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.
We derive two-sided estimates for random multilinear forms (random chaoses) generated by independent symmetric random variables with logarithmically concave tails. Estimates are exact up to multiplicative constants depending only on the order of chaos.
We present two-sided estimates of moments and tails of polynomial chaoses of order at most three generated by independent symmetric random variables with log-concave tails as well as for chaoses of arbitrary order generated by independent symmetric exponential variables. The estimates involve only deterministic quantities and are optimal up to constants depending only on the order of the chaos variable.
We develop in this paper an improvement of the method given by S. Bobkov and M. Ledoux. Using the Prékopa-Leindler inequality, we prove a modified logarithmic Sobolev inequality adapted for all measures on $\dR^n$, with a strictly convex and super-linear potential. This inequality implies modified logarithmic Sobolev inequality for all uniform strictly convex potential as well as the Euclidean 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.
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.
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.
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.
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.
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.
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 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.
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.
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.
We prove new concentration estimates for random variables that are functionals of a Poisson measure defined on a general measure space. Our results are specifically adapted to geometric applications, and are based on a pervasive use of a powerful logarithmic Sobolev inequality proved by L. Wu (2000), as well as on several variations of the so-called Herbst argument. We provide several applications, in particular to edge counting and more general length power functionals in random geometric graphs, as well as to the convex distance for random point measures recently introduced by M. Reitzner (2…
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…
In this paper we establish quantitative results about the bridges of the Langevin dynamics and the associated reciprocal processes. They include an equivalence between gradient estimates for bridge semigroups and couplings, comparison principles, bounds of the distance between bridges of different Langevin dynamics, and a Logarithmic Sobolev inequality for bridge measures. The existence of an invariant measure for the bridges is also discussed and quantitative bounds for the convergence to the invariant measure are proved . All results are based on a seemingly new expression of the drift of a …
We investigate the dissipativity properties of a class of scalar second order parabolic partial differential equations with time-dependent coefficients. We provide explicit condition on the drift term which ensure that the relative entropy of one particular orbit with respect to some other one decreases to zero. The decay rate is obtained explicitly by the use of a Sobolev logarithmic inequality for the associated semigroup, which is derived by an adaptation of Bakry's $Γ-$ calculus. As a byproduct, the systematic method for constructing entropies which we propose here also yields the well-kno…
Threshold phenomena are investigated using a general approach, following Talagrand [Ann. Probab. 22 (1994) 1576--1587] and Friedgut and Kalai [Proc. Amer. Math. Soc. 12 (1999) 1017--1054]. The general upper bound for the threshold width of symmetric monotone properties is improved. This follows from a new lower bound on the maximal influence of a variable on a Boolean function. The method of proof is based on a well-known logarithmic Sobolev inequality on $\{0,1\}^n$. This new bound is shown to be asymptotically optimal.
We consider a noninteracting unbounded spin system with conservation of the mean spin. We derive a uniform logarithmic Sobolev inequality (LSI) provided the single-site potential is a bounded perturbation of a strictly convex function. The scaling of the LSI constant is optimal in the system size. The argument adapts the two-scale approach of Grunewald, Villani, Westdickenberg and the second author from the quadratic to the general case. Using an asymmetric Brascamp-Lieb-type inequality for covariances, we reduce the task of deriving a uniform LSI to the convexification of the coarse-grained H…
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.
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.
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 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.
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.
The aim of this paper is to prove an inequality between relative entropy and the sum of average conditional relative entropies of the following form: For a fixed probability measure $q^n$ on $\mathcal X^n$, ($\mathcal X$ is a finite set), and any probability measure $p^n=\mathcal L(Y^n)$ on $\mathcal X^n$, we have \begin{equation}\label{*} D(p^n||q^n)\leq Const. \sum_{i=1}^n \Bbb E_{p^n} D(p_i(\cdot|Y_1,\dots, Y_{i-1},Y_{i+1},\dots, Y_n) || q_i(\cdot|Y_1,\dots, Y_{i-1},Y_{i+1},\dots, Y_n)), \end{equation} where $p_i(\cdot|y_1,\dots, y_{i-1},y_{i+1},\dots, y_n)$ and $q_i(\cdot|x_1,\dots, x_{i-1…
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.
We derive sufficient conditions for a probability measure on a finite product space (a spin system) to satisfy a (modified) logarithmic Sobolev inequality. We establish these conditions for various examples, such as the (vertex-weighted) exponential random graph model, the random coloring and the hard-core model with fugacity. This leads to two separate branches of applications. The first branch is given by mixing time estimates of the Glauber dynamics. The proofs do not rely on coupling arguments, but instead use functional inequalities. As a byproduct, this also yields exponential decay of t…
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.
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.
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.
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].
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.
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…
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…
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.
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-…
We develop connections between Stein's approximation method, logarithmic Sobolev and transport inequalities by introducing a new class of functional inequalities involving the relative entropy, the Stein kernel, the relative Fisher information and the Wasserstein distance with respect to a given reference distribution on $\mathbb{R}^d$. For the Gaussian model, the results improve upon the classical logarithmic Sobolev inequality and the Talagrand quadratic transportation cost inequality. Further examples of illustrations include multidimensional gamma distributions, beta distributions, as well…
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…
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.
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 …
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.
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.
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 …
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…
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.
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.
We consider a generic modified logarithmic Sobolev inequality (mLSI) of the form $\mathrm{Ent}_μ(e^f) \le \tfracρ{2} \mathbb{E}_μe^f Γ(f)^2$ for some difference operator $Γ$, and show how it implies two-level concentration inequalities akin to the Hanson--Wright or Bernstein inequality. This can be applied to the continuous (e.\,g. the sphere or bounded perturbations of product measures) as well as discrete setting (the symmetric group, finite measures satisfying an approximate tensorization property, \ldots). Moreover, we use modified logarithmic Sobolev inequalities on the symmetric group $S…
We prove that the logarithmic-Sobolev constant for Zero-Range Processes in a box of diameter L may depend on L but not on the number of particles. This is a first, but relevant and quite technical step, in the proof that this logarithmic-Sobolev constant grows as L^2, that will be presented in a forthcoming paper.
We develop the optimal transportation approach to modified log-Sobolev inequalities and to isoperimetric inequalities. Various sufficient conditions for such inequalities are given. Some of them are new even in the classical log-Sobolev case. The idea behind many of these conditions is that measures with a non-convex potential may enjoy such functional inequalities provided they have a strong integrability property that balances the lack of convexity. In addition, several known criteria are recovered in a simple unified way by transportation methods and generalized to the Riemannian setting.
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 present a logarithmic Sobolev inequality adapted to a log-concave measure. Assume that $Φ$ is a symmetric convex function on $\dR$ satisfying $(1+\e)Φ(x)\leq {x}Φ'(x)\leq(2-\e)Φ(x)$ for $x\geq0$ large enough and with $\e\in]0,1/2]$. We prove that the probability measure on $\dR$ $μ_Φ(dx)=e^{-Φ(x)}/Z_Φdx$ satisfies a modified and adapted logarithmic Sobolev inequality : there exist three constant $A,B,D>0$ such that for all smooth $f>0$, \begin{equation*} \ent{μ_Φ}{f^2}\leq A\int H_Φ\PAR{{\frac{f'}{f}}}f^2dμ_Φ, \text{with} H_Φ(x)= {\begin{array}{rl} Φ^*\PAR{Bx} &\text{if }\ABS{x}\geq D, x^2 …
