Logarithmic Sobolev inequality for zero-range Dynamics

Modified logarithmic Sobolev inequalities and transportation inequalities

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.

Limit case of Hardy-Littlewood-Sobolev inequality for martingales

We provide a version of the Stein-Weiss inequality for arbitrary martingales.

Logarithmic Sobolev inequality for log-concave measure from Prekopa-Leindler inequality

We develop in this paper an amelioration of the method given by S. Bobkov and M. Ledoux in GAFA (2000). We prove by Prekopa-Leindler Theorem an optimal modified logarithmic Sobolev inequality adapted for all log-concave measure on $\dR^n$. This inequality implies results proved by Bobkov and Ledoux, the Euclidean Logarithmic Sobolev inequality generalized in the last years and it also implies some convex logarithmic Sobolev inequalities for large entropy.

Solution of a class of reaction-diffusion systems via logarithmic Sobolev inequality

We study global existence, uniqueness and positivity of weak solutions of a class of reaction-diffusion systems of chemical kinetics type, under the assumptions of logarithmic Sobolev inequality and appropriate exponential integrability of the initial data.

Weak logarithmic Sobolev inequalities and entropic convergence

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.

Bounds on the deficit in the logarithmic Sobolev inequality

The de cit in the logarithmic Sobolev inequality for the Gaussian measure is considered and estimated by means of transport and information-theoretic distances.

Talagrand's inequality for Interacting Particle Systems satisfying a log-Sobolev inequality

Talagrand's inequality for independent Bernoulli random variables is extended to many interacting particle systems (IPS). The main assumption is that the IPS satisfies a log-Sobolev inequality. In this context it is also shown that a slightly stronger version of Talagrand's inequality is equivalent to a log-Sobolev inequality. Additionally we also look at a common application, the relation between the probability of increasing events and the influences on that event by changing a single spin.

Some remarks on weighted logarithmic Sobolev inequality

We give here a simple proof of weighted logarithmic Sobolev inequality, for example for Cauchy type measures, with optimal weight, sharpening results of Bobkov-Ledoux. Some consequences are also discussed.

A simple proof of logarithmic Sobolev inequality on the Heisenberg groups

In this note we give a simple, dimension independent, proof of the logarithmic Sobolev inequality on the Heisenberg groups $H_n=\R^{2n+1}$ using the measure preserving transformations of the Brownian motion. We have corrected some serious flaws and simplified the proofs.

A note on Talagrand's transportation inequality and logarithmic Sobolev inequality

We give by simple arguments sufficient conditions, so called Lyapunov conditions, for Talagrand's transportation information inequality and for the logarithmic Sobolev inequality. Those sufficient conditions work even in the case where the Bakry-Emery curvature is not lower bounded. Several new examples are provided.

Modified logarithmic Sobolev inequalities on R

We provide a sufficient condition for a measure on the real line to satisfy a modified logarithmic Sobolev inequality, thus extending the criterion of Bobkov and Götze. Under mild assumptions the condition is also necessary. Concentration inequalities are derived. This completes the picture given in recent contributions by Gentil, Guillin and Miclo.

The Logarithmic Sobolev Inequality for Gibbs measures on infinite product of Heisenberg groups

We are interested in the $q$ Logarithmic Sobolev inequality for probability measures on the infinite product of Heisenberg groups. We assume that the one site boundary free measure satisfies either a $q$ Log-Sobolev inequality or a U-Bound inequality, and we determine conditions so that the infinite dimensional Gibbs measure satisfies a $q$ Log-Sobolev inequality.

Martingale transforms and the Hardy-Littlewood-Sobolev inequality for semigroups

We give a representation of the fractional integral for symmetric Markovian semigroups as the projection of martingale transforms and prove the Hardy-Littlewood-Sobolev(HLS) inequality based on this representation. The proof rests on a new inequality for a fractional Littlewood-Paley $g$-function.

