We consider the inequality $f \geqslant f\star f$ for real integrable functions on $d$ dimensional Euclidean space where $f\star f$ denotes the convolution of $f$ with itself. We show that all such functions $f$ are non-negative, which is not the case for the same inequality in $L^p$ for any $1 < p \leqslant 2$, for which the convolution is defined. We also show that all integrable solutions $f$ satisfy $\int f(x){\rm d}x \leqslant \tfrac12$. Moreover, if $\int f(x){\rm d}x = \tfrac12$, then $f$ must decay fairly slowly: $\int |x| f(x){\rm d}x = \infty$, and this is sharp since for all $r< 1$, there are solutions with $\int f(x){\rm d}x = \tfrac12$ and $\int |x|^r f(x){\rm d}x <\infty$. However, if $\int f(x){\rm d}x = : a < \tfrac12$, the decay at infinity can be much more rapid: we show that for all $a<\tfrac12$, there are solutions such that for some $ε>0$, $\int e^{ε|x|}f(x){\rm d}x < \infty$.
We show that every symmetric random variable with log-concave tails satisfies the convex infimum convolution inequality with an optimal cost function (up to scaling). As a result, we obtain nearly optimal comparison of weak and strong moments for symmetric random vectors with independent coordinates with log-concave tails.
Let $(ξ(s))_{s\geq 0}$ be a standard Brownian motion in $d\geq 1$ dimensions and let $(D_s)_{s \geq 0}$ be a collection of open sets in $\R^d$. For each $s$, let $B_s$ be a ball centered at 0 with $\vol(B_s) = \vol(D_s)$. We show that $\E[\vol(\cup_{s \leq t}(ξ(s) + D_s))] \geq \E[\vol(\cup_{s \leq t}(ξ(s) + B_s))]$, for all $t$. In particular, this implies that the expected volume of the Wiener sausage increases when a drift is added to the Brownian motion.
General extensions of an inequality due to Rogozin, concerning the essential supremum of a convolution of probability density functions on the real line, are obtained. While a weak version of the inequality is proved in the very general context of Polish $σ$-compact groups, particular attention is paid to the group \(\mathbb{R}^d\), where the result can combined with rearrangement inequalities for certain linear images for a strong generalization. As a consequence, we obtain a unification and sharpening of both the \(\infty\)-Renyi entropy power inequality for sums of independent random vector…
Let (e^{tA})_{t \geq 0} be a C_0-contraction semigroup on a 2-smooth Banach space E, let (W_t)_{t \geq 0} be a cylindrical Brownian motion in a Hilbert space H, and let (g_t)_{t \geq 0} be a progressively measurable process with values in the space γ(H,E) of all γ-radonifying operators from H to E. We prove that for all 0<p<\infty there exists a constant C, depending only on p and E, such that for all T \geq 0 we have \E \sup_{0\le t\le T} || \int_0^t e^{(t-s)A} g_s dW_s \ ||^p \leq C \mathbb{E} (\int_0^T || g_t ||_{γ(H,E)}^2 dt)^\frac{p}{2}. For p \geq 2 the proof is based on the observation …
The goal of this note is to show that some convolution type inequalities from Harmonic Analysis and Information Theory, such as Young's convolution inequality (with sharp constant), Nelson's hypercontractivity of the Hermite semi-group or Shannon's inequality, can be reduced to a simple geometric study of frames of $\R^2$. We shall derive directly entropic inequalities, which were recently proved to be dual to the Brascamp-Lieb convolution type inequalities.
The aim of this paper is to establish various functional inequalities for the convolution of a compactly supported measure and a standard Gaussian distribution on Rd. We especially focus on getting good dependence of the constants on the dimension. We prove that the Poincar{é} inequality holds with a dimension-free bound. For the logarithmic Sobolev inequality, we improve the best known results (Zimmermann, JFA 2013) by getting a bound that grows linearly with the dimension. We also establish transport-entropy inequalities for various transport costs.
We extend the celebrated Löwner--Heinz inequality by showing that if $A, B$ are Hilbert space operators such that $A > B \geq 0$, then A^r - B^r \geq ||A||^r-(||A||- \frac{1}{||(A-B)^{-1}||})^r > 0 for each $0 < r \leq 1$. As an application we prove that \log A - \log B \geq \log||A||- \log(||A||-\frac{1}{||(A-B)^{-1}||})>0.
