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In this paper we prove a sharp defective log-Sobolev inequality on H-type groups. Then we use such an inequality to show exponential integrability of Lipschitz functions with respect to the heat kernel measure. A defective log-Sobolev-type inequality for the Gaussian-like measure with respect to the sub-Riemannian distance is also proved on arbitrary H-type groups., Comment: 20 pages. Comments are welcome!

We show that for ultracontractive irreducible Dirichlet metric measure spaces, the Dirichlet spectrum is discrete for a restriction to any connected open set without any assumption on regularity of the boundary. The main applications include small deviations for the corresponding Hunt process and large time asymptotics for the generalized heat content. Our examples include Riemannian and sub-Riemannian manifolds, as well as non-smooth and fractal spaces., Comment: Minor changes, added references

We study heat kernel rigidity for the Lie group $\operatorname{SU}\left( 2 \right)$ kernel equipped with a sub-Riemannian structure. We prove that a metric measure space equipped with a heat kernel of a special form is bundle-isometric to the Hopf fibration $\operatorname{U}\left( 1 \right)\to \operatorname{SU}\left( 2 \right)\to \mathbb{CP}^1$, which coincides with the sub-Riemannian sphere $\operatorname{SU}\left( 2 \right)$.

We use the SLE$_\kappa$ loop measure to construct a natural representation of the Virasoro algebra of central charge $c = c(\kappa) \le 1$. In particular, we introduce a non-degenerate bilinear Hermitian form (and non positive-definite) using the SLE loop measure and show that the representation is indefinite unitary. Our proof relies on the infinitesimal conformal restriction property of the SLE loop measure., Comment: 25 pages, to appear in J. Math. Pures Appl

We study stability under tensorization and projection-type operations of gradient-type estimates and other functional inequalities for Markov semigroups on metric spaces. Using transportation-type inequalities obtained by F. Baudoin and N. Eldredge in 2021, we prove that constants in the gradient estimates can be chosen to be independent of the dimension. Our results are applicable to hypoelliptic diffusions on sub-Riemannian manifolds and some hypocoercive diffusions. As a byproduct, we obtain dimension-independent reverse Poincar\'{e}, reverse logarithmic Sobolev, and gradient bounds for Lie groups with a transverse symmetry and for non-isotropic Heisenberg groups., Comment: 28 pages

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., Comment: 35 pages

We consider sub-Riemannian manifolds which are homogeneous spaces equipped with a natural sub-Riemannian structure induced by a transitive action by a Lie group. In such a setting, the corresponding sub-Laplacian is not an elliptic but a hypoelliptic operator. We study logarithmic Sobolev inequalities with respect to the hypoelliptic heat kernel measure on such homogeneous spaces. We show that the logarithmic Sobolev constant can be chosen to depend only on the Lie group acting transitively on such a homogeneous space but the constant is independent of the action of its isotropy group. This approach allows us to track the dependence of the logarithmic Sobolev constant on the geometry of the underlying space, in particular we are able to show that the logarithmic Sobolev constants is independent of the dimension of the underlying spaces in several examples. We illustrate the results by considering the Grushin plane, non-isotropic Heisenberg groups, Heisenberg-like groups, Hopf fibration, $\operatorname{SO}(3)$, $\operatorname{SO}(4)$, and compact Heisenberg manifolds.

We introduce a theory of non-commutative $L^{p}$ spaces suitable for non-commutative probability in a non-tracial setting and use it to develop stochastic analysis of Grassmann-valued processes, including martingale inequalities, stochastic integrals with respect to Grassmann It\^o processes, Girsanov's formula and a weak formulation of Grassmann SDEs. We apply this new setting to the construction of several unbounded random variables including a Grassmann analog of the $\Phi^{4}_{2}$ Euclidean QFT in a bounded region and weak solution to singular SPDEs in the spirit of the early work of Jona-Lasinio and Mitter on the stochastic quantisation of $\Phi^{4}_{2}$., Comment: 59 pages

In this note we provide bounds on the spectral gap for the Dirichlet sub-Laplacians on $H$-type groups. We use probabilistic techniques and in particular small deviations of the corresponding hypoelliptic Brownian motion.