Logarithmic Sobolev inequality for the inhomogeneous zero range process

We prove that the logarithmic Sobolev constant for the inhomogeneous symmetric nearest neighbour zero range process on a cube of size N^d grows as N^2. We apply this result to the inhomogeneous process which arises in the study of the homogeneous version of the zero range interacting particle system with colours.

Logarithmic Sobolev inequality for diffusion semigroups

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.

Probabilistic Approach to Fractional Integrals and the Hardy-Littlewood-Sobolev Inequality

We give a short summary of Varopoulos' generalised Hardy-Littlewood-Sobolev inequality for self-adjoint $C_{0}$ semigroups and give a new probabilistic representation of the classical fractional integral operators on $\R^n$ as projections of martingale transforms. Using this formula we derive a new proof of the classical Hardy-Littlewood-Sobolev inequality based on Burkholder-Gundy and Doob's inequalities for martingales.

Deficit Estimates for the Logarithmic Sobolev Inequality

We identify sharp spaces and prove quantitative and non-quantitative stability results for the logarithmic Sobolev inequality involving Wasserstein and $L^p$ metrics. The techniques are based on optimal transport theory and Fourier analysis. We also discuss a probabilistic approach.

Instability results for the logarithmic Sobolev inequality and its application to related inequalities

We show that there are no general stability results for the logarithmic Sobolev inequality in terms of the Wasserstein distances and $L^{p}(dγ)$ distance for $p>1$. To this end, we construct a sequence of centered probability measures such that the deficit of the logarithmic Sobolev inequality converges to zero but the relative entropy and the moments do not, which leads to instability for the logarithmic Sobolev inequality. As an application, we prove instability results for Talagrand's transportation inequality and the Beckner--Hirschman inequality.

Logarithmic Sobolev inequalities on non-isotropic Heisenberg groups

We study logarithmic Sobolev inequalities with respect to a heat kernel measure on finite-dimensional and infinite-dimensional Heisenberg groups. Such a group is the simplest non-trivial example of a sub-Riemannian manifold. First we consider logarithmic Sobolev inequalities on non-isotropic Heisenberg groups. These inequalities are considered with respect to the hypoelliptic heat kernel measure, and we show that the logarithmic Sobolev constants can be chosen to be independent of the dimension of the underlying space. In this setting, a natural Laplacian is not an elliptic but a hypoelliptic …

Martingale Representation and Logarithmic-Sobolev Inequality for Fractional Ornstein-Uhlenbeck Measure

In this paper, we consider the measure determined by a fractional Ornstein-Uhlenbeck process. For such measure, we establish a martingale representation theorem and consequently obtain the Logarithmic-Sobolev inequality. To this end, we also present the integration by parts formula for such measure, which is obtained via its pull back formula and the Bismut method.

Lyapunov conditions for logarithmic Sobolev and Super Poincaré inequality

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 ...).

Gaussian maximum of entropy and reversed log-Sobolev inequality

The aim of this note is to connect a reversed form of the Gross logarithmic Sobolev inequality with the Gaussian maximum of Shannon's entropy power. There is thus a complete parallel with the well-known link between logarithmic Sobolev inequalities and their information theoretic counterparts. We moreover provide an elementary proof of the reversed Gross inequality via a two-point inequality and the Central Limit Theorem.

Centered Sobolev inequality and exponential convergence in $Φ$-entropy

In this short paper we find that the Sobolev inequality $$\frac 1{p-2}\left[\left(\int f^{p} dμ\right)^{2/p} - \int f^2 dμ\right] \le C \int |\nabla f|^2 dμ$$ ($p\ge 0$) is equivalent to the exponential convergence of the Markov diffusion semigroup $(P_t)$ to the invariant measure $μ$, in some $Φ$-entropy. We provide the estimate of the exponential convergence in total variation and a bounded perturbation result under the Sobolev inequality. Finally in the one-dimensional case we get some two-sided estimates of the Sobolev constant by means of the generalized Hardy inequality.

