Franck Barthe, Patrick Cattiaux, Cyril Roberto
We study in details the isoperimetric profile of product probability measures with tails between the exponential and the Gaussian regime. In particular we exhibit many examples where coordinate half-spaces are approximate solutions of the isoperimetric problem.
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Given $2\le k\le n$, the minimal $(n-1)$-dimensional Gaussian measure of the union of the boundaries of $k$ disjoint sets of equal Gaussian measure in $\R^n$ whose union is $\R^n$ is of order $\sqrt{\log k}$. A similar results holds also for partitions of the sphere $S^{n-1}$ into $k$ sets of equal Haar measure.
We introduce and study a notion of Orlicz hypercontractive semigroups. We analyze their relations with general $F$-Sobolev inequalities, thus extending Gross hypercontractivity theory. We provide criteria for these Sobolev type inequalities and for related properties. In particular, we implement in the context of probability measures the ideas of Maz'ja's capacity theory, and present equivalent forms relating the capacity of sets to their measure. Orlicz hypercontractivity efficiently describes the integrability improving properties of the Heat semigroup associated to the Boltzmann measures $μ…
On Gilles Pisier's approach to gaussian concentration, isoperimetry and Poincaré-type inequalities
本研究拓展了Gilles Pisier的研究方法，可在欧氏空间旋转不变概率分布（含多维柯西测度）中探索高斯测度相关集中、等周与庞加莱型不等式结果的对应形式。
We prove the first robust dimension free isoperimetric result for the standard Gaussian measure $γ_n$ and the corresponding boundary measure $γ_n^+$ in $\mathbb {R}^n$. The main result in the theory of Gaussian isoperimetry (proven in the 1970s by Sudakov and Tsirelson, and independently by Borell) states that if $γ_n(A)=1/2$ then the surface area of $A$ is bounded by the surface area of a half-space with the same measure, $γ_n^+(A)\leq(2π)^{-1/2}$. Our results imply in particular that if $A\subset \mathbb {R}^n$ satisfies $γ_n(A)=1/2$ and $γ_n^+(A)\leq(2π)^{-1/2}+δ$ then there exists a half-s…
A Free Analog of Bobkov's Gaussian Isoperimetry Inequality
本文证明了Bobkov等周不等式的自由概率类比，即一个涉及函数差商L1范数的单变量泛函不等式，并给出了区间子集和Hermite多项式根子集的相关不等式。
Optimal sample path properties of stochastic processes often involve generalized Hölder- or variation norms. Following a classical result of Taylor, the exact variation of Brownian motion is measured in terms of $ψ(x) \equiv $ $x^{2}/\log \log (1/x) $ near $0+$. Such $ψ$-variation results extend to classes of processes with values in abstract metric spaces. (No Gaussian or Markovian properties are assumed.) To establish integrability properties of the $ψ$-variation we turn to a large class of Gaussian rough paths (e.g. Brownian motion and Lévy's area viewed as a process in a Lie group) and pro…
In the first part we study deviation of a polynomial from its mathematical expectation. This deviation can be estimated from above by Carbery--Wright inequality, so we investigate estimates of the deviation from below. We obtain such estimates in two different cases: for Gaussian measures and a polynomial of an arbitrary degree and for an arbitrary log-concave measure but only for polynomials of the second degree. In the second part we deals with isoperimetric inequality and the Poincaré inequality for probability measures on the real line that are images of the uniform distributions on convex…
We provide a simple, general argument to obtain improvements of concentration-type inequalities starting from improvements of their corresponding isoperimetric-type inequalities. We apply this argument to obtain robust improvements of the Brunn-Minkowski inequality (for Minkowski sums between generic sets and convex sets) and of the Gaussian concentration inequality. The former inequality is then used to obtain a robust improvement of the Riesz rearrangement inequality under certain natural conditions. These conditions are compatible with the applications to a finite-range nonlocal isoperimetr…
Sharp Gaussian Isoperimetry along a Ricci Flow
本文通过单调性公式证明了沿里奇流的共轭热核测度的锐利高斯等周不等式，并由此得到了精确的高斯扩展定理和高斯-量纲双集集中估计，恢复了Hein-Naber的指数集中估计，同时推导了高斯排列不等式，恢复了Hein-Naber的尖锐对数 Sobolev 不等式，并识别了Bamler的L^p-Poincaré不等式中的通用高斯模型常数。
Let $G$ be a connected, locally finite, transitive graph, and consider Bernoulli bond percolation on $G$. We prove that if $G$ is nonamenable and $p > p_c(G)$ then there exists a positive constant $c_p$ such that \[\mathbf{P}_p(n \leq |K| < \infty) \leq e^{-c_p n}\] for every $n\geq 1$, where $K$ is the cluster of the origin. We deduce the following two corollaries: 1. Every infinite cluster in supercritical percolation on a transitive nonamenable graph has anchored expansion almost surely. This answers positively a question of Benjamini, Lyons, and Schramm (1997). 2. For transitive nonamenabl…
We give lower and upper bounds for the separation profile (introduced by Benjamini, Schramm & Timár) for various graphs using the isoperimetric profile, growth and Hilbertian compression. For graphs which have polynomial isoperimetry and growth, we show that the separation profile $\mathrm{Sep}(n)$ is also bounded by powers of $n$. For many amenable groups, we show a lower bound in $n/ \log(n)^a$ and, for any group which has a non-trivial compression exponent in an $L^p$-space, an upper bound in $n/ \log(n)^b$. We show that solvable groups of exponential growth cannot have a separation profile…
Filtering problems with general exponential quadratic criteria are investigated for Gauss-Markov processes. In this setting, the Linear Exponential Gaussian and Risk-Sensitive filtering problems are solved and it is shown that they may have different solutions.