We study several notions of null sets on infinite-dimensional Carnot groups. We prove that a set is Aronszajn null if and only if it is null with respect to measures that are convolutions of absolutely continuous (CAC) measures on Carnot subgroups. The CAC measures are the non-abelian analogue of cube measures. In the case of infinite-dimensional Heisenberg-like groups we also show that being null in the previous senses is equivalent to being null for all heat kernel measures. Additionally, we show that infinite-dimensional Carnot groups that have locally compact commutator subgroups have the structure of Banach manifolds. There are a number of open questions included as well., Comment: 37 pages, comments welcome

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., Comment: This version is greatly revised and expanded in scope to include the case of sub-Riemannian random walks with Gaussian samples in Carnot groups of any step. A new author, Dan Mikulincer, has been added. Comments are welcome

We first provide a stochastic formula for the Carath\'eodory distance in terms of general Markovian couplings and prove a comparison result between the Carath\'eodory distance and the complete K\"ahler metric with a negative lower curvature bound using the Kendall-Cranston coupling. This probabilistic approach gives a version of the Schwarz lemma on complete non-compact K\"ahler manifolds with a further decomposition Ricci curvature into the orthogonal Ricci curvature and the holomorphic sectional curvature, which cannot be obtained by using Yau--Royden's Schwarz lemma. We also prove coupling estimates on quaternionic K\"ahler manifolds. As a byproduct, we obtain an improved gradient estimate of positive harmonic functions on K\"ahler manifolds and quaternionic K\"ahler manifolds under lower curvature bounds.

We prove that the canonical sub-Laplacian on $SU(2)$ admits a uniform modified log-Sobolev inequality for all its matrix-valued functions, independent of the matrix dimension. This is the first example of sub-Laplacian that a matrix-valued modified log-Sobolev inequality has been obtained. We also show that on Lie groups, the heat kernel measure $p_t$ at time $t$ admits matrix-valued modified log-Sobolev constants of order $O(t^{-1})$., Comment: v2, 30 pages, Section 4 added. Comments are welcome!

We consider sub-Laplacians in open bounded sets in a homogeneous Carnot group and study their spectral properties. We prove that these operators have a pure point spectrum, and prove the existence of the spectral gap. In addition, we give applications to the small ball problem for a hypoelliptic Brownian motion and the large time behavior of the heat content in a regular domain.

We define the orthogonal Bakry-\'Emery tensor as a generalization of the orthogonal Ricci curvature, and then study diameter theorems on K\"ahler and quaternionic K\"ahler manifolds under positivity assumption on the orthogonal Bakry-\'Emery tensor. Moreover, under such assumptions on the orthogonal Bakry-\'Emery tensor and the holomorphic or quaternionic sectional curvature on a K\"ahler manifold or a quaternionic K\"ahler manifold respectively, the Bonnet-Myers type diameter bounds are sharper than in the Riemannian case., Comment: Update minor typos

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.

We study logarithmic Sobolev inequalities with respect to a heat kernel measure on finite-dimensional and infinite-dimensional Heisenberg groups. Such a group is the simplest non-trivial example of a sub-Riemannian manifold. First we consider logarithmic Sobolev inequalities on non-isotropic Heisenberg groups. These inequalities are considered with respect to the hypoelliptic heat kernel measure, and we show that the logarithmic Sobolev constants can be chosen to be independent of the dimension of the underlying space. In this setting, a natural Laplacian is not an elliptic but a hypoelliptic operator. The argument relies on comparing logarithmic Sobolev constants for the three-dimensional non-isotropic and isotropic Heisenberg groups, and tensorization of logarithmic Sobolev inequalities in the sub-Riemannian setting. Furthermore, we apply these results in an infinite-dimensional setting and prove a logarithmic Sobolev inequality on an infinite-dimensional Heisenberg group modelled on an abstract Wiener space., Comment: minor edits

