11 citations · 27 across the 13 of their papers we have counts for
14 papers
Functional inequalities for a family of infinite-dimensional diffusions with degenerate noise
Fabrice Baudoin, Maria Gordina, David Herzog +2
For a family of infinite-dimensional diffusions with degenerate noise, we develop a modified calculus on finite-dimensional projections of the equation in order to produce expl…
Large deviations principle for sub-Riemannian random walks
Maria Gordina, Tai Melcher, Dan Mikulincer +1
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 co…
Quasi-invariance for infinite-dimensional Kolmogorov diffusions
Fabrice Baudoin, Maria Gordina, Tai Melcher
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…
Stochastic integrals and Brownian motion on abstract nilpotent Lie groups
Tai Melcher
We construct a class of iterated stochastic integrals with respect to Brownian motion on an abstract Wiener space which allows for the definition of Brownian motions on a general c…
Small-time asymptotics for subelliptic Hermite functions on and the CR sphere
Joshua Campbell, Tai Melcher
We show that, under a natural scaling, the small-time behavior of the logarithmic derivatives of the subelliptic heat kernel on converges to their analogues on the Heisenbe…
Convergence of the empirical spectral measure of unitary Brownian motion
Elizabeth Meckes, Tai Melcher
Let be a standard Brownian motion on . For fixed and , we give explicit bounds on the -Wasserstein distance of the em…