English

Modified log-Sobolev inequalities and isoperimetry

Probability 2007-05-23 v2 Functional Analysis

Abstract

We find sufficient conditions for a probability measure μ\mu to satisfy an inequality of the type Rdf2F(f2Rdf2dμ)dμCRdf2c(ff)dμ+BRdf2dμ, \int_{\R^d} f^2 F\Bigl(\frac{f^2}{\int_{\R^d} f^2 d \mu} \Bigr) d \mu \le C \int_{\R^d} f^2 c^{*}\Bigl(\frac{|\nabla f|}{|f|} \Bigr) d \mu + B \int_{\R^d} f^2 d \mu, where FF is concave and cc (a cost function) is convex. We show that under broad assumptions on cc and FF the above inequality holds if for some δ>0\delta>0 and ϵ>0\epsilon>0 one has 0ϵΦ(δc[tF(1t)Iμ(t)])dt<, \int_{0}^{\epsilon} \Phi\Bigl(\delta c\Bigl[\frac{t F(\frac{1}{t})}{{\mathcal I}_{\mu}(t)} \Bigr] \Bigr) dt < \infty, where Iμ{\mathcal I}_{\mu} is the isoperimetric function of μ\mu and Φ=(yF(y)y)\Phi = (y F(y) -y)^{*}. In a partial case Iμ(t)ktϕ11α(1/t),{\mathcal I}_{\mu}(t) \ge k t \phi ^{1-\frac{1}{\alpha}} (1/t), where ϕ\phi is a concave function growing not faster than log\log, k>0k>0, 1<α21 < \alpha \le 2 and t1/2t \le 1/2, we establish a family of tight inequalities interpolating between the FF-Sobolev and modified inequalities of log-Sobolev type. A basic example is given by convex measures satisfying certain integrability assumptions.

Keywords

Cite

@article{arxiv.math/0608681,
  title  = {Modified log-Sobolev inequalities and isoperimetry},
  author = {Alexander V. Kolesnikov},
  journal= {arXiv preprint arXiv:math/0608681},
  year   = {2007}
}

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26 pages