Most correlation inequalities for high-dimensional functions in the literature, such as the Fortuin-Kasteleyn-Ginibre (FKG) inequality and the celebrated Gaussian Correlation Inequality of Royen, are qualitative statements which establish that any two functions of a certain type have non-negative correlation. In this work we give a general approach that can be used to bootstrap many qualitative correlation inequalities for functions over product spaces into quantitative statements. The approach combines a new extremal result about power series, proved using complex analysis, with harmonic analysis of functions over product spaces. We instantiate this general approach in several different concrete settings to obtain a range of new and near-optimal quantitative correlation inequalities, including:
$\bullet$ A quantitative version of Royen's celebrated Gaussian Correlation Inequality. Royen (2014) confirmed a conjecture, open for 40 years, stating that any two symmetric, convex sets must be non-negatively correlated under any centered Gaussian distribution. We give a lower bound on the correlation in terms of the vector of degree-2 Hermite coefficients of the two convex sets, analogous to the correlation bound for monotone Boolean functions over $\{0,1\}^n$ obtained by Talagrand (1996).
$\bullet$ A quantitative version of the well-known FKG inequality for monotone functions over any finite product probability space, generalizing the quantitative correlation bound for monotone Boolean functions over $\{0,1\}^n$ obtained by Talagrand (1996). The only prior generalization of which we are aware is due to Keller (2008, 2009, 2012), which extended Talagrand's result to product distributions over $\{0,1\}^n$. We also give two different quantitative versions of the FKG inequality for monotone functions over the continuous domain $[0,1]^n$, answering a question of Keller (2009).
以Poincaré不等式和对数Sobolev不等式为特例，得到并研究了扩散半群的新的$Φ$ -熵不等式.从这项研究中，我们得到了一大类线性Fokker-Plank型方程在简单条件下的渐近行为，广泛地推广了以前的结果。利用这些不等式研究了非线性扩散方程. D. Bakry和M.金刚砂作为分析的主要工具，以局部或整体形式出现。
We establish convolution inequalities for Besov spaces $B_{p,q}^s$ and Triebel--Lizorkin spaces $F_{p,q}^s$. As an application, we study the mapping properties of convolution semigroups, considered as operators on the function spaces $A_{p,q}^s$, $A \in \{B,F\}$. Our results apply to a wide class of convolution semigroups including the Gauß--Weierstraß semigroup, stable semigroups and heat kernels for higher-order powers of the Laplacian $(-Δ)^m$, and we can derive various caloric smoothing estimates.
Harnack Inequalities and Applications for Multivalued Stochastic Evolution Equations
利用耦合方法和Girsanov变换，证明了Harnack不等式[F.- Y. Wang，1997]和强Feller性质，证明了Gelfand三元集上的多值随机发展方程的转移半群的性质.研究了半群的不变测度的集中性。作为Harnack不等式的应用，给出了半群的密度、压缩性、紧性和熵-代价不等式的$L^p$ -范数的显式上界.
We introduce heat semigroup-based Besov classes in the general framework of Dirichlet spaces. General properties of those classes are studied and quantitative regularization estimates for the heat semigroup in this scale of spaces are obtained. As a highlight of the paper, we obtain a far reaching $L^p$-analogue, $p \ge 1$, of the Sobolev inequality that was proved for $p=2$ by N. Varopoulos under the assumption of ultracontractivity for the heat semigroup. The case $p=1$ is of special interest since it yields isoperimetric type inequalities.
