We prove new inequalities implying exponential decay of relative entropy functionals for a class of Zeroâ€“Range processes on the complete graph. We first consider the case of uniformly increasingâ€¦ (More)

We prove that the logarithmic-Sobolev constant for Zero-Range Processes in a box of diameter L may depend on L but not on the number of particles. This is a first, but relevant and quite technicalâ€¦ (More)

We study the following synchronous process that we call repeated balls-into-bins. The process is started by assigning n balls to n bins in an arbitrary way. Then, in every subsequent round, one ballâ€¦ (More)

We develop a general technique, based on a Bochner-type identity, to estimate spectral gaps of a class of Markov operator. We apply this technique to various interacting particle systems. Inâ€¦ (More)

We propose a simple stochastic volatility model which is analytically tractable, very easy to simulate and which captures some relevant stylized facts of financial assets, including scalingâ€¦ (More)

We obtain estimates on the exponential rate of decay of the relative entropy from equilibrium for Markov processes with a non-local infinitesimal generator. We adapt some of the ideas coming from theâ€¦ (More)

We propose a simple stochastic model for time series which is analytically tractable, easy to simulate and which captures some relevant stylized facts of financial indexes, including scalingâ€¦ (More)

We develop a general technique, based on the Bakryâ€“Emery approach, to estimate spectral gaps of a class of Markov operator. We apply this technique to various interacting particle systems. Inâ€¦ (More)

Abstract. An unbounded one-dimensional solid-on-solid model with integer heights is studied. Unbounded here means that there is no a priori restrictions on the discrete gradient of the interface. Theâ€¦ (More)