Stable non-Gaussian random processes , by G. Samorodnitsky and M. S. Taqqu. Pp. 632. £49.50. 1994. ISBN 0-412-05171-0 (Chapman and Hall).

We prove a version of Talagrand's concentration inequality for subordinated sub-Laplacian on a compact Riemannian manifold using tools from noncommutative geometry. As an application, motivated by quantum information theory, we show that on a finite dimensional matrix algebra the set of self-adjoint generators satisfying a tensor stable modified logarithmic Sobolev inequality is dense.

Fisher Information and Logarithmic Sobolev Inequality for Matrix Valued Functions

We prove a version of Talagrand’s concentration inequality for subordinated sub-Laplacians on a compact Riemannian manifold using tools from noncommutative geometry. As an application, motivated by quantum information theory, we show that on a finite-dimensional matrix algebra the set of self-adjoint generators satisfying a tensor stable modified logarithmic Sobolev inequality is dense.

Fisher Information and Logarithmic Sobolev Inequality for Matrix-Valued Functions

The Packing and covering functions of some self-similar fractals

We derive general results on the small deviation behavior for some classes of iterated processes. This allows us, in particular, to calculate the rate of the small deviations for n-iterated Brownian motions and, more generally, for the iteration of n fractional Brownian motions. We also give a new and correct proof of some results in E. Nane, Electron. J. Probab. 11 (2006), no. 18, 434--459.

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On the Small Deviation Problem for Some Iterated Processes

Let A = ` A(t) ́ t­0 be a subordinator. Given a compact set K ⊂ [0,∞) we prove two-sided estimates for the covering numbers of the random set {A(t) : t ∈ K} which depend on the Laplace exponent Φ of A and on the covering numbers of K. This extends former results in the case K = [0, 1]. Using this we find the behavior of the small deviation probabilities for subordinated processes ` WH ` A(t) ́ ́ t∈K , where WH is a fractional Brownian motion with Hurst index 0 < H < 1. The results are valid in the quenched as well as in the annealed case. In particular, those questions are investigated for Gamma processes. Here some surprising new phenomena appear. As application of the general results we find the behavior of log P (supt∈K |Zα(t)| < ε) as ε→ 0 for the α-stable Lévy motion Zα. For example, if K is a self-similar set with Hausdorff dimension D > 0, then this behavior is of order −ε−αD in complete accordance with the Gaussian case α = 2. 2000 AMS Mathematics Subject Classification: Primary: 60G51; Secondary: 60G15, 60G52, 28A80, 60G18.

W. Linde

Papers

Small deviation of subordinated processes over compact sets