We establish a family of functional inequalities interpolating between the classical logarithmic Sobolev and Poincaré inequalities. We prove that they imply the concentration of measure phenomenon intermediate between Gaussian and exponential. Our bounds are close to optimal.
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.
We study functional inequalities for Markov chains on discrete spaces with entropic Ricci curvature bounded from below. Our main results are that when curvature is non-negative, but not necessarily positive, the spectral gap, the Cheeger isoperimetric constant and the modified logarithmic Sobolev constant of the chain can be bounded from below by a constant that only depends on the diameter of the space, with respect to a suitable metric. These estimates are discrete analogues of classical results of Riemannian geometry obtained by Li and Yau, Buser and Wang.
We show how to use Lyapunov functions to obtain functional inequalities which are stronger than Poincaré inequality (for instance logarithmic Sobolev or $F$-Sobolev). The case of Poincaré and weak Poincaré inequalities was studied in Bakry and al. This approach allows us to recover and extend in an unified way some known criteria in the euclidean case (Bakry-Emery, Wang, Kusuoka-Stroock ...).
We present a class of modified logarithmic Sobolev inequality, interpolating between Poincaré and logarithmic Sobolev inequalities, suitable for measures of the type $\exp(-|x|^\al)$ or more complex $\exp(-|x|^\al\log^β(2+|x|))$ ($\al\in]1,2[$ and $\be\in\dR$) which lead to new concentration inequalities. These modified inequalities share common properties with usual logarithmic Sobolev inequalities, as tensorisation or perturbation, and imply as well Poincaré inequality. We also study the link between these new modified logarithmic Sobolev inequalities and transportation inequalities.
By adapting some ideas of M. Ledoux \cite{ledoux2}, \cite{ledoux-stflour} and \cite{Led} to a sub-Riemannian framework we study Sobolev, Poincaré and isoperimetric inequalities associated to subelliptic diffusion operators that satisfy the generalized curvature dimension inequality that was introduced by F. Baudoin and N. Garofalo in \cite{Bau2}. Our results apply in particular on all CR Sasakian manifolds whose horizontal Webster-Tanaka-Ricci curvature is non negative, all Carnot groups with step two, and wide subclasses of principal bundles over Riemannian manifolds whose Ricci curvature is …
This work studies mixtures of probability measures on $\mathbb{R}^n$ and gives bounds on the Poincaré and the log-Sobolev constant of two-component mixtures provided that each component satisfies the functional inequality, and both components are close in the $χ^2$-distance. The estimation of those constants for a mixture can be far more subtle than it is for its parts. Even mixing Gaussian measures may produce a measure with a Hamiltonian potential possessing multiple wells leading to metastability and large constants in Sobolev type inequalities. In particular, the Poincaré constant stays bo…
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 establish some explicit and sharp estimates of the spectral gap and the log-Sobolev constant for mean field particles system, uniform in the number of particles, when the confinement potential have many local minimums. Our uniform log-Sobolev inequality, based on Zegarlinski's theorem for Gibbs measures, allows us to obtain the exponential convergence in entropy of the McKean-Vlasov equation with an explicit rate constant, generalizing the result of [10] by means of the displacement convexity approach, or [19, 20] by Bakry-Emery technique or the recent [9] by dissipation of th…
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…
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 introduce and study a weakened form of logarithmic Sobolev inequalities in connection with various others functional inequalities (weak Poincaré inequalities, general Beckner inequalities...). We also discuss the quantitative behaviour of relative entropy along a symmetric diffusion semi-group. In particular, we exhibit an example where Poincaré inequality can not be used for deriving entropic convergence whence weak logarithmic Sobolev inequality ensures the result.
This note, mostly expository, is devoted to Poincar{é} and log-Sobolev inequalities for a class of Boltzmann-Gibbs measures with singular interaction. Such measures allow to model one-dimensional particles with confinement and singular pair interaction. The functional inequalities come from convexity. We prove and characterize optimality in the case of quadratic confinement via a factorization of the measure. This optimality phenomenon holds for all beta Hermite ensembles including the Gaussian unitary ensemble, a famous exactly solvable model of random matrix theory. We further explore exact …
We investigate the metastable behavior of reversible Markov chains on possibly countable infinite state spaces. Based on a new definition of metastable Markov processes, we compute precisely the mean transition time between metastable sets. Under additional size and regularity properties of metastable sets, we establish asymptotic sharp estimates on the Poincaré and logarithmic Sobolev constant. The main ingredient in the proof is a capacitary inequality along the lines of V. Maz'ya that relates regularity properties of harmonic functions and capacities. We exemplify the usefulness of this new…
Let $\M$ be a smooth connected manifold endowed with a smooth measure $μ$ and a smooth locally subelliptic diffusion operator $L$ which is symmetric with respect to $μ$. We assume that $L$ satisfies a generalized curvature dimension inequality as introduced by Baudoin-Garofalo \cite{BG1}. Our goal is to discuss functional inequalities for $μ$ like the Poincaré inequality, the log-Sobolev inequality or the Gaussian logarithmic isoperimetric inequality.
