations for the eigenvalues of Wigner Hermitian matrices in the bulk and at the edge cases. Similar results are also obtained for covariance matrices.

Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators

We study deviation inequalities for some quadratic Wiener functionals and moderate deviations for parameter estimators in a linear stochastic differential equation model.Firstly,we give some estimates for Laplace integrals of the quadratic Wiener functionals by calculating the eigenvalues of the associated HilbertSchmidt operators.Then applying the estimates,we establish deviation inequalities for the quadratic functionals and moderate deviation principles for the parameter estimators.

Moderate deviations and functional limits for random processes with stationary and independent increments

We first give a functional moderate deviation principle for random processes with stationary and independent increments under the Ledoux's condition.Then we apply the result to laws of the iterated logarithm.

Weak entropy inequalities and entropic convergence

A criterion for algebraic convergence of the entropy is presented and an algebraic convergence result for the entropy of an exclusion process is improved. A weak entropy inequality is considered and its relationship to entropic convergence is discussed.