We give a relation between the exponential stability of $ C_{0}- $semigroup $ \textbf{T}=\left\lbrace T(t) \right\rbrace_{t\geq 0} $ and the solutions of Lyapunov inequality \( \left\langle QAx,x\right\langle +\left\langle Qx,Ax\right\langle \leq -||x||^{2}, \) in $ B^{+}(X,X^{*}) $, with $ X $ is a Banach space. The solutions of this inequality characterizes, the boundedness of the resolvent $ R(λ,A) $ inside and outside of the left half-plane $ \Reλ\geq 0 $, and also the left invertibility of the $ C_{0}- $semigroup T.
Let $Ω\subset \mathbb{R}^n$ be a convex domain and let $f:Ω\rightarrow \mathbb{R}$ be a subharmonic function, $Δf \geq 0$, which satisfies $f \geq 0$ on the boundary $\partial Ω$. Then $$ \int_Ω{f ~dx} \leq |Ω|^{\frac{1}{n}} \int_{\partial Ω}{f ~dσ}.$$ Our proof is based on a new gradient estimate for the torsion function, $Δu = -1$ with Dirichlet boundary conditions, which is of independent interest.
We show that the sharp Young's inequality for convolutions first obtained by Bechner and Brascamp-Lieb can be derived from the monotone in time evolution of a Lyapunov functional of the convolution of two solutions to the heat equation, with different diffusion coefficients, first introduced by Bennett and Bez. Our proof is based on a suitable adaptation of an old idea of Stam and Blachman, used to obtain Shannon's entropy power inequality.
Let $f$ be an operator convex function on $(0,\infty)$, and $Φ$ be a unital positive linear maps on $B(H)$. we give a complementary inequality to Davis-Choi-Jensen's inequality as follows \begin{equation*} f(Φ(A))\geq \frac{4R(A,B)}{(1+R(A,B))^2}Φ(f(A)), \end{equation*} where $R(A, B)=\max\{r(A^{-1}B) ,r(B^{-1}A)\}$ and $r(A)$ is the spectral radius of $A$. We investigate the complementary inequalities related to the operator power means and the Karcher means via unital positive linear maps, and obtain the following result: If $A_{1}$, $A_{2}$,\dots, $A_{n}$, are positive definite operators in…
We prove a new family of inequalities, which compare the integral of a geometric convolution of non-negative functions with the integrals of the original functions. For classical inf-convolution, this type of inequality is called the Prékopa-Leindler inequality, which, restricted to indicators of convex bodies, gives the classical Brunn-Minkowski inequality. The convolution we consider is a different one, which arises from the study of the polarity transform for functions. While inf-convolution arises as the pull back of usual addition of convex functions under the Legendre transform, our geom…
We prove an analogous Hanner's Inequality of $L^p$ spaces for positive semidefinite matrices. Let $||X||_p=\text{Tr}[(X^\ast X)^{p/2}]^{1/p}$ denote the $p$-Schatten norm of a matrix $X\in M_{n\times n}(\mathbb{C})$. We show that the inequality $||X+Y||_p^p+||X-Y||_p^p\geq (||X||_p+||Y||_p)^p+(|||X||_p-||Y||_p|)^p$ holds for $1\leq p\leq 2$ and reverses for $p\geq 2$ when $X,Y\in M_{n\times n}(\mathbb{C})^+$. This was previously known in the $1<p\leq 4/3$, $p=2$, and $p\geq 4$ cases, or with additional special assumptions. We outline these previous methods, and comment on their failure to exte…
We give a new proof of the sharp form of Young's inequality for convolutions, first proved by Beckner [Be] and Brascamp-Lieb [BL]. The latter also proved a sharp reverse inequality in the case of exponents less than $1$. Our proof is simpler and gives Young's inequality and its converse altogether.
