English

Bounding relative entropy by the relative entropy of local specifications in product spaces

Probability 2015-06-23 v2

Abstract

For a class of density functions qn(xn)q^n(x^n) on Rn\Bbb R^n we prove an inequality between relative entropy and the sum of average conditional relative entropies of the following form: For any density function pn(xn)p^n(x^n) on Rn\Bbb R^n, D(pnqn)Const.i=1nED(pi(Y1,...,Yi1,Yi+1,...,Yn)Qi(Y1,...,Yi1,Yi+1,...,Yn)),D(p^n||q^n)\leq Const. \sum_{i=1}^n \Bbb E D(p_i(\cdot|Y_1,..., Y_{i-1},Y_{i+1},..., Y_n) || Q_i(\cdot|Y_1,..., Y_{i-1},Y_{i+1},..., Y_n)), where pi(y1,...,yi1,yi+1,...,yn)p_i(\cdot|y_1,..., y_{i-1},y_{i+1},..., y_n) and Qi(x1,...,xi1,xi+1,...,xn)Q_i(\cdot|x_1,..., x_{i-1},x_{i+1},..., x_n) denote the local specifications for pnp^n resp. qnq^n, i.e., the conditional density functions of the ii'th coordinate, given the other coordinates. The constant depends on the properties of the local specifications of qnq^n. The above inequality implies a logarithmic Sobolev inequality for qnq^n. We get an explicit lower bound for the logarithmic Sobolev constant of qnq^n under the assumptions that: (i) the local specifications of qnq^n satisfy logarithmic Sobolev inequalities with constants ρi\rho_i, and (ii) they also satisfy some condition expressing that the mixed partial derivatives of the Hamiltonian of qnq^n are not too large relative to the logarithmic Sobolev constants ρi\rho_i. Condition (ii) may be weaker than that used in Otto and Reznikoff's recent paper on the estimation of logarithmic Sobolev constants of spin systems.

Keywords

Cite

@article{arxiv.0907.4491,
  title  = {Bounding relative entropy by the relative entropy of local specifications in product spaces},
  author = {Katalin Marton},
  journal= {arXiv preprint arXiv:0907.4491},
  year   = {2015}
}

Comments

This paper has been withdrawn by the author because it was a preliminary version of arXiv:1206.4868