Convergence to equilibrium of underdamped Langevin dynamics is studied under general assumptions on the potential $U$ allowing for singularities. By modifying the direct approach to convergence in $L^2$ pioneered by F. H\'erau and developped by Dolbeault, Mouhot and Schmeiser, we show that the dynamics converges exponentially fast to equilibrium in the topologies $L^2(d\mu)$ and $L^2(W^* d\mu)$, where $\mu$ denotes the invariant probability measure and $W^*$ is a suitable Lyapunov weight. In both norms, we make precise how the exponential convergence rate depends on the friction parameter $\gamma$ in Langevin dynamics, by providing a lower bound scaling as $\min(\gamma, \gamma^{-1})$. The results hold for usual polynomial-type potentials as well as potentials with singularities such as those arising from pairwise Lennard-Jones interactions between particles.

A small ball problem and Chung's law of iterated logarithm for a hypoelliptic Brownian motion in Heisenberg group are proven. In addition, bounds on the limit in Chung's law are established.

Onsager-Machlup functionals are used to describe the dynamics of a continuous stochastic process. For a stochastic process taking values in a Riemannian manifold, they have been studied extensively. We describe the Onsager-Machlup functional with respect to the sup norm for a hypoelliptic Brownian motion on a Heisenberg group. Unlike in the Riemannian case we do not rely on the tools from differential geometry such as comparison theorems or curvature bounds as these are not easily available in the sub-Riemannian setting. In addition, we study fine properties of trajectories of the hypoelliptic Brownian motion, including a new notion of horizontal continuous curves., Comment: Major revision including the new notion of horizontal continuous curves

This paper studies convergence to equilibrium for second-order Langevin dynamics under general growth conditions on the potential. Although we are principally motivated by the case when the potential is singular, e.g. when the dynamics has repulsive forces and/or interactions, the results presented in this paper hold more generally. In particular, our main result is that, given (very) basic structural and growth conditions on the potential, the dynamics relaxes to equilibrium exponentially fast in an explicitly measurable way. The ``explicitness" of this result comes directly from the constants appearing in the growth conditions, which can all be readily estimated, and a local Poincar\'{e} constant for the invariant measure $\mu$. This result is applied to the specific situation of a singular interaction and polynomial confining well to provide explicit estimates on the exponential convergence rate $e^{-\sigma}$ in terms of the number $N \geqslant 1$ of particles in the system. We will see that $\sigma \geqslant c/(\rho \vee N^p)$, where $\rho>0$ is the local Poincar\'{e} constant for $\mu$ and $c>0, p\geqslant 1$ are constants that are independent of $N$., Comment: Minor corrections, the version to appear in the Archive for Rational Mechanics and Analysis

In this note we show how results in \cite{BaudoinBonnefont2016, BaudoinGarofalo2013, CoulhonJiangKoskelaSikora2017} yield the Cheng-Yau estimate on two classes of sub-Riemannian manifolds: Carnot groups and sub-Riemannian manifolds satisfying a generalized curvature-dimension inequality., Comment: 9 pages

We study gradient bounds and other functional inequalities for the diffusion semigroup generated by Kolmogorov type operators. The focus is on two different methods: coupling techniques and generalized $\Gamma$-calculus techniques. The advantages and drawbacks of each of these methods are discussed., Comment: 30 pages

We consider a perturbation of a Hilbert space-valued Ornstein--Uhlenbeck process by a class of singular nonlinear non-autonomous maximal monotone time-dependent drifts. The only further assumption on the drift is that it is bounded on balls in the Hilbert space uniformly in time. First we introduce a new notion of generalized solutions for such equations which we call pseudo-weak solutions and prove that they always exist and obtain pathwise estimates in terms of the data of the equation. Then we prove that their laws are absolutely continuous with respect to the law of the original Ornstein--Uhlenbeck process. In particular, we show that pseudo-weak solutions always have continuous sample paths. In addition, we obtain integrability estimates of the associated Girsanov densities. Some of our results concern non-random equations as well, while probabilistic results are new even in finite-dimensional autonomous settings., Comment: minor revision

