S. G. Bobkov, G. P. Chistyakov, F. Götze
Under Poincaré-type conditions, upper bounds are explored for the Kolmogorov distance between the distributions of weighted sums of dependent summands and the normal law. Based on improved concentration inequalities on high-dimensional Euclidean spheres, the results extend and refine previous results to non-symmetric models.
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By using the Mecke identity, we study a class of birth-death type Dirichlet forms associated with the mixed Poisson measure. Both Poincaré and weak Poincaré inequalities are established, while another Poincaré type inequality is disproved under some reasonable assumptions.
In this paper, We establish the weighted Poincaré inequalities and Log-Sobolev inequalities for Cauchy distributions with optimal weight functions.
For the infinite-dimensional extension of the Dirichlet distribution, the super Poincare inequality does not hold based on the result in [14], so we establish the weighted super Poincare inequalities for this measure with respect to two different Dirichlet forms respectively.
We show that certain functional inequalities, e.g.\ Nash-type and Poincaré-type inequalities, for infinitesimal generators of $C_0$ semigroups are preserved under subordination in the sense of Bochner. Our result improves \cite[Theorem 1.3]{BM} by A.\ Bendikov and P.\ Maheux for fractional powers, and it also holds for non-symmetric settings. As an application, we will derive hypercontractivity, supercontractivity and ultracontractivity of subordinate semigroups.
In this paper, we consider Poincaré inequalities for non euclidean metrics on $\mathbb{R}^d$. These inequalities enable us to derive precise dimension free concentration inequalities for product measures. This technique is appropriate for a large scope of concentration rate: between exponential and gaussian and beyond. We give different equivalent functional forms of these Poincaré type inequalities in terms of transportation-cost inequalities and infimum convolution inequalities. Workable sufficient conditions are given and a comparison is made with generalized Beckner-Latala-Oleszkiewicz ine…
In this paper, the Harnack inequalities and super-Poincaré inequality for generalized CIR model are obtained. Since the noise is degenerate, the intrinsic metric has been introduced to construct the coupling by change of measure. By using isopermetric constant, the optimal estimate of the rate function in the super Poincaré inequality for the associated Dirichlet form is also obtained.
Super and Weak Poincaré Inequalities for Sticky-Reflected Diffusion Processes
本文为粘性反射扩散过程建立超和弱Poincaré不等式，并刻画相关扩散半群的收敛速率和一致可积性。
This paper deduces exponential matrix concentration from a Poincaré inequality via a short, conceptual argument. Among other examples, this theory applies to matrix-valued functions of a uniformly log-concave random vector. The proof relies on the subadditivity of Poincaré inequalities and a chain rule inequality for the trace of the matrix Dirichlet form. It also uses a symmetrization technique to avoid difficulties associated with a direct extension of the classic scalar argument.
For a contraction $C_0$-semigroup on a separable Hilbert space, the decay rate is estimated by using the weak Poincaré inequalities for the symmetric and anti-symmetric part of the generator. As applications, non-exponential convergence rate is characterized for a class of degenerate diffusion processes, so that the study of hypocoercivity is extended. Concrete examples are presented.
Consider an ergodic stationary random field $A$ on the ambient space $\mathbb R^d$. In a companion article, we introduced the notion of multiscale (first-order) functional inequalities, which extend standard functional inequalities like Poincaré, covariance, and logarithmic Sobolev inequalities in the probability space, while still ensuring strong concentration properties. We also developed a constructive approach to these functional inequalities, proving their validity for prototypical examples including Gaussian fields, Poisson random tessellations, and random sequential adsorption (RSA) mod…
We show that any probability measure satisfying a Matrix Poincaré inequality with respect to some reversible Markov generator satisfies an exponential matrix concentration inequality depending on the associated matrix carré du champ operator. This extends to the matrix setting a classical phenomenon in the scalar case. Moreover, the proof gives rise to new matrix trace inequalities which could be of independent interest. We then apply this general fact by establishing matrix Poincaré inequalities to derive matrix concentration inequalities for Gaussian measures, product measures and for Strong…
We prove infinite-dimensional second order Poincaré inequalities on Wiener space, thus closing a circle of ideas linking limit theorems for functionals of Gaussian fields, Stein's method and Malliavin calculus. We provide two applications: (i) to a new "second order" characterization of CLTs on a fixed Wiener chaos, and (ii) to linear functionals of Gaussian-subordinated fields.
