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In this paper we make a survey of some recent developments of the theory of Sobolev spaces $W^{1,q}(X,\sfd,\mm)$, $1<q<\infty$, in metric measure spaces $(X,\sfd,\mm)$. In the final part of the paper we provide a new proof of the…

Analysis of PDEs · Mathematics 2012-12-18 Luigi Ambrosio , Maria Colombo , Simone Di Marino

We develop a numerical approach for computing the additive, multiplicative and compressive convolution operations from free probability theory. We utilize the regularity properties of free convolution to identify (pairs of) `admissible'…

Probability · Mathematics 2013-07-22 Sheehan Olver , Raj Rao Nadakuditi

We construct a transport map from Poisson point processes onto ultra-log-concave measures over the natural numbers, and show that this map is a contraction. Our approach overcomes the known obstacles to transferring functional inequalities…

Probability · Mathematics 2025-02-07 Pablo López-Rivera , Yair Shenfeld

Classically, the continuous-time Langevin diffusion converges exponentially fast to its stationary distribution $\pi$ under the sole assumption that $\pi$ satisfies a Poincar\'e inequality. Using this fact to provide guarantees for the…

Statistics Theory · Mathematics 2024-07-11 Sinho Chewi , Murat A. Erdogdu , Mufan Bill Li , Ruoqi Shen , Matthew Zhang

We prove fractional Sobolev-Poincar\'e inequalities, capacitary versions of fractional Poincar\'e inequalities, and pointwise and localized fractional Hardy inequalities in a metric space equipped with a doubling measure. Our results…

Classical Analysis and ODEs · Mathematics 2021-08-17 Bartłomiej Dyda , Juha Lehrbäck , Antti V. Vähäkangas

We develop in this paper an improvement of the method given by S. Bobkov and M. Ledoux. Using the Pr\'ekopa-Leindler inequality, we prove a modified logarithmic Sobolev inequality adapted for all measures on $\dR^n$, with a strictly convex…

Probability · Mathematics 2007-10-29 Ivan Gentil

We give necessary and sufficient conditions for Borel measures to satisfy the inequality introduced by Komisarski, Rajba (2018). This inequality is a generalization of the convex order inequality for binomial distributions, which was proved…

Classical Analysis and ODEs · Mathematics 2018-11-12 Andrzej Komisarski , Teresa Rajba

We prove that every probability measure $\mu$ satisfying the stationary Fokker-Planck-Kolmogorov equation obtained by a $\mu$-integrable perturbation $v$ of the drift term $-x$ of the Ornstein-Uhlenbeck operator is absolutely continuous…

Probability · Mathematics 2019-08-12 V. I. Bogachev , A. V. Shaposhnikov , S. V. Shaposhnikov

In this note we study when an invariant probability measure lifts to an invariant measure. Consider a standard Borel space $X$, a Borel probability measure $\mu$ on $X$, a Borel map $T \colon X \to X$ preserving $\mu$, a compact metric…

Dynamical Systems · Mathematics 2020-06-04 Tomasz Cieśla

We give counterexamples and a few positive results related to several conjectures of R. Pemantle and D. Wagner concerning negative correlation and log-concavity properties for probability measures and relations between them. Most of the…

Probability · Mathematics 2009-07-01 Jeff Kahn , Michael Neiman

The purpose of this short note is to demonstrate uniform logarithmic Sobolev inequalities for the mean field gradient particle systems associated to an energy functional that is convex in the flat sense. A defective log-Sobolev inequality…

Probability · Mathematics 2024-08-13 Songbo Wang

We obtain symmetrization inequalities on probability metric spaces with convex isoperimetric profile which incorporate in their formulation the isoperimetric estimator and that can be applied to provide a unified treatment of sharp…

Functional Analysis · Mathematics 2019-08-26 Joaquim Martin , Walter A. Ortiz

We prove new entropy inequalities for log concave and s-concave functions that strengthen and generalize recently established reverse log Sobolev and Poincare inequalities for such functions. This leads naturally to the concept of…

Functional Analysis · Mathematics 2013-07-23 Umut Caglar , Elisabeth M. Werner

Given a suitably normalized $X\in\mathbb{R}^n$ we observe that the function $\theta\mapsto\mathbb{E}|X\cdot\theta|$, defined for $\theta\in S^{n-1}$, admits surprisingly strong concentration far surpassing what is expected on account of…

Functional Analysis · Mathematics 2020-08-04 Erez Buchweitz

The paper is a continuation of our paper [12,2], and it studies functional inequalities for non-local Dirichlet forms with finite range jumps or large jumps. Let $\alpha\in(0,2)$ and $\mu_V(dx)=C_Ve^{-V(x)}\,dx$ be a probability measure. We…

Probability · Mathematics 2013-07-10 Xin Chen , Jian Wang

We study one-dimensional functional inequalities of the type of Poincar\'e, logarithmic Sobolev and Wirtinger, with weight, for probability densities with polynomial tails. As main examples, we obtain sharp inequalities satisfied by inverse…

Probability · Mathematics 2020-11-13 Giulia Furioli , Ada Pulvirenti , Elide Terraneo , Giuseppe Toscani

General extensions of an inequality due to Rogozin, concerning the essential supremum of a convolution of probability density functions on the real line, are obtained. While a weak version of the inequality is proved in the very general…

Probability · Mathematics 2017-05-03 Mokshay Madiman , James Melbourne , Peng Xu

We introduce the boolean convolution for probability measures on the unit circle. Roughly speaking, it describes the distribution of the product of two boolean independent unitary random variables. We find an analogue of the characteristic…

Functional Analysis · Mathematics 2009-06-13 Uwe Franz

We give estimates of the distance between the densities of the laws of two functionals $F$ and $G$ on the Wiener space in terms of the Malliavin-Sobolev norm of $F-G.$ We actually consider a more general framework which allows one to treat…

Probability · Mathematics 2016-04-07 Vlad Bally , Lucia Caramellino

It is known that the Poincar\'e inequality is equivalent to the quadratic transportation-variance inequality (namely $W_2^2(f\mu,\mu) \leqslant C_V \mathrm{Var}_\mu(f)$), see Jourdain \cite{Jourdain} and most recently Ledoux…

Probability · Mathematics 2019-12-11 Yuan Liu