Sobolev-type inequalities have been extensively studied in the frameworks of real-valued functions and non-commutative $\mathbb{L}_p$ spaces, and have proven useful in bounding the time evolution of classical/quantum Markov processes, among many other applications. In this paper, we consider yet another fundamental setting - matrix-valued functions - and prove new Sobolev-type inequalities for them. Our technical contributions are two-fold: (i) we establish a series of matrix Poincaré inequalities for separably convex functions and general functions with Gaussian unitary ensembles inputs; and …
Mixtures are convex combinations of laws. Despite this simple definition, a mixture can be far more subtle than its mixed components. For instance, mixing Gaussian laws may produce a potential with multiple deep wells. We study in the present work fine properties of mixtures with respect to concentration of measure and Sobolev type functional inequalities. We provide sharp Laplace bounds for Lipschitz functions in the case of generic mixtures, involving a transportation cost diameter of the mixed family. Additionally, our analysis of Sobolev type inequalities for two-component mixtures reveals…
We establish an improved form of the classical logarithmic Sobolev inequality for the Gaussian measure restricted to probability densities which satisfy a Poincaré inequality. The result implies a lower bound on the deficit in terms of the quadratic Kantorovich-Wasserstein distance. We similarly investigate the deficit in the Talagrand quadratic transportation cost inequality this time by means of an ${\rm L}^1$-Kantorovich-Wasserstein distance, optimal for product measures, and deduce a lower bound on the deficit in the logarithmic Sobolev inequality in terms of this metric. Applications are …
Consider the switch chain on the set of $d$-regular bipartite graphs on $n$ vertices with $3\leq d\leq n^{c}$, for a small universal constant $c>0$. We prove that the chain satisfies a Poincaré inequality with a constant of order $O(nd)$; moreover, when $d$ is fixed, we establish a log-Sobolev inequality for the chain with a constant of order $O_d(n\log n)$. We show that both results are optimal. The Poincaré inequality implies that in the regime $3\leq d\leq n^c$ the mixing time of the switch chain is at most $O\big((nd)^2 \log(nd)\big)$, improving on the previously known bound $O\big((nd)^{1…
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 …
This work is devoted to direct mass transportation proofs of families of functional inequalities in the context of one-dimensional free probability, avoiding random matrix approximation. The inequalities include the free form of the transportation, Log-Sobolev, HWI interpolation and Brunn-Minkowski inequalities for strictly convex potentials. Sharp constants and some extended versions are put forward. The paper also addresses two versions of free Poincaré inequalities and their interpretation in terms of spectral properties of Jacobi operators. The last part establishes the corresponding inequ…
We consider a diffusion on a potential landscape which is given by a smooth Hamiltonian $H:\mathbb {R}^n\to \mathbb {R}$ in the regime of low temperature $\varepsilon$. We proof the Eyring-Kramers formula for the optimal constant in the Poincaré (PI) and logarithmic Sobolev inequality (LSI) for the associated generator $L=\varepsilon Δ-\nabla H\cdot\nabla$ of the diffusion. The proof is based on a refinement of the two-scale approach introduced by Grunewald et al. [Ann. Inst. Henri Poincaré Probab. Stat. 45 (2009) 302-351] and of the mean-difference estimate introduced by Chafaï and Malrieu [A…
In this paper, we study some functional inequalities (such as Poincaré inequalities, logarithmic Sobolev inequalities, generalized Cheeger isoperimetric inequalities, transportation-information inequalities and transportation-entropy inequalities) for reversible nearest-neighbor Markov processes on a connected finite graph by means of (random) path method. We provide estimates of the involved constants.
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.
Through the main example of the Ornstein-Uhlenbeck semigroup, the Bakry-Emery criterion is presented as a main tool to get functional inequalities as Poincaré or logarithmic Sobolev inequalities. Moreover an alternative method using the optimal mass transportation, is also given to obtain the logarithmic Sobolev inequality.
Let $μ$ and $ν$ be two probability measures on $\R^d$, where $μ(\d x)= \e^{-V(x)}\d x$ for some $V\in C^1(\R^d)$. Explicit sufficient conditions on $V$ and $ν$ are presented such that $μ*ν$ satisfies the log-Sobolev, Poincaré and super Poincaré inequalities. In particular, the recent results on the log-Sobolev inequality derived in \cite{Z} for convolutions of the Gaussian measure and compactly supported probability measures are improved and extended.
We establish formulae for the derivative of the Poincaré constant of Gibbs measures on both compact domains and all of $\R^d$. As an application, we show that if the (not necessarily convex) Hamiltonian is an increasing function, then the Poincaré constant is strictly decreasing in the inverse temperature, and vice versa. Applying this result to the $O(2)$ model allows us to give a sharpened upper bound on its Poincaré constant. We further show that this model exhibits a qualitatively different zero-temperature behavior of the Poincaré and Log-Sobolev constants.
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 …
As a consequence of the Bochner formula for the Bismut connection acting on gradients, we show sharp universal Poincaré and log-Sobolev inequalities along solutions to generalized Ricci flow. Using the two-form potential we define a twisted connection on spacetime which determines an adapted Brownian motion on the frame bundle, yielding an adapted Malliavin gradient on path space. We show a Bochner formula for this operator, leading to characterizations of generalized Ricci flow in terms of universal Poincaré and log-Sobolev type inequalities for the associated Malliavin gradient and Ornstein-…