陈木法
概率论与相关领域
个性化签名
- 姓名:陈木法
- 目前身份:
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学术头衔:
博士生导师, 中国科学院院士
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学科领域:
数学
- 研究兴趣:概率论与相关领域
陈木法,教授,博士生导师,院士。1983年11月获北京师范大学理学博士学位,是中国自己培养的第一批博士之一。自1980年起任教于北京师范大学数学系,从事概率论研究。1985年起任教授,1990年起为博士生导师,其间1986年10月至1987年9月曾任英国Edinburgh大学研究员。2003年起为中国科学院院士。主要从事概率论与相关领域的研究工作。将概率方法引入第一特征值估计研究 并找到了下界估计的统一的变分公式,使得三个方面的主特征值估计得到全面改观;找到了诸不等式的显式判别准则和关系图,拓宽了遍历理论,发展了谱理论;最早研究马氏耦合并得出一条基本定理,更新了耦合理论并开拓了一系列新应用;最先从非平衡统计物理中引进无穷维反应扩散过程,解决了过程的构造、平衡态的存在性和唯一性等根本课题,此方向今已成为国际上粒子系统研究的重要分支;完成了一般或可逆跳过程的唯一性准则并找到唯一性的强有力的充分条件,得到非常广泛的应用;彻底解决了"转移概率函数的可微性"等难题,建立了跳过程的系统理论。
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5008
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1
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876
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成果数
20
【期刊论文】A NEW STORY OF ERGODIC THEORY
陈木法, Mu-Fa Chen
,-0001,():
-1年11月30日
In the recent years, a great effort has been made to develop a new ergodic theory for Markov processes. It is mainly concerned with the study on several different inequalities. Some of them are very classical but some of them are rather new. The Liggett-Stroock form of Nash-type inequalities, the related ones and their comparison are discussed. Based on some new isoperimetric or Cheeger's constants, a simple su
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【期刊论文】APPLICATION OF COUPLING METHOD TO THE FIRST EIGENVALUE ON MANIFOLD
陈木法, Mu-Fa Chen and Feng-Yu Wang
Science in China (A) 37: 1(1994), 1-14,-0001,():
-1年11月30日
By using a coupling technique, this paper presents some lower bounds of the first eigenvalue
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【期刊论文】OPTIMAL MARKOVIAN COUPLINGS AND APPLICATIONS
陈木法, Mu-Fa Chen
Acta Math. Sinica (New Series), 10: 3, 260-275, 1994,-0001,():
-1年11月30日
This paper is devoted to studying a new topic: optimal Markovian couplings, mainly for time-continuous Markov processes. The study emphasizes the analysis of the coupling operators rather than the processes. Some constructions of optimal Markovian couplings for Markov chains and diffusions are presented, which are often unexpected. Then, the results are applied to study the L2-convergence for Markov chains and for a diffusion on compact manifold. The estimate of the convergent rate provided by this method can be sharp.
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【期刊论文】OPTIMAL COUPLINGS AND APPLICATION TO RIEMANNIAN GEOMETRY
陈木法, Mu-Fa Chen
,-0001,():
-1年11月30日
The talk begins with some backgrounds of our study: The spectral gap for four classes of reversible Markov processes and the relation between the spectral gap and the phase transitions. Then, we introduce two aspects of our recent progress: 1) The estimates of the spectral gap (or the first non-trivial eigenvalue) of Laplacian on compact Riemannian manifold. 2) Optimal Markovian couplings. These explain the precise meaning of the vague title. The resulting estimates are quite unexpected, not only recover the known sharp estimates but also produce some new ones without using anything from the previous proofs. The optimal estimates come from the optimal couplings, which are often out of our probabilistic intuition. It seems to the author that the study of couplings is renewed but there is still a lot to be done. We emphasize the ideas, including the applications of the coupling technique, in terms of some simple examples. It is hoped that the materials presented here could be helpful not only for experts but also for newcomers.
