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In this note, we derive concentration inequalities for random vectors with subGaussian norm (a generalization of both subGaussian random vectors and norm bounded random vectors), which are tight up to logarithmic factors.

Probability · Mathematics 2019-02-12 Chi Jin , Praneeth Netrapalli , Rong Ge , Sham M. Kakade , Michael I. Jordan

Let $Z$ be an $n$-dimensional Gaussian vector and let $f: \mathbb R^n \to \mathbb R$ be a convex function. We show that: $$\mathbb P \left( f(Z) \leq \mathbb E f(Z) -t\sqrt{ {\rm Var} f(Z)} \right) \leq \exp(-ct^2),$$ for all $t>1$, where…

Probability · Mathematics 2017-06-19 Grigoris Paouris , Petros Valettas

In this paper, we compare two variances of maxima of $N$ standard Gaussian random variables. One is a sequence of $N$ i.i.d. standard Gaussians, and the other one is $N$ standard Gaussians with covariances $\sigma_{1,2}=\rho \in(0,1)$ and…

Probability · Mathematics 2023-04-18 Chien-Hao Huang

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 investigate the rigidity problem for the logarithmic Sobolev inequality on weighted Riemannian manifolds satisfying $\mathrm{Ric}_{\infty} \ge K>0$. Assuming equality holds, we show that the $1$-dimensional Gaussian space is necessarily…

Differential Geometry · Mathematics 2024-09-11 Shin-ichi Ohta , Asuka Takatsu

I. M. Milin proposed, in his 1971 paper, a system of inequalities for the logarithmic coefficients of normalized univalent functions on the unit disk of the complex plane. This is known as the Lebedev-Milin conjecture and implies the…

Complex Variables · Mathematics 2019-03-26 S. Ponnusamy , Toshiyuki Sugawa

We prove, using optimal transport tools, weighted Poincar'e inequalities for log-concave random vectors satisfying some centering conditions. We recover by this way similar results by Klartag and Barthe-Cordero-Erausquin for log-concave…

Probability · Mathematics 2014-07-14 Dario Cordero-Erausquin , Nathael Gozlan

In a statistical mechanics model with unbounded spins, we prove uniqueness of the Gibbs measure under various assumptions on finite volume functional inequalities. We follow the approach of G. Royer (1999) and obtain uniqueness by showing…

Probability · Mathematics 2010-02-01 Pierre-André Zitt

We prove a logarithmic Sobolev trace inequality in a gaussian space and we study the trace operator in the weighted Sobolev space W^{1,p}(\Omega,\gamma) for sufficiently regular domain. We exhibit examples to show the sharpness of the…

Functional Analysis · Mathematics 2011-01-20 F. Feo , M. R. Posteraro

Motivated by Talagrand's conjecture on regularization properties of the natural semigroup on the Boolean hypercube, and in particular its continuous analogue involving regularization properties of the Ornstein-Uhlenbeck semigroup acting on…

Probability · Mathematics 2020-02-07 Nathael Gozlan , Mokshay Madiman , Cyril Roberto , Paul-Marie Samson

For a function $f$ from the Sobolev space $W^{1,p}(C)$ ($C\subset\mathbb{R}^d$ is an open convex cone), a sharp inequality that estimates $\| f\|_{L_{\infty}}$ via the $L_{p}$-norm of its gradient and a seminorm of the function is obtained.…

Functional Analysis · Mathematics 2025-03-18 V. F. Babenko , V. V. Babenko , O. V. Kovalenko , N. V. Parfinovych

We focus on the log-Sobolev inequality for spin systems on the lattice with interactions of higher order than quadratic. We show that if the one-dimensional single-site measure with boundaries satisfies the log-Sobolev inequality uniformly…

Functional Analysis · Mathematics 2020-01-24 James Inglis , Ioannis Papageorgiou

Moment inequality for quadratic forms of random vectors is of particular interest in covariance matrix testing and estimation problems. In this paper, we prove a Rosenthal-type inequality, which exhibits new features and certain improvement…

Statistics Theory · Mathematics 2014-05-08 Xiaohui Chen

Obtaining explicit stability estimates in classical functional inequalities like the Sobolev inequality has been an essentially open question for 30 years, after the celebrated but non-constructive result of G. Bianchi and H. Egnell in…

Analysis of PDEs · Mathematics 2025-09-23 Jean Dolbeault

We give an alternative proof of a recent result of Klartag on the existence of almost subgaussian linear functionals on convex bodies. If $K$ is a convex body in ${\mathbb R}^n$ with volume one and center of mass at the origin, there exists…

Functional Analysis · Mathematics 2007-05-23 Apostolos Giannopoulos , Alain Pajor , Grigoris Paouris

We prove sharp anti-concentration results for log-concave random variables on the real line in both the discrete and continuous setting. Our approach is elementary and uses majorization techniques to recover and extend some recent and not…

Probability · Mathematics 2025-05-12 Tulio Gaxiola , James Melbourne , Vincent Pigno , Emma Pollard

The purpose of this paper is to analyze the isoperimetric inequality for symmetric log-convex probability measures on the line. Using geometric arguments we first re-prove that extremal sets in the isoperimetric inequality are intervals or…

Differential Geometry · Mathematics 2014-01-06 F. Feo , M. R. Posteraro , C. Roberto

We present a logarithmic Sobolev inequality adapted to a log-concave measure. Assume that $\Phi$ is a symmetric convex function on $\dR$ satisfying $(1+\e)\Phi(x)\leq {x}\Phi'(x)\leq(2-\e)\Phi(x)$ for $x\geq0$ large enough and with…

Probability · Mathematics 2007-05-23 Ivan Gentil , Arnaud Guillin , Laurent Miclo

In this note we bound the deficit in the logarithmic Sobolev Inequality and in the Talagrand transport-entropy Inequality for the Gaussian measure, in any dimension, by mean of a distance introduced by Bucur and Fragal\`a.

Functional Analysis · Mathematics 2015-07-01 Filomena Feo , Maria Rosaria Posteraro , Cyril Roberto

We study concave trace functions of several operator variables and formulate and prove multivariate generalisations of the Golden-Thompson inequality. The obtained results imply that certain functionals in quantum statistical mechanics have…

Mathematical Physics · Physics 2015-08-06 Frank Hansen
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