We find the exponential exact two-terms non-asymptotic expression for the maximum and minimum distribution of a non-Gaussian, in general case, random vector.
We prove a simple criterion of exponential tightness for sequences of Gaussian r.v.'s with values in a separable Banach space from which we deduce a general result of Large Deviations which allows easily to obtain LD estimates in various situations.
Let us consider a Gaussian probability on a Banach space. We prove the existence of an intermediate Banach space between the space where the Gaussian measure lives and its RKHS. Such a space has full probability and a compact embedding. This extends what happens with Wiener measure, where the intermediate space can be chosen as a space of Hölder paths. From this result it is very simple to deduce a result of exponential tightness for Gaussian probabilities.
We study the tail behavior for the maximum of discrete Gaussian free field on a 2D box with Dirichlet boundary condition after centering by its expectation. We show that it exhibits an exponential decay for the right tail and a double exponential decay for the left tail. In particular, our result implies that the variance of the maximum is of order 1, improving an $o(\log n)$ bound by Chatterjee (2008) and confirming a folklore conjecture. An important ingredient for our proof is a result of Bramson and Zeitouni (2010), who proved the tightness of the centered maximum together with an evaluati…
The explicit solution of the discrete time filtering problems with exponential criteria for a general Gaussian signal is obtained through an approach based on a conditional Cameron-Martin type formula. This key formula is derived for conditional expectations of exponentials of some quadratic forms of Gaussian sequences. The formula involves conditional expectations and conditional covariances in some auxiliary optimal risk-neutral filtering problem which is used in the proof. Closed form recursions of Volterra type for these ingredients are provided. Particular cases for which the results can …
We prove three new characterizations of the generalized inverse Gaussian (GIG), asymmetric Laplace (AL), shifted exponential (sExp) and shifted truncated exponential (stExp) distributions in terms of non-trivial independence preserving transformations, which were conjectured by Croydon and Sasada in \cite{CS1}. We do this under the assumptions of absolute continuity and mild regularity conditions on the densities. Croydon and Sasada \cite{CS2} use these independence preserving transformations to analyze statistical mechanical models which display KPZ behavior. Our characterizations show the in…
The convergence to the stationary regime is studied for Stochastic Differential Equations driven by an additive Gaussian noise and evolving in a semi-contractive environment, i.e. when the drift is only contractive out of a compact set but does not have repulsive regions. In this setting, we develop a synchronous coupling strategy to obtain sub-exponential bounds on the rate of convergence to equilibrium in Wasserstein distance. Then by a coalescent coupling close to terminal time, we derive a similar bound in total variation distance.
This is the first of a three paper series in which we present a comprehensive study of the extreme value theory of the scale-inhomogeneous discrete Gaussian free field. This model was introduced by Arguin and Ouimet who computed the first order of the maximum. In this first paper we establish tail estimates for the maximum value, which allow to deduce the log-correction to the order of the maximum and tightness of the centred maximum. Our proofs are based on the second moment method and Gaussian comparison techniques.