A dimension-free reverse logarithmic Sobolev inequality for low-complexity functions in Gaussian space

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].

Poincar{é} and logarithmic sobolev inequalities for nearly radial measures

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.

Sum-of-Squares proofs of logarithmic Sobolev inequalities on finite Markov chains

Logarithmic Sobolev inequalities are a fundamental class of inequalities that play an important role in information theory. They play a key role in establishing concentration inequalities and in obtaining quantitative estimates on the convergence to equilibrium of Markov processes. More recently, deep links have been established between logarithmic Sobolev inequalities and strong data processing inequalities. In this paper we study logarithmic Sobolev inequalities from a computational point of view. We describe a hierarchy of semidefinite programming relaxations which give certified lower boun…

A note on the Modified Log-Sobolev inequality

A criterion is presented for the Modified Logarithmic Sobolev inequality on metric measure spaces. The criterion based on U-bound inequalities introduced by Hebisch and Zegarlinski allows to show the inequality for measures that go beyond log-concavity.

The Logarithmic Sobolev Constant of The Lamplighter

We give estimates on the logarithmic Sobolev constant of some finite lamplighter graphs in terms of the spectral gap of the underlying base. Also, we give examples of application.

New sharp Gagliardo-Nirenberg-Sobolev inequalities and an improved Borell-Brascamp-Lieb inequality

We propose a new Borell-Brascamp-Lieb inequality which leads to novel sharp Euclidean inequalities such as Gagliardo-Nirenberg-Sobolev inequalities in R^n and in the half-space R^n\_+. This gives a new bridge between the geometric pont of view of the Brunn-Minkowski inequality and the functional point of view of the Sobolev type inequalities. In this way we unify, simplify and results by S. Bobkov-M. Ledoux, M. del Pino-J. Dolbeault and B. Nazaret.

基于Poisson-Föllmer过程改进Wu对数Sobolev不等式

Improvement of Wu's logarithmic Sobolev inequality via the Poisson-Föllmer process

针对非负整数上Poisson测度的Wu对数Sobolev不等式，采用熵的随机变分公式给出新证明，且在凸性假设下实现了该不等式的改进。

Log-Sobolev inequalities for subelliptic operators satisfying a generalized curvature dimension inequality

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.

Logarithmic Sobolev inequalities: regularizing effect of Lévy operators and asymptotic convergence in the Lévy-Fokker-Planck equation

In this paper we study some applications of the Lévy logarithmic Sobolev inequality to the study of the regularity of the solution of the fractal heat equation, i. e. the heat equation where the Laplacian is replaced with the fractional Laplacian. It is also used to the study of the asymptotic behaviour of the Lévy-Ornstein-Uhlenbeck process.

The deficit in the Gaussian log-Sobolev inequality and inverse Santalo inequalities

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.

广义柯西测度的对数Sobolev不等式

Logarithmic Sobolev inequalities for generalised Cauchy measures

本文通过曲率-维数准则，推导出广义柯西测度的对数Sobolev不等式，并给出最优权重和显式常数，尤其在一维情况下常数最优，进而得到集中性结果，解决病态二维情况。

A Feynman-Kac approach for Logarithmic Sobolev Inequalities

This note presents a method based on Feynman-Kac semigroups for logarithmic Sobolev inequalities. It follows the recent work of Bonnefont and Joulin on intertwining relations for diffusion operators, formerly used for spectral gap inequalities, and related to perturbation techniques. In particular, it goes beyond the Bakry-{É}mery criterion and allows to investigate high-dimensional effects on the optimal logarithmic Sobolev constant.The method is illustrated on particular examples (namely Subbotin distributions and double-well potentials), for which explicit dimension-free bounds on the latte…

A Stein deficit for the logarithmic Sobolev inequality

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.