We establish a Shearer-type inequality for the Poincaré constant, showing that the Poincaré constant corresponding to the convolution of a collection of measures can be nontrivially controlled by the Poincaré constants corresponding to convolutions of subsets of measures. This implies, for example, that the Poincaré constant is non-increasing along the central limit theorem. We also establish a dimension-free stability estimate for subadditivity of the Poincaré constant on convolutions which uniformly improves an earlier one-dimensional estimate of a similar nature by Johnson (2004). As a bypr…
Let $m(G)$ be the infimum of the volumes of all open subgroups of a unimodular locally compact group $G$. Suppose integrable functions $ϕ_1 , ϕ_2 \colon G \to [0,1]$ satisfy $\| ϕ_1 \| \leq \| ϕ_2 \|$ and $\| ϕ_1 \| + \| ϕ_2 \| \leq m (G)$, where $\| \cdot \|$ denotes the $L^1$-norm with respect to a Haar measure $dg$ on $G$. We have the following inequality for any convex function $f \colon [0, \| ϕ_1 \| ] \to \mathbb{R}$ with $f(0) = 0$: \begin{align*} \int_{G}^{} f \circ ( ϕ_1 * ϕ_2 ) (g) dg \leq 2 \int_{0}^{\| ϕ_1 \|} f(y) dy + ( \| ϕ_2 \| - \| ϕ_1 \| ) f( \| ϕ_1 \| ). \end{align*} As a co…
In 1931 Bohnenblust and Hille proved that for each m-homogeneous polynomial $\sum_{|α| = m} a_αz^α$ on $\C^n$ the $\ell^{\frac{2m}{m+1}}$-norm of its coefficients is bounded from above by a constant $C_m$ (depending only on the degree $m$) times the sup norm of the polynomial on the polydisc $\mathbb{D}^n$. We prove that this inequality is hypercontractive in the sense that the optimal constant $C_m$ is $\leq C^m$ where $C \geq 1$ is an absolute constant. From this we derive that the Bohr radius $K_n$ of the $n$-dimensional polydisc in $\mathbb{C}^n$ is up to an absolute constant $\geq \sqrt{\…
Sharp uniform stability of the logarithmic Sobolev inequality on finite cycles and stability of the cubic Sobolev inequality
Key Laboratory of Algebraic Lie Theory and Analysis of Ministry of Education, School of Mathematics and Statistics, Beijing Institute of Technology（北京理工大学数学与统计学院教育部代数Lie理论与分析重点实验室）；School of Science and the Environment, Grenfell Campus, Memorial University of Newfoundland（纪念大学纽芬兰分校格伦费尔校区科学与环境学院）；Department of Mathematics, University of Connecticut（康涅狄格大学数学系）
Let $μ$ be the Haar measure of a unimodular locally compact group $G$ and $m (G)$ as the infimum of the volumes of all open subgroups of $G$. The main result of this paper is that \begin{align*} \int_{G}^{} f \circ \left( ϕ_1 * ϕ_2 \right) \left( g \right) dg \leq \int_{\mathbb{R}}^{} f \circ \left( ϕ_1^* * ϕ_2^* \right) \left( x \right) dx \end{align*} holds for any measurable functions $ϕ_1, ϕ_2 \colon G \to \mathbb{R}_{\geq 0}$ with $μ( \mathrm{supp} \; ϕ_1 ) + μ( \mathrm{supp} \; ϕ_2 ) \leq m(G)$ and any convex function $f \colon \mathbb{R}_{\geq 0} \to \mathbb{R}$ with $f(0) = 0$. Here $ϕ…
We prove the following sharp Sobolev inequality on the circle $$\int_{\mathbb{S}^1} [4(v')^2 - v^2] \mathrm{d} θ\geq - \frac{4π^2}{\int_{\mathbb{S}^1} v^{-2} \mathrm{d} θ},$$ with the equality being achieved when $v^{-2} (θ) = \frac{k\sqrt{1-α^2}}{1+ α\cos(θ- θ_o)}$where$k>0$, $α\in (-1,1)$, $θ_0 \in \mathbb{R}$. If $v$ vanishes somewhere on the circle, then $$4 \int_{\mathbb{S}^1} (v')^2 \mathrm{d} θ\geq\int_{\mathbb{S}^1} v^2 \mathrm{d} θ.$$ The basic tools to prove the inequality are the rearrangement inequality on the circle and the variational method. We investigate the variational proble…