We study the exact constants in the moment inequalities for sums of centered independent random variables: improve their asymptotics, low and upper bounds, calculate more exact asymptotics, elaborate the numerical algorithm for their calculation, study the class of smoothing etc.
We aim in proving Poincaré inequalities for a class of pure jump Markov processes inspired by the model introduced in \cite{G-L} by Galves and Löcherbach to describe the behaviour of interacting brain neurons. In particular, we consider neurons with degenerate jumps, i.e. that lose their memory when they spike, while the probability of a spike depends on the actual position and thus the past of the whole neural system.
We show sharpened forms of the concentration of measure phenomenon typically centered at stochastic expansions of order $d-1$ for any $d \in \mathbb{N}$. Here we focus on differentiable functions on the Euclidean space in presence of a Poincaré-type inequality. The bounds are based on $d$-th order derivatives.
We study Talagrand concentration and Poincaré type inequalities for unbounded pure jump Markov processes. In particular we focus on processes with degenerate jumps that depend on the past of the whole system, based on the model introduced by Galves and Löcherbach in \cite{G-L}, in order to describe the activity of a biological neural network. As a result we obtain exponential rates of convergence to equilibrium.
In 1991, Persi Diaconis and Daniel Stroock obtained two canonical path bounds on the second largest eigenvalue for simple random walk on a connected graph, the Poincaré and Cheeger bounds, and they raised the question as to whether the Poincaré bound is always superior. In this paper, we present some background on these issues, provide an example where Cheeger beats Poincaré, establish some sufficient conditions on the canonical paths for the Poincaré bound to triumph, and show that there is always a choice of paths for which this happens.
Equivalence of the spectral gap, exponential integrability of hitting times and Lyapunov conditions are well known. We give here the correspondance (with quantitative results) for reversible diffusion processes. As a consequence, we generalize results of Bobkov in the one dimensional case on the value of the Poincaré constant for logconcave measures to superlinear potentials. Finally, we study various functional inequalities under different hitting times integrability conditions (polynomial, ...). In particular, in the one dimensional case, ultracontractivity is equivalent to a bounded Lyapuno…
We investigate properties of measures in infinite dimensional spaces in terms of Poincaré inequalities. A Poincaré inequality states that the $L^2$ variance of an admissible function is controlled by the homogeneous $H^1$ norm. In the case of Loop spaces, it was observed by L. Gross that the homogeneous $H^1$ norm alone may not control the $L^2$ norm and a potential term involving the end value of the Brownian bridge is introduced. Aida, on the other hand, introduced a weight on the Dirichlet form. We show that Aida's modified Logarithmic Sobolev inequality implies weak Logarithmic Sobolev Ine…
In this paper we give new deviation inequalities of Bernstein's type for the partial sums of weakly dependent time series. The loss from the independent case is studied carefully. We give non mixing examples such that dynamical systems and Bernoulli shifts for whom our deviation inequalities hold. The proofs are based on the blocks technique and different coupling arguments.
Brascamp--Lieb-type, weighted Poincaré-type and related analytic inequalities are studied for multidimensional Cauchy distributions and more general $κ$-concave probability measures (in the hierarchy of convex measures). In analogy with the limiting (infinite-dimensional log-concave) Gaussian model, the weighted inequalities fully describe the measure concentration and large deviation properties of this family of measures. Cheeger-type isoperimetric inequalities are investigated similarly, giving rise to a common weight in the class of concave probability measures under consideration.