Weak exponential metrics for high-dimensional log-correlated Gaussian fields
本文研究了高维对数相关高斯场的弱γ-指数度量，证明了其子序列极限的存在性，并建立了该度量的一般性质，扩展了二维Liouville量子引力度量理论到更高维度。
We consider first passage percolation (FPP) where the vertex weight is given by the exponential of two-dimensional log-correlated Gaussian fields. Our work is motivated by understanding the discrete analog for the random metric associated with \emph{Liouville quantum gravity} (LQG), which roughly corresponds to the exponential of a two-dimensional Gaussian free field (GFF). The particular focus of the present paper is an aspect of universality for such FPP among the family of log-correlated Gaussian fields. More precisely, we construct a family of log-correlated Gaussian fields, and show that …
Estimates for exponential functionals of continuous Gaussian processes with emphasis on fractional Brownian motion
本文为带漂移分数布朗运动及其他连续高斯过程的指数泛函的分布函数和p阶矩提供显式上下界估计，并证明其关于Hurst参数的分布连续性。
In this paper, we consider the extreme behavior of a Gaussian random field $f(t)$ living on a compact set $T$. In particular, we are interested in tail events associated with the integral $\int_Te^{f(t)}\,dt$. We construct a (non-Gaussian) random field whose distribution can be explicitly stated. This field approximates the conditional Gaussian random field $f$ (given that $\int_Te^{f(t)}\,dt$ exceeds a large value) in total variation. Based on this approximation, we show that the tail event of $\int_Te^{f(t)}\,dt$ is asymptotically equivalent to the tail event of $\sup_Tγ(t)$ where $γ(t)$ is …
This paper concerns a variational representation formula for Wiener functionals. Let $B=\{ B_{t}\} _{t\ge 0}$ be a standard $d$-dimensional Brownian motion. Boué and Dupuis (1998) showed that, for any bounded measurable functional $F(B)$ of $B$ up to time $1$, the expectation $\mathbb{E}\!\left[ e^{F(B)}\right] $ admits a variational representation in terms of drifted Brownian motions. In this paper, with a slight modification of insightful reasoning by Lehec (2013) allowing also $F(B)$ to be a functional of $B$ over the whole time interval, we prove that the Boué--Dupuis formula holds true pr…
Rank 1 inhomogeneous random graphs are a natural generalization of Erdős Rényi random graphs. In this generalization each node is given a weight. Then the probability that an edge is present depends on the product of the weights of the nodes it is connecting. In this article, we give precise and uniform exponential bounds on the size, weight and surplus of rank 1 inhomogeneous random graphs where the weights of the nodes behave like a random variable with finite fourth moment. We focus on the case where the mean degree of a random node is slightly larger than 1, we call that case the barely su…
The recent contribution Dieker & Mikosch (2015) [1] obtained important representations of max-stable stationary Brown-Resnick random fields $ζ_Z$ with a spectral representation determined by a Gaussian process $Z$. With motivations from \cite{DM} we derive for some general $Z$, representations for $ζ_Z$ via exponential tilting of $Z$. Our main findings concern a) Dieker-Mikosch representations of max-stable processes, b) two-sided extensions of stationary max-stable processes, c) inf-argmax representation of any max-stable distribution, and d) new formulas for generalised Pickands constants. O…
A lower bound for the Gaussian Q-function is presented in the form of a single exponential function with parametric order and weight. We prove the lower bound by introducing two functions, one related to the Q-function and the other similarly related to the exponential function, and by obtaining inequalities that indicate the sign of the difference of the two functions.
We consider a multidimensional stochastic differential equation with a Gaussian noise and a drift vector having a jump discontinuity along a hyperplane. The large time behavior of the distance between two solutions starting from different points is studied.We consider a multidimensional stochastic differential equation with a Gaussian noise and a drift vector having a jump discontinuity along a hyperplane. The large time behavior of the distance between two solutions starting from different points is studied.
We use Yosida approximation to find an Itô formula for mild solutions $\left\{X^x(t), t\geq 0\right\}$ of SPDEs with Gaussian and non-Gaussian coloured noise, the non Gaussian noise being defined through compensated Poisson random measure associated to a Lévy process. The functions to which we apply such Itô formula are in $C^{1,2}([0,T]\times H)$, as in the case considered for SDEs in [9]. Using this Itô formula we prove exponential stability and exponential ultimate boundedness properties in mean square sense for mild solutions. We also compare such Itô formula to an Itô formula for mild sol…
In this paper, we prove an exponential and Ganssian concentration inequality for 1-Lipschitz maps from mm-spaces to Hadamard manifolds. In particular, we give a complete answer to a question by M. Gromov.
This paper studies several properties of channel codes that approach the fundamental limits of a given (discrete or Gaussian) memoryless channel with a non-vanishing probability of error. The output distribution induced by an $ε$-capacity-achieving code is shown to be close in a strong sense to the capacity achieving output distribution. Relying on the concentration of measure (isoperimetry) property enjoyed by the latter, it is shown that regular (Lipschitz) functions of channel outputs can be precisely estimated and turn out to be essentially non-random and independent of the actual code. It…
We consider an acyclic network of single-server queues with heterogeneous processing rates. It is assumed that each queue is fed by the superposition of a large number of i.i.d. Gaussian processes with stationary increments and positive drifts, which can be correlated across different queues. The flow of work departing from each server is split deterministically and routed to its neighbors according to a fixed routing matrix, with a fraction of it leaving the network altogether. We study the exponential decay rate of the probability that the steady-state queue length at any given node in the n…
We discuss the Pistone-Sempi exponential manifold on the finite-dimensional Gaussian space. We consider the role of the entropy, the continuity of translations, Poincaré-type inequalities, the generalized differentiability of probability densities of the Gaussian space.
