Laurent Saloff-Coste

320A/567 Malott Hall
Ph.D. (1983) and Doctorat d'Etat (1989) Université Paris VI
Research Area
Analysis, potential theory, stochastic processes
I am an analyst who enjoys touching on other areas including probability theory and geometric group theory. I study different aspects of heat diffusion on manifolds from the point of view of both partial differential equations and stochastic processes. I am mainly interested in those properties that relate to the large-scale geometry of the underlying space. For instance, I have recently been trying to understand how heat diffusion is affected by the existence of more than one end on a manifold. Potential theory and functional analysis often provide the framework and tools to study these properties.
I also work on random walks on groups. A random walk is a Markov process (g_n) on a group G where g_n is obtained from g_{n-1} by left multiplication by a random element of a fixed finite generating set of G. For instance, card shuffling methods can be modelized as random walks on the symmetric group S_{52}. In this example, G is finite but G can be infinite. What interests me most in this subject is relating the behavior of random walks to the algebraic structure of the group and to the geometry of its Cayley graphs.
Random walks on finite groups are special examples of finite Markov chains. In the past 10 years, I have worked on quantitative estimates for ergodic finite Markov chains. Some of the most interesting examples of such chains are connected to combinatorial problems that are not tractable by deterministic algorithms but for which a reasonable stochastic algorithm exists. These stochastic algorithms often involve a finite Markov chain as one of the main building blocks. In this context, obtaining quantitative estimates is essential.
Selected Publications
Aspects of Sobolev Type Inequalities, London Mathematical Society Lecture Notes 289, Cambridge University Press, 2002.
Random walks on finite groups; in Probability on Discrete Structures, Encyclopaedia Math. Sci. 110 (H. Kesten, ed.), Springer, Berlin, 2004, pp. 263–346.
Stability results for Harnack inequalities (with A. Grigor'yan), Annales de l’Institut Fourier 55 (2005), 825–890.
Separation cut-offs for birth and death chains (with Persi Diaconis), Annals of Applied Probability 16 (2006), 2098–2122.
Ultracontractivity and embedding into L∞ (with A. Bendikov and T. Coulhon), Mathematische Annalen 337 (2007), 817–853.
Connected Lie groups and property RD (with I. Chatterji and C. Pittet), Duke Math. Journal 137 (2007), 511–535.