This paper is concerned with a class of singular stable-like Dirichlet forms on $\R^d$, which are generated by $d$ independent copies of a one-dimensional symmetric $α$-stable process, and whose Lévy jump kernel measure is concentrated on the union of the coordinate axes. Explicit and sharp criteria for Poincaré inequality, super Poincaré inequality and weak Poincaré inequality of such singular Dirichlet forms are presented. When the reference measure is a product measure on $\R^d$, we also consider the entropy inequality for the associated Dirichlet forms, which is similar to the log-Sobolev …
Random matrices have played an important role in many fields including machine learning, quantum information theory and optimization. One of the main research focuses is on the deviation inequalities for eigenvalues of random matrices. Although there are intensive studies on the large-deviation inequalities for random matrices, only a few of works discuss the small-deviation behavior of random matrices. In this paper, we present the small-deviation inequalities for the largest eigenvalues of sums of random matrices. Since the resulting inequalities are independent of the matrix dimension, they…
In the particular case of a concave flux function, we are interested in the long time behaviour of the nonlinear process associated to the one-dimensional viscous scalar conservation law. We also consider the particle system obtained by remplacing the cumulative distribution function in the drift coefficient of this nonlinear process by the empirical cdf. We first obtain trajectorial propagation of chaos result. Then, Poincaré inequalities are used to get explicit estimates concerning the long time behaviour of both the nonlinear process and the particle system.
We present some classical and weighted Poincaré inequalities for some one-dimensional probability measures. This work is the one-dimensional counterpart of a recent study achieved by the authors for a class of spherically symmetric probability measures in dimension larger than 2. Our strategy is based on two main ingredients: on the one hand, the optimal constant in the desired weighted Poincaré inequality has to be rewritten as the spectral gap of a convenient Markovian diffusion operator, and on the other hand we use a recent result given by the two first authors, which allows to estimate pr…
In in this paper we establish an explicit and sharp estimate of the spectral gap (Poincaré inequality) and the transportation inequality for Gibbs measures, under the Dobrushin uniqueness condition. Moreover, we give a generalization of the Liggett's $M-ε$ theorem for interacting particle systems.
This paper aims to provide some tools coming from functional inequalities to deal with quasi-stationarity for absorbed Markov processes. First, it is shown how a Poincaré inequality related to a suitable Doob transform entails exponential convergence of conditioned distributions to a quasi-stationary distribution in total variation and in $1$-Wasserstein distance. A special attention is paid to multi-dimensional diffusion processes, for which the aforementioned Poincaré inequality is implied by an easier-to-check Bakry-Émery condition depending on the right eigenvector for the sub-Markovian ge…
We prove a new type of Poincaré inequality on abstract Wiener spaces for a family of probability measures which are absolutely continuous with respect to the reference Gaussian measure. This class of probability measures is characterized by the strong positivity (a notion introduced by Nualart and Zakai in [17]) of their Radon-Nikodym densities. Measures of this type do not belong in general to the class of log-concave measures, which are a wide class of measures satisfying the Poincaré inequality (Brascamp and Lieb [2]). Our approach is based on a point-wise identity relating Wick and ordinar…
Functional second-order Gaussian Poincaré inequalities
本文在希尔伯特值维纳结构下推导函数型二阶高斯庞加莱不等式，为$d_2$距离下高斯过程逼近提供抽象界，并应用于函数型Breuer-Major中心极限定理、浅层神经网络和SPDEs空间统计。
In a statistical mechanics model with unbounded spins, we prove uniqueness of the Gibbs measure under various assumptions on finite volume functional inequalities. We follow the approach of G. Royer (1999) and obtain uniqueness by showing convergence properties of a Glauber-Langevin dynamics. The result was known when the measures on the box $[-n,n]^d$ (with free boundary conditions) satisfied the same logarithmic Sobolev inequality. We generalize this in two directions: either the constants may be allowed to grow sub-linearly in the diameter, or we may suppose a weaker inequality than log-Sob…
In this paper we study the Poincaré constant for the Gaussian measure restricted to $D=\R^d - B(y,r)$ where $B(y,r)$ denotes the Euclidean ball with center $y$ and radius $r$, and $d\geq 2$. We also study the case of the $l^\infty$ ball (the hypercube). This is the first step in the study of the asymptotic behavior of a $d$-dimensional Ornstein-Uhlenbeck process in the presence of obstacles with elastic normal reflections (the Ornstein-Uhlenbeck pinball) we shall study in a companion paper.
