We study interpolation properties of operators (not necessarily linear) which satisfy a specific $K$-inequality corresponding to endpoints defined in terms of Orlicz--Karamata spaces modeled upon the example of the Gaussian--Sobolev embedding. We prove a reduction principle for a fairly wide class of such operators.
In this note we bound the deficit in the logarithmic Sobolev Inequality and in the Talagrand transport-entropy Inequality for the Gaussian measure, in any dimension, by mean of a distance introduced by Bucur and Fragalà.
A sharp Poincaré-type inequality is derived for the restriction of the Gaussian measure on the boundary of a convex set. In particular, it implies a Gaussian mean-curvature inequality and a Gaussian iso second-variation inequality. The new inequality is nothing but an infinitesimal form of Ehrhard's inequality for the Gaussian measure.
A positive correlation inequality is established for circular-invariant plurisubharmonic functions, with respect to complex Gaussian measures. The main ingredients of the proofs are the Ornstein-Uhlenbeck semigroup, and another natural semigroup associated to the Gaussian $\partial$-Laplacian.
We discuss new proofs, and new forms, of a reverse logarithmic Sobolev inequality, with respect to the standard Gaussian measure, for low complexity functions, measured in terms of Gaussian-width. In particular, we provide a dimension-free improvement for a related result given in [Eldan '18].
We establish dual equivalent forms involving relative entropy, Fisher information and optimal transport costs of inverse Santal{ó} inequalities. We show in particular that the Mahler conjecture is equivalent to some dimensional lower bound on the deficit in the Gaussian logarithmic Sobolev inequality. We also derive from existing results on inverse Santal{ó} inequalities some sharp lower bounds on the deficit in the Gaussian logarithmic Sobolev inequality.
Log-Sobolev and Beckner inequalities and stability of Poincaré inequality with weighted Gaussian measures
School of Science and the Environment, Grenfell Campus, Memorial University of Newfoundland(纪念大学格伦菲分校科学与环境学院);Department of Mathematics, University of Connecticut(康涅狄格大学数学系)
We establish a dimension-free improvement of Talagrand's Gaussian transport-entropy inequality, under the assumption that the measures satisfy a Poincaré inequality. We also study stability of the inequality, in terms of relative entropy, when restricted to measures whose covariance matrix trace is smaller than the ambient dimension. In case the covariance matrix is strictly smaller than the identity, we give dimension-free estimates which depend on its eigenvalues. To complement our results, we show that our conditions cannot be relaxed, and that there exist measures with covariance larger th…
Let $Z$ be an $n$-dimensional Gaussian vector and let $f: \mathbb R^n \to \mathbb R$ be a convex function. We show that: $$\mathbb P \left( f(Z) \leq \mathbb E f(Z) -t\sqrt{ {\rm Var} f(Z)} \right) \leq \exp(-ct^2),$$ for all $t>1$, where $c>0$ is an absolute constant. As an application we derive variance-sensitive small ball probabilities for Gaussian processes.
$ \newcommand{\R}{\ensuremath{\mathbb{R}}} \newcommand{\lat}{\mathcal{L}} \newcommand{\ensuremath}[1]{#1} $We show that for any lattice $\lat \subseteq \R^n$ and vectors $\vec{x}, \vec{y} \in \R^n$, \[ ρ(\lat + \vec{x})^2 ρ(\lat + \vec{y})^2 \leq ρ(\lat)^2 ρ(\lat + \vec{x} + \vec{y}) ρ(\lat + \vec{x} - \vec{y}) \; , \] where $ρ$ is the Gaussian measure $ρ(A) := \sum_{\vec{w} \in A} \exp(-π\| \vec{w} \|^2)$. We show a number of applications, including bounds on the moments of the discrete Gaussian distribution, various monotonicity properties of the heat kernel on flat tori, and a positive corr…
This note reports partial results related to the Gaussian product inequality (GPI) conjecture for the joint distribution of traces of Wishart matrices. In particular, several GPI-related results from Wei (2014) and Liu et al. (2015) are extended in two ways: by replacing the power functions with more general classes of functions, and by replacing the usual Gaussian and multivariate gamma distributional assumptions by the more general trace-Wishart distribution assumption. These findings suggest that a Kronecker product form of the GPI holds for diagonal blocks of any Wishart distribution.
We provide explicit lower bounds for the deficit in the Gaussian logarithmic Sobolev inequality in terms of differential operators that are naturally associated with the so-called Stein characterization of the Gaussian distribution. The techniques are based on a crucial use of the representation of the relative Fisher information, along the Ornstein-Uhlenbeck semigroup, in terms of the Minimal Mean-Square Error from information theory.
The de cit in the logarithmic Sobolev inequality for the Gaussian measure is considered and estimated by means of transport and information-theoretic distances.
We study the $L^p$ boundedness of Riesz transform as well as the reverse inequality on Riemannian manifolds and graphs under the volume doubling property and a sub-Gaussian heat kernel upper bound. We prove that the Riesz transform is then bounded on $L^p$ for $1 \textless{} p \textless{} 2$, which shows that Gaussian estimates of the heat kernel are not a necessary condition for this.In the particular case of Vicsek manifolds and graphs, we show that the reverse inequality does not hold for $1 \textless{} p \textless{} 2$. This yields a full picture of the ranges of $p\in (1,+\infty)$ for whi…
Let $γ_n$ be the standard Gaussian measure on $\mathbb{R}^n$. We prove that for every symmetric convex sets $K,L$ in $\mathbb{R}^n$ and every $λ\in(0,1)$, $$γ_n(λK+(1-λ)L)^{\frac{1}{n}} \geq λγ_n(K)^{\frac{1}{n}}+(1-λ)γ_n(L)^{\frac{1}{n}},$$ thus settling a problem raised by Gardner and Zvavitch (2010). This is the Gaussian analogue of the classical Brunn-Minkowski inequality for the Lebesgue measure. We also show that, for a fixed $λ\in(0,1)$, equality is attained if and only if $K=L$.
In this paper we adapt the well-estabilished $Γ$-calculus techniques to the context of $RCD(K,\infty)$ spaces, proving Bobkov's local isoperimetric inequality and, when $K$ is positive, the Gaussian isoperimetric inequality in this class of spaces. The proof relies on the measure-valued $Γ_2$ operator introduced by Savaré.
A Sharp Reverse Minkowski Inequality for the Gaussian Mass of Integral Unimodular Lattices Through Rank $32$
Harvard Business School(哈佛商学院);Department of Economics and Center of Mathematical Sciences and Applications, Harvard University(哈佛大学经济与数学科学应用中心);a16z crypto(a16z 加密)
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.
Using a dimension reduction argument and a stability version of the weighted Sobolev inequality on half space recently proved by Seuffert, we establish, in this paper, some stability estimates (or quantitative estimates) for a family of the sharp Gagliardo--Nirenberg--Sobolev inequalities due to Del Pino and Dolbeault \cite{DelPino}.
A symmetric random variable is called a Gaussian mixture if it has the same distribution as the product of two independent random variables, one being positive and the other a standard Gaussian random variable. Examples of Gaussian mixtures include random variables with densities proportional to $e^{-|t|^p}$ and symmetric $p$-stable random variables, where $p\in(0,2]$. We obtain various sharp moment and entropy comparison estimates for weighted sums of independent Gaussian mixtures and investigate extensions of the B-inequality and the Gaussian correlation inequality in the context of Gaussian…