Logarithmic Sobolev Inequalities and Concentration of Measure for Convex Functions and Polynomial Chaoses

We prove logarithmic Sobolev inequalities and concentration results for convex functions and a class of product random vectors. The results are used to derive tail and moment inequalities for chaos variables (in spirit of Talagrand and Arcones, Gine). We also show that the same proof may be used for chaoses generated by log-concave random variables, recovering results by Lochowski and present an application to exponential integrability of Rademacher chaos.

在无限维约化海森堡群上的对数Sobolev不等式

Logarithmic Sobolev inequalities on infinite-dimensional reduced Heisenberg groups

本文在无限维约化海森堡群上构造了热核测度，并研究了其中的亚椭圆对数Sobolev不等式。

A log-Sobolev type inequality for free entropy of two projections

We prove an inequality between the free entropy and the mutual free Fisher information for two projections, regarded as a free analog of the logarithmic Sobolev inequality. The proof is based on the random matrix approximation procedure via the Grassmannian random matrix model of two projections.

On a stochastic Hardy-Littlewood-Sobolev inequality with application to Strichartz estimates for the white noise dispersion

In this paper, we investigate a stochastic Hardy-Littlewood-Sobolev inequality. Due to the stochastic nature of the inequality, the relation between the exponents of intgrability is modified. This modification can be understood as a regularization by noise phenomenon. As a direct application, we derive Strichartz estimates for the white noise dispersion which enables us to address a conjecture from [3].

The Logarithmic Sobolev Inequality in Infinite dimensions for Unbounded Spin Systems on the Lattice with non Quadratic Interactions

We are interested in the Logarithmic Sobolev Inequality for the infinite volume Gibbs measure with no quadratic interactions. We consider unbounded spin systems on the one dimensional Lattice with interactions that go beyond the usual strict convexity and without uniform bound on the second derivative. We assume that the one dimensional single-site measure with boundaries satisfies the Log-Sobolev inequality uniformly on the boundary conditions and we determine conditions under which the Log-Sobolev Inequality can be extended to the infinite volume Gibbs measure.

Moment estimates implied by modified log-Sobolev inequalities

We study a class of logarithmic Sobolev inequalities with a general form of the energy functional. The class generalizes various examples of modified logarithmic Sobolev inequalities considered previously in the literature. Refining a method of Aida and Stroock for the classical logarithmic Sobolev inequality, we prove that if a measure on $\mathbb{R}^n$ satisfies a modified logarithmic Sobolev inequality then it satisfies a family of $L^p$-Sobolev-type inequalities with non-Euclidean norms of gradients (and dimension-independent constants). The latter are shown to yield various concentration-…

Second Order Concentration via Logarithmic Sobolev Inequalities

We show sharpened forms of the concentration of measure phenomenon centered at first order stochastic expansions. The bound are based on second order difference operators and second order derivatives. Applications to functions on the discrete cube and stochastic Hoeffding type expansions in mathematical statistics are studied as well as linear eigenvalue statistics in random matrix theory.

含凸能量的平均场朗之万动力学的一致于$N$的对数索伯列夫不等式

Uniform-in-$N$ log-Sobolev inequality for the mean-field Langevin dynamics with convex energy

该研究建立了含凸能量的平均场朗之万动力学平稳分布的、常数与粒子数N无关的对数索伯列夫不等式，通过Kim和Milman的逆向热流构造标准高斯测度的利普希茨输运映射完成证明。

Modified log-Sobolev inequality for a compact PJMP with degenerate jumps

We study the modified log-Sobolev inequality for a class of pure jump Markov processes that describe the interactions between brain neurons. In particular, we focus on a finite and compact process with degenerate jumps inspired by the model introduced by Galves and Löcherbach. As a result, we obtain concentration properties for empirical approximations of the process.

