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We consider orthogonally invariant probability measures on $\mathrm{GL}_n(\mathbb{R})$ and compare the mean of the logs of the moduli of eigenvalues of the matrices to the Lyapunov exponents of random matrix products independently drawn…

Dynamical Systems · Mathematics 2022-08-23 Diego Armentano , Gautam Chinta , Siddhartha Sahi , Michael Shub

Extending a result of Caffarelli, we provide global Lipschitz changes of variables between compactly supported perturbations of log-concave measures. The result is based on a combination of ideas from optimal transportation theory and a new…

Analysis of PDEs · Mathematics 2015-10-14 Maria Colombo , Alessio Figalli , Yash Jhaveri

In this paper we estimate the Sobolev embedding constant on general noncompact Lie groups, for sub-Riemannian inhomogeneous Sobolev spaces endowed with a left invariant measure. The bound that we obtain, up to a constant depending only on…

Functional Analysis · Mathematics 2021-11-17 Tommaso Bruno , Marco M. Peloso , Maria Vallarino

We provide a sufficient condition for a measure on the real line to satisfy a modified logarithmic Sobolev inequality, thus extending the criterion of Bobkov and G\"{o}tze. Under mild assumptions the condition is also necessary.…

Probability · Mathematics 2007-05-23 Franck Barthe , Cyril Roberto

The optimal transport map between the standard Gaussian measure and an $\alpha$-strongly log-concave probability measure is $\alpha^{-1/2}$-Lipschitz, as first observed in a celebrated theorem of Caffarelli. In this paper, we apply two…

Probability · Mathematics 2022-03-10 Sinho Chewi , Aram-Alexandre Pooladian

The aim of this paper is to prove an inequality between relative entropy and the sum of average conditional relative entropies of the following form: For a fixed probability measure $q^n$ on $\mathcal X^n$, ($\mathcal X$ is a finite set),…

Probability · Mathematics 2015-07-13 Katalin Marton

The logarithmic Sobolev inequality is fundamental in mathematical physics. Associated stability estimates are equivalent to uncertainty principles. Via a second moment bound, $W^{1,1}$ estimates are obtained in one dimension and similar…

Analysis of PDEs · Mathematics 2024-06-04 Emanuel Indrei

In this work, we establish a local smoothing result on metrics with small curvature concentration with respect to Sobolev constants and volume growth. In contrast with all previous works, we remove the Ricci curvature condition and…

Differential Geometry · Mathematics 2025-10-15 Man-Chun Lee , Tang-Kai Lee

Threshold phenomena are investigated using a general approach, following Talagrand [Ann. Probab. 22 (1994) 1576--1587] and Friedgut and Kalai [Proc. Amer. Math. Soc. 12 (1999) 1017--1054]. The general upper bound for the threshold width of…

Probability · Mathematics 2016-08-16 Raphaël Rossignol

In this paper, we prove modified logarithmic Sobolev inequalities for canonical ensembles with superquadratic single-site potential. These inequalities were introduced by Bobkov and Ledoux, and are closely related to concentration of…

Probability · Mathematics 2014-06-20 Max Fathi

This note is devoted to the proof of convex Sobolev (or generalized Poincar\'{e}) inequalities which interpolate between spectral gap (or Poincar\'{e}) inequalities and logarithmic Sobolev inequalities. We extend to the whole family of…

Analysis of PDEs · Mathematics 2007-05-23 Jean Dolbeault , Jean-Philippe Bartier

We prove that the canonical sub-Laplacian on $SU(2)$ admits a uniform modified log-Sobolev inequality for all its matrix-valued functions, independent of the matrix dimension. This is the first example of sub-Laplacian that a matrix-valued…

Analysis of PDEs · Mathematics 2022-05-23 Li Gao , Maria Gordina

We show the existence of Lebesgue-equivalent conservative and ergodic $\sigma$-finite invariant measures for a wide class of one-dimensional random maps consisting of piecewise convex maps. We also estimate the size of invariant measures…

Dynamical Systems · Mathematics 2023-03-21 Tomoki Inoue , Hisayoshi Toyokawa

In this paper, we consider the measure determined by a fractional Ornstein-Uhlenbeck process. For such measure, we establish a martingale representation theorem and consequently obtain the Logarithmic-Sobolev inequality. To this end, we…

Probability · Mathematics 2015-12-14 Xiaoxia Sun , Feng Guo

We identify sharp spaces and prove quantitative and non-quantitative stability results for the logarithmic Sobolev inequality involving Wasserstein and $L^p$ metrics. The techniques are based on optimal transport theory and Fourier…

Analysis of PDEs · Mathematics 2018-05-17 Emanuel Indrei , Daesung Kim

In this paper, we present recent stability results with explicit and dimensionally sharp constants and optimal norms for the Sobolev inequality and for the Gaussian logarithmic Sobolev inequality obtained by the authors in [24]. The…

Analysis of PDEs · Mathematics 2024-04-23 Jean Dolbeault , Maria J. Esteban , Alessio Figalli , Rupert Frank , Michael Loss

Let $\mathscr{C}_n=\{-1,1\}^n$ be the discrete hypercube equipped with the uniform probability measure $\sigma_n$. We prove that if $(E,\|\cdot\|_E)$ is a Banach space of finite cotype and $p\in[1,\infty)$, then every function…

Functional Analysis · Mathematics 2024-02-21 Dario Cordero-Erausquin , Alexandros Eskenazis

We study $L_q$-approximation and integration for functions from the Sobolev space $W^s_p(\Omega)$ and compare optimal randomized (Monte Carlo) algorithms with algorithms that can only use iid sample points, uniformly distributed on the…

Numerical Analysis · Mathematics 2021-08-05 David Krieg , Erich Novak , Mathias Sonnleitner

We show that the fields emerging from the log-determinant and the eigenvalue counting function of smooth Wigner matrices converge in law to centered Gaussian, logarithmically correlated, random elements in every negative Sobolev space…

Probability · Mathematics 2026-05-28 Giorgio Cipolloni , Patrick Lopatto

Under reasonable algebraic assumptions and under an infinite second order moment assumption, we show that the logarithm of the norm (log-norm) of a product of random i.i.d. matrices with entries in $\mathbb{R}$ or in any other local field…

Probability · Mathematics 2026-01-09 Axel Péneau
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