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【期刊论文】ON ERGODIC REGION OF SCHL
陈木法, Mu-Fa Chen
,-0001,():
-1年11月30日
One challenging problem in the context of reaction-diffusions is to prove the ergodicity or non-ergodicity for the Schl
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【期刊论文】ESTIMATION OF THE FIRST EIGENVALUE OF SECOND ORDER ELLIPTIC OPERATORS
陈木法, Mu-Fa Chen and Feng-Yu Wang
J. Funct. Anal. 131: 2 (1995), 345-363,-0001,():
-1年11月30日
This note studies the first non-trivial eigenvalue of second order self-adjoint elliptic operators in Rd. Some lower bounds of the eigenvalue are obtained by using a probabilistic approach and some geometric consideration. In one-dimensional case, an analytic proof is also presented. The resulting bounds can be sharp.
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【期刊论文】ESTIMATES OF LOGARITHMIC SOBOLEV CONSTANT-AN IMPROVEMENT OF BAKRY{EMERY CRITERION
陈木法, Mu-Fa Chen and Feng-Yu Wang
J. Funct. Anal. 144 (1997), 287-300,-0001,():
-1年11月30日
This paper is mainly devoted to estimate the logarithmic Sobolev (abbrev. L.S.) constant for diffusion operators on manifold or in Rd. In most cases, we study the lower bounds but a gener- alization to [9; Theorem 1] for the upper bound is also presented (Theorem 1.5). Based on a simple observation (due to [5]) of the comparison between the L.S. constants for different potentials, the pow-erful Bakry-Emery criterion for the L. S. inequality is improved considerably in the paper, especially for the manifolds with non-positive sectional curvatures (Theorem 1.3 (1)). In terms of our notation:
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【期刊论文】ESTIMATION OF SPECTRAL GAP FOR MARKOV CHAINS
陈木法, Mu-Fa Chen
Acta Math. Sin. New Ser. 12: 4 (1996), pp. 337-360,-0001,():
-1年11月30日
The study of the convergent rate (spectral gap) in the L2-sense is motivated from several differenti elds: probability, statistics, mathematical physics, computer science and so on and it is now an active research topic. Based on a new approach (the coupling technique) introduced in [7] for the estimate of the convergent rate and as a continuation of [4], [5], [7] [9], [23] and [24], this paper studies the estimate of the rate for time-continuous Markov chains. Two variational formulas for the rate are presented here for the first time for birth-death processes. For diffusions, similar results are presented in an accompany paper [10]. The new formulas enable us to recover or improve the main known results. The connection between the sharp estimate and the corresponding eigenfunction is explored and illustrated by various examples. A previous result on optimal Markovian couplings [4] is also extended in the paper.
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【期刊论文】ESTIMATION OF SPECTRAL GAP FOR ELLIPTIC OPERATORS
陈木法, Mu-Fa Chen and Feng-Yu Wang
Trans. Amer. Math. Soc. 349: 3 (1997), 1239-1267,-0001,():
-1年11月30日
A variational formula for the lower bound of the spectral gap of an elliptic operator is presented in the paper for the first time. The main known results are either recovered or improved. A large number of new examples with sharp estimate are illustrated. Moreover, as an application of the march coupling[4], the Poincare inequality with respect to the absolute distribution of the process is also
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【期刊论文】GENERAL FORMULA FOR LOWER BOUND OF THE FIRST EIGENVALUE ON RIEMANNIAN MANIFOLDS
陈木法, Mu-Fa Chen and Feng-Yu Wang
Sci. Sin. 40: 4 (1997), 384-394,-0001,():
-1年11月30日
A general formula for the lower bound of the first eigenvalue on compact Riemannian mani-folds is presented in this paper for the first time. The formula improves the main known sharp estimates including Lichnerowicz's estimate and Zhong-Yang's estimate. Moreover, the results are extended to the noncompact manifolds. The study is based on a probabilistic approach (i.e., the coupling method) introduced by the authors previously.
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