A classical aspect of Riemannian geometry is the study of estimates that hold uniformly over some class of metrics. The best known examples are eigenvalue bounds under curvature assumptions. In this paper, we study the family of all left-invariant geometries on $\mathrm{SU}(2)$. We show that left-invariant geometries on $\mathrm{SU}(2)$ are uniformly doubling and give a detailed estimate of the volume of balls that is valid for any of these geometries and any radius. We discuss a number of consequences concerning the spectrum of the associated Laplacians and the corresponding heat kernels., Comment: 40 pages. Further corrections and references

We prove several versions of Driver's integration by parts formula for the horizontal Wiener measure on a totally geodesic Riemannian foliation and prove that the horizontal Wiener measure has a quasi-invariance property with respect to flows generated by suitable tangent processes.

We construct a non-Markovian coupling for hypoelliptic diffusions which are Brownian motions in the three-dimensional Heisenberg group. We then derive properties of this coupling such as estimates on the coupling rate, and upper and lower bounds on the total variation distance between the laws of the Brownian motions. Finally we use these properties to prove gradient estimates for harmonic functions for the hypoelliptic Laplacian which is the generator of Brownian motion in the Heisenberg group., Comment: 42 pages. To appear in Annals of Probability

One way to interpret smoothness of a measure in infinite dimensions is quasi-invariance of the measure under a class of transformations. Usually such settings lack a reference measure such as the Lebesgue or Haar measure, and therefore we can not use smoothness of a density with respect to such a measure. We describe how a functional inequality can be used to prove quasi-invariance results in several settings. In particular, this gives a different proof of the classical Cameron-Martin (Girsanov) theorem for an abstract Wiener space. In addition, we revisit several more geometric examples, even though the main abstract result concerns quasi-invariance of a measure under a group action on a measure space.

We consider two unitary representations of the infinite-dimensional groups of smooth paths with values in a compact Lie group. The first representation is induced by quasi-invariance of the Wiener measure, and the second representation is the energy representation. We define these representations and their basic properties, and then we prove that these representations are unitarily equivalent., Comment: This an article to be published in "Zapiski Seminarov POMI" dedicated to the memory of Mi.I.Gordin

The starting point of our analysis is an old idea of writing an eigenfunction expansion for a heat kernel considered in the case of a hypoelliptic heat kernel on a nilpotent Lie group $G$. One of the ingredients of this approach is the generalized Fourier transform. The formula one gets using this approach is explicit as long as we can find all unitary irreducible representations of $G$. In the current paper we consider an $n$-step nilpotent Lie group $G_{n}$ as an illustration of this technique. First we apply Kirillov's orbit method to describe these representations for $G_{n}$. This allows us to write the corresponding hypoelliptic heat kernel using an integral formula over a Euclidean space. As an application, we describe a short-time behavior of the hypoelliptic heat kernel in our case.

We consider different sub-Laplacians on a sub-Riemannian manifold $M$. Namely, we compare different natural choices for such operators, and give conditions under which they coincide. One of these operators is a sub-Laplacian we constructed previously in \cite{GordinaLaetsch2014a}. This operator is canonical with respect to the horizontal Brownian motion, we are able to define the sub-Laplacian without some a priori choice of measure. The other operator is $\operatorname{div}^{\omega} \operatorname{grad}_{\mathcal{H}}$ for some volume form $\omega$ on $M$. We illustrate our results by examples of three Lie groups equipped with a sub-Riemannian structure: $\operatorname{SU}\left( 2 \right)$, the Heisenberg group and the affine group.