We examine a number of known inequalities for $L^p$ functions with reverse representations for $s<1$ with complex matrices under the $p$-norms $||X||_p=\text{Tr}[(X^\ast X)^{p/2}]^{1/p}$, and similarly defined quasinorm or antinorm quantities $||X||_s=\text{Tr}[(X^\ast X)^{s/2}]^{1/s}$. Analogous to the reverse Hölder and reverse Minkowski for $L^p$ functions, it has recently been shown that for $A,B\in M_{n\times n}(\mathbb{C})$ such that $|B|$ is invertible, $||AB||_1\geq ||A||_{s}||B||_{s/(s-1)}$ and for $A,B$ positive semidefinite that $||A+B||_s\geq ||A||_s+||B||_s$. We comment on variati…
We study decreasing rearrangements of functions defined on (possibly non-smooth) metric measure spaces with Ricci curvature bounded below by $K>0$ and dimension bounded above by $N\in (1,\infty)$ in a synthetic sense, the so called $CD(K,N)$ spaces. We first establish a Polya-Szego type inequality stating that the $W^{1,p}$-Sobolev norm decreases under such a rearrangement and apply the result to show sharp spectral gap for the $p$-Laplace operator with Dirichlet boundary conditions (on open subsets), for every $p\in (1,\infty)$. This extends to the non-smooth setting a classical result of Bér…
In this paper we consider a weighted version of one dimensional discrete Hardy's Inequality on half-line with power weights of the form $n^α$. Namely we consider: \begin{equation} \sum_{n=1}^\infty |u(n)-u(n-1)|^2 n^α\geq c(α) \sum_{n=1}^\infty \frac{|u(n)|^2}{n^2}n^α\end{equation} We prove the above inequality when $α\in [0,1) \cup [5,\infty)$ with the sharp constant $c(α)$. Furthermore when $α\in [1/3,1) \cup \{0\}$ we prove an improved version of the above inequality. More precisely we prove \begin{equation} \sum_{n=1}^\infty |u(n)-u(n-1)|^2 n^α\geq c(α) \sum_{n=1}^\infty \frac{|u(n)|^2}{n^…
In this paper, we prove the following reversed Hardy-Littlewood-Sobolev inequality with extended kernel \begin{equation*} \int_{\mathbb{R}_+^n}\int_{\partial\mathbb{R}^n_+} \frac{x_n^β}{|x-y|^{n-α}}f(y)g(x) dydx\geq C_{n,α,β,p}\|f\|_{L^{p}(\partial\mathbb{R}_+^n)} \|g\|_{L^{q'}(\mathbb{R}_+^n)} \end{equation*} for any nonnegative functions $f\in L^{p}(\partial\mathbb{R}_+^n)$ and $g\in L^{q'}(\mathbb{R}_+^n)$, where $n\geq2$, $p,\ q'\in (0,1)$, $α>n$, $0\leqβ<\frac{α-n}{n-1}$, $p>\frac{n-1}{α-1-(n-1)β}$ such that $\frac{n-1}{n}\frac{1}{p}+\frac{1}{q'}-\frac{α+β-1}{n}=1$. We prove the existence…
In this paper we consider non-commutative analogue for the arithmeticgeometric mean inequality $$a^{r}b^{1-r}+(r-1)b\geq ra$$ for two positive numbers $a,b$ and $r> 1$. We show that under some assumptions the non-commutative analogue for $a^{r}b^{1-r}$ which satisfies this inequality is unique and equal to $r$-mean. The case $0<r<1$ is also considered. In particular, we give a new characterization of the geometric mean.
In this paper, we establish the following Leray--Adams type inequality on a bounded domain $Ω$ in $\mathbb R^{4}$ containing the origin, \[ \sup_{u\in C_0^\infty(Ω), \tilde I_4[u,Ω,R] \leq 1} \int_Ω\exp\left(c\left( \frac{|u|}{E_2^β\left(\frac{|x|}R\right)}\right)^2\right) dx \leq C |Ω| \] for some constants $c >0$ and $C >0$, where $β\geq 1$, $R \geq \sup_{x\in Ω} |x|$, $ \tilde I_4[u,Ω,R]:= \int_Ω|Δu|^2 dx - \int_Ω\frac{|u|^2}{|x|^{4} E_1^2\left(\frac{|x|}R\right)} dx, $ and $E_1(t) = 1-\ln t$, $E_2(t) = \ln (eE_1(t))$ for $t \in (0,1]$. This extends the Leray--Trudinger inequality recently …
We analyze the role played by $n$-convexity for the fulfillment of a series of linear functional inequalities that extend the Hornich-Hlawka functional inequality, $f\left( x\right) +f\left( y\right) +f\left( z\right) +f\left( x+y+z\right) \geq f\left( x+y\right) +f\left( y+z\right)+f\left( z+x\right) +f(0),$ including extensions to the case of positive operators.
