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We present a new and simple approach to concentration inequalities for functions around their expectation with respect to non-product measures, i.e., for dependent random variables. Our method is based on coupling ideas and does not use…

Probability · Mathematics 2007-05-23 J. -R. Chazottes , P. Collet , C. Kuelske , F. Redig

This note, mostly expository, is devoted to Poincar{\'e} and log-Sobolev inequalities for a class of Boltzmann-Gibbs measures with singular interaction. Such measures allow to model one-dimensional particles with confinement and singular…

Probability · Mathematics 2020-09-02 Djalil Chafai , Joseph Lehec

We extend recent higher order concentration results in the discrete setting to include functions of possibly dependent variables whose distribution (on the product space) satisfies a logarithmic Sobolev inequality with respect to a…

Probability · Mathematics 2020-05-15 Friedrich Götze , Holger Sambale , Arthur Sinulis

A variance inequality for spin-flip systems is obtained using comparatively weaker knowledge of relaxation to equilibrium based on coupling estimates for single site disturbances. We obtain variance inequalities interpolating between the…

Probability · Mathematics 2014-05-23 Florian Völlering

We prove that Ising models on the hypercube with general quadratic interactions satisfy a Poincar\'{e} inequality with respect to the natural Dirichlet form corresponding to Glauber dynamics, as soon as the operator norm of the interaction…

Probability · Mathematics 2021-08-10 Ronen Eldan , Frederic Koehler , Ofer Zeitouni

In this paper, we consider particle systems with interaction and Brownian motion. We prove that when the initial data is from the sampling of Chorin's method, i.e., the initial vertices are on lattice points $hi\in \mathbb{R}^d$ with mass…

Probability · Mathematics 2015-12-02 Jian-Guo Liu , Yuan Zhang

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)…

Probability · Mathematics 2020-05-15 Holger Sambale , Arthur Sinulis

We study the Langevin dynamics of a heteropolymer by means of a mode-coupling approximation scheme, giving rise to a set of coupled integro-differential equations relating the response and correlation functions. The analysis shows that…

Disordered Systems and Neural Networks · Physics 2007-05-23 Estelle Pitard , Eugene I. Shakhnovich

We show that the thermal subadditivity of entropy provides a common basis to derive a strong form of the bounded difference inequality and related results as well as more recent inequalities applicable to convex Lipschitz functions, random…

Statistics Theory · Mathematics 2012-05-09 Andreas Maurer

We consider Markov random fields of discrete spins on the lattice $\Zd$. We use a technique of coupling of conditional distributions. If under the coupling the disagreement cluster is "sufficiently" subcritical, then we prove the Poincar\'e…

Probability · Mathematics 2011-09-21 J. -R. Chazottes , F. Redig , F. Völlering

In the present paper, a systematic study is made of quantitative semicontinuity (a.k.a. Lipschitzian) properties of certain multifunctions, which are defined as a solution map associated to a family of parameterized ``split" feasibility…

Optimization and Control · Mathematics 2026-04-01 Amos Uderzo

We numerically investigate the long-time behavior of the density-density auto-correlation function in driven lattice gases with particle exclusion and periodic boundary conditions in one, two, and three dimensions using precise Monte Carlo…

Statistical Mechanics · Physics 2011-05-06 George L. Daquila , Uwe C. Tauber

We prove concentration inequalities for functions of independent random variables {under} sub-gaussian and sub-exponential conditions. The utility of the inequalities is demonstrated by an extension of the now classical method of Rademacher…

Probability · Mathematics 2021-06-24 Andreas Maurer , Massimiliano Pontil

We investigate unbounded continuous spin-systems with infinite-range interactions. We develop a new technique for deducing decay of correlations from a uniform Poincar\'e inequality based on a directional Poincar\'e inequality, which we…

Probability · Mathematics 2016-03-14 Christopher Henderson , Georg Menz

The dynamics of the one-tangle and the concurrence is analyzed in the Lipkin-Meshkov-Glick model which describes many physical systems such as the two-mode Bose-Einstein condensates. We consider two different initial states which are…

Other Condensed Matter · Physics 2010-05-11 J. Vidal , G. Palacios , Cl. Aslangul

We consider Gibbs measures on the configuration space $S^{\mathbb{Z}^d}$, where mostly $d\geq 2$ and $S$ is a finite set. We start by a short review on concentration inequalities for Gibbs measures. In the Dobrushin uniqueness regime, we…

Probability · Mathematics 2017-10-25 J. -R. Chazottes , P. Collet , F. Redig

We briefly review some equilibrium and nonequilibrium properties of systems with long-range interactions. Such systems, which are characterized by a potential that weakly decays at large distances, have striking properties at equilibrium,…

Statistical Mechanics · Physics 2009-11-13 Stefano Ruffo

We are interested in Sobolev type inequalities and their relationship with concentration properties on higher dimensions. We consider unbounded spin systems on the d-dimensional lattice with interactions that increase slower than a…

Probability · Mathematics 2019-07-05 Ioannis Papageorgiou

We study the non-asymptotic behavior of Coulomb gases in dimension two and more. Such gases are modeled by an exchangeable Boltzmann-Gibbs measure with a singular two-body interaction. We obtain concentration of measure inequalities for the…

Mathematical Physics · Physics 2018-07-05 Djalil Chafai , Adrien Hardy , Mylène Maïda

The limit of small entropy production is reached in relaxing systems long after preparation, and in stationary driven systems in the limit of small driving power. Surprisingly, for extended systems this limit is not in general the…

Condensed Matter · Physics 2009-10-31 Leticia F. Cugliandolo , Jorge Kurchan
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