On the variational interpretation of local logarithmic Sobolev inequalities

The celebrated Otto calculus has established itself as a powerful tool for proving quantitative energy dissipation estimates and provides with an elegant geometric interpretation of certain functional inequalities such as the Logarithmic Sobolev inequality. However, the \emph{local} versions of such inequalities, which can be proven by means of Bakry-Emery-Ledoux $Γ$-calculus, has not yet been given an interpretation in terms of this Riemannian formalism. In this short note we close this gap by explaining how Otto calculus applied to the Schr{ö}dinger problem yields a variations interpretation…

Stability of hypercontractivity, the logarithmic Sobolev inequality, and Talagrand's cost inequality

We provide deficit estimates for Nelson's hypercontractivity inequality, the logarithmic Sobolev inequality, and Talagrand's transportation cost inequality under the restriction that the inputs are semi-log-subharmonic, semi-log-convex, or semi-log-concave. In particular, our result on the logarithmic Sobolev inequality complements a recently obtained result by Eldan, Lehec and Shenfeld concerning a deficit estimate for inputs with small covariance. Similarly, our result on Talagrand's transportation cost inequality complements and, for a large class of semi-log-concave inputs, improves a defi…

Free Stein kernels and an improvement of the free logarithmic Sobolev inequality

We introduce a free version of the Stein kernel, relative to a semicircular law. We use it to obtain a free counterpart of the HSI inequality of Ledoux, Peccatti and Nourdin, which is an improvement of the free logarithmic Sobolev inequality of Biane and Speicher, as well as a rate of convergence in the (multivariate) entropic free Central Limit Theorem. We also compute the free Stein kernels for several relevant families of self-adjoint operators.

Dimensional improvements of the logarithmic Sobolev, Talagrand and Brascamp-Lieb inequalities

In this work we consider dimensional improvements of the logarithmic Sobolev, Talagrand and Brascamp-Lieb inequalities. For this we use optimal transport methods and the Borell-Brascamp-Lieb inequality. These refinements can be written as a deficit in the classical inequalities. They have the right scale with respect to the dimension. They lead to sharpened concentration properties as well as refined contraction bounds, convergence to equilibrium and short time behaviour for the laws of solutions to stochastic differential equations.

Quantitative logarithmic Sobolev inequalities and stability estimates

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 …

On logarithmic Sobolev inequalities for the heat kernel on the Heisenberg group

In this note, we derive a new logarithmic Sobolev inequality for the heat kernel on the Heisenberg group. The proof is inspired from the historical method of Leonard Gross with the Central Limit Theorem for a random walk. Here the non commutative nature of the increments produces a new gradient which naturally involves a Brownian bridge on the Heisenberg group. This new inequality contains the optimal logarithmic Sobolev inequality for the Gaussian distribution in two dimensions. We compare this new inequality with the sub-elliptic logarithmic Sobolev inequality of Hong-Quan Li and with the mo…

Sobolev's inequality under a curvature-dimension condition

In this note we present a new proof of Sobolev's inequality under a uniform lower bound of the Ricci curvature. This result was initially obtained in 1983 by Ilias. Our goal is to present a very short proof, to give a review of the famous inequality and to explain how our method, relying on a gradient-flow interpretation, is simple and robust. In particular, we elucidate computations used in numerous previous works, starting with Bidaut-V{é}ron and V{é}ron's 1991 classical work.

Strong hypercontractivity and logarithmic Sobolev inequalities on stratified complex Lie groups

We show that for a hypoelliptic Dirichlet form operator A on a stratified complex Lie group, if the logarithmic Sobolev inequality holds, then a holomorphic projection of A is strongly hypercontractive in the sense of Janson. This extends previous results of Gross to a setting in which the operator A is not holomorphic.

对数Sobolev不等式与贝克纳不等式及加权高斯测度下皮卡德不等式的稳定性

Log-Sobolev and Beckner inequalities and stability of Poincaré inequality with weighted Gaussian measures

本文基于马尔可夫半群与Γ-微分算子，推导加权高斯测度下的广义贝克纳不等式及皮卡德不等式稳定性，进一步研究其梯度和L^2稳定性，并应用至海森堡不确定性原理分析及对数Sobolev不等式构建。