With direct and simple proofs, we establish Poincaré type inequalities (including Poincaré inequalities, weak Poincaré inequalities and super Poincaré inequalities), entropy inequalities and Beckner-type inequalities for non-local Dirichlet forms. The proofs are efficient for non-local Dirichlet forms with general jump kernel, and also work for $L^p (p>1)$ settings. Our results yield a new sufficient condition for fractional Poincaré inequalities, which were recently studied in \cite{MRS,Gre}. To our knowledge this is the first result providing entropy inequalities and Beckner-type inequalitie…
In this paper we study Hardy and Poincaré inequalities and their weak versions for quadratic forms satisfying the first Beurling-Deny criterion. We employ these inequalities to establish a criticality theory for such forms.
If Poincar{é} inequality has been studied by Bobkov for radial measures, few is known about the logarithmic Sobolev inequalty in the radial case. We try to fill this gap here using different methods: Bobkov's argument and super-Poincar{é} inequalities, direct approach via L1-logarithmic Sobolev inequalities. We also give various examples where the obtained bounds are quite sharp. Recent bounds obtained by Lee-Vempala in the logconcave bounded case are refined for radial measures.
Poincar{é} inequalities and integrated curvature-dimension criterion for generalised Cauchy and convex measures
本文在黎曼流形上建立一般测度的尖锐加权庞加莱不等式，并由此统一证明广义柯西测度在全部参数范围内的加权庞加莱不等式，同时给出最优谱间隙、误差项与极值函数。
We prove, using optimal transport tools, weighted Poincar'e inequalities for log-concave random vectors satisfying some centering conditions. We recover by this way similar results by Klartag and Barthe-Cordero-Erausquin for log-concave random vectors with symmetries. In addition, we prove that the variance conjecture is true for increments of log-concave martingales.
We study Poincar{é} inequalities and long-time behavior for diffusion processes on R^n under a variable curvature lower bound, in the sense of Bakry-Emery. We derive various estimates on the rate of convergence to equilibrium in L^1 optimal transport distance, as well as bounds on the constant in the Poincar{é} inequality in several situations of interest, including some where curvature may be negative. In particular, we prove a self-improvement of the Bakry-Emery estimate for Poincar{é} inequalities when curvature is positive but not constant.
We develop a theory of weak Poincaré inequalities to characterize convergence rates of ergodic Markov chains. Motivated by the application of Markov chains in the context of algorithms, we develop a relevant set of tools which enable the practical study of convergence rates in the setting of Markov chain Monte Carlo methods, but also well beyond.