This paper considers a classical question of approximation of Brownian motion by a random walk in the setting of a sub-Riemannian manifold $M$. To construct such a random walk we first address several issues related to the degeneracy of such a manifold. In particular, we define a family of sub-Laplacian operators naturally connected to the geometry of the underlining manifold. In the case when $M$ is a Riemannian (non-degenerate) manifold, we recover the Laplace-Beltrami operator. We then construct the corresponding random walk, and under standard assumptions on the sub-Laplacian and $M$ we show that this random walk weakly converges to a process, horizontal Brownian motion, whose infinitesimal generator is the sub-Laplacian. An example of the Heisenberg group equipped with a standard sub-Riemannian metric is considered in detail, in which case the sub-Laplacian we introduced is shown to be the sum of squares (H\"{o}rmander's) operator., Comment: minor changes including title change

We consider the Harnack inequality for harmonic functions with respect to three types of infinite dimensional operators. For the infinite dimensional Laplacian, we show no Harnack inequality is possible. We also show that the Harnack inequality fails for a large class of Ornstein-Uhlenbeck processes, although functions that are harmonic with respect to these processes do satisfy an a priori modulus of continuity. Many of these processes also have a coupling property. The third type of operator considered is the infinite dimensional analog of operators in H\"{o}rmander's form. In this case a Harnack inequality does hold., Comment: Minor revision of the previous version

The infinitesimal generators of L\'evy processes in Euclidean space are pseudo-differential operators with symbols given by the L\'evy-Khintchine formula. This classical analysis relies heavily on Fourier analysis which in the case when the state space is a Lie group becomes much more subtle. Still the notion of pseudo-differential operators can be extended to connected, simply connected nilpotent Lie groups by employing the Weyl functional calculus. With respect to this definition, the generators of L\'evy processes in the simplest step 3 nilpotent Lie group $G$ are pseudo-differential operators which admit $C_c(G)$ as its core.

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}.

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., Comment: Initially posted in June 2011, with minor corrections in November 2011

Dimension-independent Harnack inequalities are derived for a class of subordinate semigroups. In particular, for a diffusion satisfying the Bakry-Emery curvature condition, the subordinate semigroup with power $\alpha$ satisfies a dimension-free Harnack inequality provided $\alpha \in(1/2, 1)$, and it satisfies the log-Harnack inequality for all $\alpha \in (0,1).$ Some infinite-dimensional examples are also presented.

We introduce a class of non-commutative, complex, infinite-dimensional Heisenberg like Lie groups based on an abstract Wiener space. The holomorphic functions which are also square integrable with respect to a heat kernel measure $\mu$ on these groups are studied. In particular, we establish a unitary equivalence between the square integrable holomorphic functions and a certain completion of the universal enveloping algebra of the "Lie algebra" of this class of groups. Using quasi-invariance of the heat kernel measure, we also construct a skeleton map which characterizes globally defined functions from the $L^{2}(\nu)$-closure of holomorphic polynomials by their values on the Cameron-Martin subgroup.

We introduce a class of non-commutative Heisenberg like infinite dimensional Lie groups based on an abstract Wiener space. The Ricci curvature tensor for these groups is computed and shown to be bounded. Brownian motion and the corresponding heat kernel measures, $\{\nu_t\}_{t>0},$ are also studied. We show that these heat kernel measures admit: 1) Gaussian like upper bounds, 2) Cameron-Martin type quasi-invariance results, 3) good $L^p$ -- bounds on the corresponding Radon-Nykodim derivatives, 4) integration by parts formulas, and 5) logarithmic Sobolev inequalities. The last three results heavily rely on the boundedness of the Ricci tensor.

An embedding of the group $\Diff(S^{1})$ of orientation preserving diffeomorphims of the unit circle $S^1$ into an infinite-dimensional symplectic group, $\Sp(\infty)$, is studied. The authors prove that this embedding is not surjective. A Brownian motion is constructed on $\Sp(\infty)$. This study is motivated by recent work of H. Airault, S. Fang and P. Malliavin.

We show that the logarithmic derivatives of the convolution heat kernels on a uni-modular Lie group are exponentially integrable. This result is then used to prove an "integrated" Harnack inequality for these heat kernels. It is shown that this integrated Harnack inequality is equivalent to a version of Wang's Harnack inequality. (A key feature of all of these inequalities is that they are dimension independent.) Finally, we show these inequalities imply quasi-invariance properties of heat kernel measures for two classes of infinite dimensional "Lie" groups., Comment: 41 pages A section added where we show that this integrated Harnack inequality is equivalent to a version of Wang's Harnack inequality. New abstract