We study probability inequalities leading to tail estimates in a general semigroup $\mathscr{G}$ with a translation-invariant metric $d_{\mathscr{G}}$. (An important and central example of this in the functional analysis literature is that of $\mathscr{G}$ a Banach space.) Using our prior work [Ann. Prob. 2017] that extends the Hoffmann-Jorgensen inequality to all metric semigroups, we obtain tail estimates and approximate bounds for sums of independent semigroup-valued random variables, their moments, and decreasing rearrangements. In particular, we obtain the "correct" universal constants in…
Matrix concentration inequalities provide information about the probability that a random matrix is close to its expectation with respect to the $l_2$ operator norm. This paper uses semigroup methods to derive sharp nonlinear matrix inequalities. In particular, it is shown that the classic Bakry-Émery curvature criterion implies subgaussian concentration for "matrix Lipschitz" functions. This argument circumvents the need to develop a matrix version of the log-Sobolev inequality, a technical obstacle that has blocked previous attempts to derive matrix concentration inequalities in this setting…
Jump inequalities are the $r=2$ endpoint of Lépingle's inequality for $r$-variation of martingales. Extending earlier work by Pisier and Xu we interpret these inequalities in terms of Banach spaces which are real interpolation spaces. This interpretation is used to prove endpoint jump estimates for vector-valued martingales and doubly stochastic operators as well as to pass via sampling from $\mathbb{R}^{d}$ to $\mathbb{Z}^{d}$ for jump estimates for Fourier multipliers.
For generators of Markov semigroups which lack a spectral gap, it is shown how bounds on the density of states near zero lead to a so-called "weak Poincaré inequality" (WPI), originally introduced by Liggett [Ann. Probab., 1991]. Applications to general classes of constant coefficient pseudodifferential operators are studied. Particular examples are the heat semigroup and the semigroup generated by the fractional Laplacian in the whole space, where the optimal decay rates are recovered. Moreover, the classical Nash inequality appears as a special case of the WPI for the heat semigroup.
It is well known that Nash-type inequalities for symmetric Dirichlet forms are equivalent to on-diagonal heat kernel upper bounds for the associated symmetric Markov semigroups. In this paper, we show that both imply (and hence are equivalent to) off-diagonal heat kernel upper bounds under some mild assumptions. Our approach is based on a new generalized Davies' method. Our results extend that of \cite{CKS} for Nash-type inequalities with power order considerably and also extend that of \cite{Gri} for second order differential operators on a complete non-compact manifold.
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.
This note is concerned with lower tail estimates for product measures. Some improved deviation inequalities are obtained for functions satisfying some regularity and monotonicity assumptions. The arguments are based on semigroup interpolation together with Harris's negative association inequality and hypercontractive estimates.
Form Inequalities for Symmetric Contraction Semigroups
考虑-对于在某个测度空间$\mathrm{X}$，$1\le p < \infty$，$q$上的对称压缩半群的生成元\({-}A\)，对偶指数和给定的可测函数$F_j,\: G_j : \mathbb{C}^d \to \mathbb{C}$ -陈述：$$ \mathrm{Re}\, \sum_{j=1}^m \int_{\mathrm{X}} A F_j(\mathbf{f}) \cdot G_j(\mathbf{f}) \,\,\ge \,\,0 $$ { \em for all $\mathbb{C}^d$ -valued measurable functions $\mathbf{f}$ on $\mathrm{X}$ such that $F_j(\mathbf{f}) \in \mathrm{dom}(A_p)$ and $G_j(\mathbf{f}) \in \mathrm{L}^q(\mathrm{X})$ for all $j$ .}证明了这一命题在一般情况下成立，如果$\mathrm{X}$是两点Bernoulli $(\frac{1}{2}, \frac{1}{2})$ -空间，$A$是一种特殊形式.由此得到了这类半群的$\mathrm{L}^{p}$ -解析性的最优角的一个新的证明，它与著名的次马尔可夫情形基本相同.主要定理的证明是结合了著名的约化技巧和$…
Modified logarithmic Sobolev inequalities for Abelian quantum double models
TU München（慕尼黑工业大学）；Munich Center for Quantum Science and Technology（慕尼黑量子科学与技术中心）；University of Cambridge（剑桥大学）；Universität Tübingen（蒂宾根大学）；Wuhan University（武汉大学）；Wuhan Institute of Quantum Technology（武汉量子技术研究院）；Politecnico di Milano（米兰理工大学）；Universidad Complutense de Madrid（马德里康普顿斯大学）；Instituto de Ciencias Matemáticas（数学科学研究所）；Universidad Nacional de Educación a Distancia（西班牙国家开放大学）；Inria（法国国家信息与自动化研究所）；Institut Polytechnique de Paris（巴黎理工学院）