Linear statistics of eigenvalues in many familiar classes of random matrices are known to obey gaussian central limit theorems. The proofs of such results are usually rather difficult, involving hard computations specific to the model in question. In this article we attempt to formulate a unified technique for deriving such results via relatively soft arguments. In the process, we introduce a notion of `second order Poincaré inequalities': just as ordinary Poincaré inequalities give variance bounds, second order Poincaré inequalities give central limit theorems. The proof of the main result em…
Analysis of Multiple-try Metropolis via Poincaré inequalities
本文利用庞加莱不等式框架分析Multiple-try Metropolis算法，推导其与理想Metropolis--Hastings算法的庞加莱比较结果，在高斯情形下证明了该算法的显式非渐近收敛界。
Optimal subelliptic super-Poincaré and isoperimetric inequalities on stratified Lie groups
本文在分层李群及 Grushin、Heisenberg-Greiner 等次椭圆情形中，对指数幂型概率测度证明了 $q\in[1,2]$ 的超庞加莱不等式，并得到一般最优等周不等式。
We derive weighted log-Sobolev inequalities from a class of super Poincaré inequalities. As an application, the Talagrand inequality with larger distances are obtained. In particular, on a complete connected Riemannian manifold, we prove that the $\log^\dd$-Sobolev inequality with $\dd\in (1,2)$ implies the $L^{2/(2-\dd)}$-transportation cost inequality $$W^\rr_{2/(2-\dd)}(fμ,μ)^{2/(2-\dd)}\le Cμ(f\log f), μ(f)=1, f\ge 0$$ for some constant $C>0$, and they are equivalent if the curvature of the corresponding generator is bounded below. Weighted log-Sobolev and entropy-cost inequalities are als…
Some super-Poincaré inequalities for gaussian-like measures on stratified Lie groups
本文延续$U$-界计划，利用Hardy型不等式证明了Métivier群上次椭圆概率测度的超庞加莱不等式，并从概率论角度推广了已有结果。
We prove that for a probability measure on $\mathbb{R}^n$, the Poincaré inequality for convex functions is equivalent to the weak transportation inequality with a quadratic-linear cost. This generalizes recent results by Gozlan et al. and Feldheim et al., concerning probability measures on the real line. The proof relies on modified logarithmic Sobolev inequalities of Bobkov-Ledoux type for convex and concave functions, which are of independent interest. We also present refined concentration inequalities for general (not necessarily Lipschitz) convex functions, complementing recent results by …
We prove an optimal reverse Poincaré inequality for the heat semigroup generated by the sub-Laplacian on a Carnot group of any step. As an application we give new proofs of the isoperimetric inequality and of the boundedness of the Riesz transform in Carnot groups.
Let $G$ be a countable discrete group with an orthogonal representation $α$ on a real Hilbert space $H$. We prove $L_p$ Poincaré inequalities for the group measure space $L_\infty(Ω_H,γ)\rtimes G$, where both the group action and the Gaussian measure space $(Ω_H, γ)$ are associated with the representation $α$. The idea of proof comes from Pisier's method on the boundedness of Riesz transform and Lust-Piquard's work on spin systems. Then we deduce a transportation type inequality from the $L_p$ Poincaré inequalities in the general noncommutative setting. This inequality is sharp up to a constan…
We prove here some dimension free Poincaré-type inequalities on Hamming cube for functions with different spectral properties and for fractional Laplacians. In this note the main attention is paid to estimates in $L^1$ norm on Hamming cube. We build the examples showing that our assumptions on spectral properties of functions cannot be dropped in general.
Firstly, we derive in dimension one a new covariance inequality of $L_{1}-L_{\infty}$ type that characterizes the isoperimetric constant as the best constant achieving the inequality. Secondly, we generalize our result to $L_{p}-L_{q}$ bounds for the covariance. Consequently, we recover Cheeger's inequality without using the co-area formula. We also prove a generalized weighted Hardy type inequality that is needed to derive our covariance inequalities and that is of independent interest. Finally, we explore some consequences of our covariance inequalities for $L_{p}$-Poincaré inequalities and …
Let $V\in C^2(\R^d)$ such that $μ_V(\d x):= \e^{-V(x)}\,\d x$ is a probability measure, and let $å\in (0,2)$. Explicit criteria are presented for the $å$-stable-like Dirichlet form $$\E_{å,V}(f,f):= \int_{\R^d\times\R^d} \ff{|f(x)-f(y)|^2}{|x-y|^{d+α}}\,\d y\,\e^{-V(x)}\,\d x$$ to satisfy Poincaré-type (i.e., Poincaré, weak Poincaré and super Poincaré) inequalities. As applications, sharp functional inequalities are derived for the Dirichlet form with $V$ having some typical growths. Finally, the main result of \cite{MRS} on the Poincaré inequality is strengthened
On Gilles Pisier's approach to gaussian concentration, isoperimetry and Poincaré-type inequalities
本研究拓展了Gilles Pisier的研究方法，可在欧氏空间旋转不变概率分布（含多维柯西测度）中探索高斯测度相关集中、等周与庞加莱型不等式结果的对应形式。
We employ weak hypocoercivity methods to study the long-term behavior of operator semigroups generated by degenerate Kolmogorov operators with variable second-order coefficients, which solve the associated abstract Cauchy problem. We prove essential m-dissipativity of the operator, which extends previous results and is key to the rigorous analysis required. We give estimates for the $L^2$-convergence rate by using weak Poincaré inequalities. As an application, we obtain estimates for the (sub-)exponential convergence rate of solutions to the corresponding degenerate Fokker-Planck equations and…
We prove that every reversible Markov semigroup which satisfies a Poincaré inequality satisfies a matrix-valued Poincaré inequality for Hermitian $d\times d$ matrix valued functions, with the same Poincaré constant. This generalizes recent results [Aoun et al. 2019, Kathuria 2019] establishing such inequalities for specific semigroups and consequently yields new matrix concentration inequalities. The short proof follows from the spectral theory of Markov semigroup generators.
