English

A link between the log-Sobolev inequality and Lyapunov condition

Probability 2016-04-29 v4

Abstract

We give an alternative look at the log-Sobolev inequality (LSI in short) for log-concave measures by semigroup tools. The similar idea yields a heat flow proof of LSI under some quadratic Lyapunov condition for symmetric diffusions on Riemannian manifolds provided the Bakry-Emery's curvature is bounded from below. Let's mention that, the general ϕ\phi-Lyapunov conditions were introduced by Cattiaux-Guillin-Wang-Wu [8] to study functional inequalities, and the above result on LSI was first proved subject to ϕ()=d2(,x0)\phi(\cdot)=d^2(\cdot, x_0) by Cattiaux-Guillin-Wu [9] through a combination of detective L2L^2 transportation-information inequality W2I\mathrm{W_2I} and the HWI inequality of Otto-Villani. Next, we assert a converse implication that the Lyapunov condition can be derived from LSI, which means their equivalence in the above setting.

Keywords

Cite

@article{arxiv.1410.6080,
  title  = {A link between the log-Sobolev inequality and Lyapunov condition},
  author = {Yuan Liu},
  journal= {arXiv preprint arXiv:1410.6080},
  year   = {2016}
}

Comments

8 pages, modified according to the referee's review, more minor corrections in version 4