We show that for any centered stationary Gaussian process of integrable covariance, whose spectral measure has compact support, or finite exponential moments (and some additional regularity), the number of zeroes of the process in $[0,T]$ is within $ηT$ of its mean value, up to an exponentially small in $T$ probability.
An Exponential Rarefaction Result for Sub-Gaussian Real Algebraic Maximal Curves
本文证明了与次高斯随机实全纯截面相关的实代数极大曲线具有指数稀有性，推广了Gayet和Welschinger在高斯情形下的已有结果。
Real Gaussian exponential sums via a real moment map
本文通过实矩映射研究高斯指数和系统的期望解数，将其化为牛顿多胞体上的积分，并证明添加支撑点可导致解数减少，否定局部猜想，同时给出Aronszajn乘法新下界。
Hole Phenomenon of Gaussian Analytic Functions with Power-exponential Weights
研究高斯解析函数在幂指数权重下的零点分布，揭示在特定条件下零点趋于避开特定区域的孔现象，扩展了Ghosh和Nishry关于高斯整个函数的研究。
We show that introducing an exponential cut-off on a suitable Sobolev norm facilitates the proof of quasi-invariance of Gaussian measures with respect to Hamiltonian PDE flows and allows us to establish the exact Jacobi formula for the density. We exploit this idea in two different contexts, namely the periodic fractional Benjamin-Bona-Mahony (BBM) equation with dispersion~$γ>1$ and the periodic one dimensional quintic defocussing nonlinear Schrödinger equation (NLS). For the BBM equation we study the transport of the cut-off Gaussian measures on fractional Sobolev spaces, while for the NLS eq…
This paper is concerned with exponential moments of integral-of-quadratic functions of quantum processes with canonical commutation relations of position-momentum type. Such quadratic-exponential functionals (QEFs) arise as robust performance criteria in control problems for open quantum harmonic oscillators (OQHOs) driven by bosonic fields. We develop a randomised representation for the QEF using a Karhunen-Loeve expansion of the quantum process on a bounded time interval over the eigenbasis of its two-point commutator kernel, with noncommuting position-momentum pairs as coefficients. This re…
We consider the Gaussian free field $φ$ on $\mathbb{Z}^d$, for $d\geq3$, and give sharp bounds on the probability that the radius of a finite cluster in the excursion set $\{φ\geq h\}$ exceeds a large value $N$, for any height $h \neq h_*$, where $h_*$ refers to the corresponding percolation critical parameter. In dimension $d=3$, we prove that this probability is sub-exponential in $N$ and decays as $\exp\{-\fracπ{6}(h-h_*)^2 \frac{N}{\log N} \}$ as $N \to \infty$ to principal exponential order. When $d\geq 4$, we prove that these tails decay exponentially in $N$. Our results extend to other …
We observe that approximate copies of the function $Λ_{n}:\mathbb{R}^{n}\rightarrow (0,\infty )$ defined by \begin{equation*} Λ_{n}(x)=\exp \left( -x_{1}-π\sum_{i=2}^{n}x_{i}^{2}\right) \end{equation*} appear in the tails of a large class of functions, with properties related to coordinate independence, convexity, homotheticity, and homogeneity. The function $Λ_{n}$ is an entropy maximizer (on a half-space) that is uniquely determined by a homogeneity condition together with rotational invariance about the $x_{1}$ direction and its behavior near the origin. These results are connected to the l…
Computing Gaussian and exponential integrals in ${\Bbb R}^n$
研究计算 ${\Bbb R}^n$ 中高斯和对称指数概率测度下形如 $E\exp\{\sum_{i=1}^m \phi_i\}$ 的期望，基于 Lipschitz 常数和依赖组合给出积分非零的充分条件，并应用于计算体积和多面体整数点统计。
Tightness of exponential metrics for log-correlated Gaussian fields in arbitrary dimension
研究\(\mathbb{R}^d\)（\(d\geq2\)）上类似刘维尔量子引力度量的自然近似方案，通过特定高斯随机函数序列构建随机度量族，证明在亚临界阶段经重标度后度量紧致，子序列极限诱导欧几里得拓扑，并列出诸多开放问题。
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