Weak Poincaré inequalities for two-component Deterministic-scan Metropolis-within-Gibbs samplers
本文通过弱Poincaré不等式分析了确定性扫描Metropolis-within-Gibbs采样器的收敛性质，并建立了相关理论结果及应用。
On weighted Poincar{é} inequalities for multivariate Liouville distributions -- Application to Global Sensitivity Analysis
本文建立了多元Liouville分布的加权Poincaré不等式，并通过传输论证将其推广到连续椭圆等高分布，最后应用于全局敏感性分析，在洪水模型案例中展示了实际用途。
We prove a deviation inequality for noncommutative martingales by extending Oliveira's argument for random matrices. By integration we obtain a Burkholder type inequality with satisfactory constant. Using continuous time, we establish noncommutative Poincaré type inequalities for "nice" semigroups with a positive curvature condition. These results allow us to prove a general deviation inequality and a noncommutative transportation inequality due to Bobkov and Götze in the commutative case. To demonstrate our setting is general enough, we give various examples, including certain group von Neuma…
The development of global sensitivity analysis of numerical model outputs has recently raised new issues on 1-dimensional Poincaré inequalities. Typically two kind of sensitivity indices are linked by a Poincaré type inequality, which provide upper bounds of the most interpretable index by using the other one, cheaper to compute. This allows performing a low-cost screening of unessential variables. The efficiency of this screening then highly depends on the accuracy of the upper bounds in Poincaré inequalities. The novelty in the questions concern the wide range of probability distributions in…
Logarithmic Sobolev, Poincaré and Beckner Inequalities on Hyperbolic Spaces and Riemannian Manifolds
本文研究了双曲空间和黎曼流形上的对数Sobolev、泊松和Beckner不等式，通过改进的Pólya-Szegö不等式和半群方法，揭示了这些不等式对几何和等周性质的依赖性。
We prove some results about the super Poincaré inequality (SPI) and its relation to the spectrum of an operator: we show that it can be alternatively written with Orlicz norms instead of L1 norms, and we use this to give an alternative proof that a bound on the bottom of the essential spectrum implies a SPI. Finally, we apply these ideas to give a spectral proof of the log Sobolev inequality for the Gaussian measure.
Hoeffding and Bernstein inequalities for weighted sums of exchangeable random variables
本文为可交换随机变量的加权和建立了Hoeffding和Bernstein型集中不等式，统一了独立同分布与可交换两种情形。
Lower bounds for the Rényi entropies of sums of independent random variables taking values in cyclic groups of prime order under permutations are established. The main ingredients of our approach are extended rearrangement inequalities in prime cyclic groups building on Lev (2001), and notions of stochastic ordering. Several applications are developed, including to discrete entropy power inequalities, the Littlewood-Offord problem, and counting solutions of certain linear systems.
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