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Mixtures are convex combinations of laws. Despite this simple definition, a mixture can be far more subtle than its mixed components. For instance, mixing Gaussian laws may produce a potential with multiple deep wells. We study in the…

Probability · Mathematics 2010-06-16 Djalil Chafai , Florent Malrieu

We study functional inequalities (Poincar\'e, Cheeger, log-Sobolev) for probability measures obtained as perturbations. Several explicit results for general measures as well as log-concave distributions are given.The initial goal of this…

Probability · Mathematics 2021-01-28 Patrick Cattiaux , Arnaud Guillin

The goal of this paper is to push forward the study of those properties of log-concave measures that help to estimate their Poincar{\'e} constant. First we revisit E. Milman's result [40] on the link between weak (Poincar{\'e} or…

Probability · Mathematics 2018-10-22 Patrick Cattiaux , Arnaud Guillin

Let $\mu$ and $\nu$ be two probability measures on $\R^d$, where $\mu(\d x)= \e^{-V(x)}\d x$ for some $V\in C^1(\R^d)$. Explicit sufficient conditions on $V$ and $\nu$ are presented such that $\mu*\nu$ satisfies the log-Sobolev, Poincar\'e…

Probability · Mathematics 2015-01-27 Feng-Yu Wang , Jian Wang

Poincar{\'e} inequalities are ubiquitous in probability and analysis and have various applications in statistics (concentration of measure, rate of convergence of Markov chains). The Poincar{\'e} constant, for which the inequality is tight,…

Probability · Mathematics 2019-11-25 Loucas Pillaud-Vivien , Francis Bach , Tony Lelièvre , Alessandro Rudi , Gabriel Stoltz

We study settings in which mixture and joint distributions satisfy a Poincar\'{e} (or log-Sobolev) inequality induced by a marginal and a collection of conditional distributions that are assumed to satisfy Poincar\'{e} (or log-Sobolev,…

Probability · Mathematics 2025-09-22 Vishwak Srinivasan

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 discuss situations where perturbing a probability measure on $\mathbb{R}^n$ does not deteriorate its Poincar\'e constant by much. A particular example is the symmetric exponential measure in $\mathbb{R}^n$, even log-concave perturbations…

Functional Analysis · Mathematics 2019-07-11 Franck Barthe , Bo'az Klartag

We prove that if ${(P_x)}_{x\in \mathscr X}$ is a family of probability measures which satisfy the log-Sobolev inequality and whose pairwise chi-squared divergences are uniformly bounded, and $\mu$ is any mixing distribution on $\mathscr…

Probability · Mathematics 2021-03-08 Hong-Bin Chen , Sinho Chewi , Jonathan Niles-Weed

We employ a Markov semigroup approach combined with the $\Gamma$-calculus to establish a generalized Beckner inequality associated with weighted Gaussian measures. As a direct consequence, we derive the corresponding Poincar\'e inequality…

Functional Analysis · Mathematics 2026-04-21 Nguyen Lam , Guozhen Lu , Andrey Russanov

In this paper we study several inequalities of log-Sobolev type for Dunkl operators. After proving an equivalent of the classical inequality for the usual Dunkl measure $\mu_k$, we also study a number of inequalities for probability…

Analysis of PDEs · Mathematics 2020-07-06 Andrei Velicu

We consider two methods to establish log-Sobolev inequalities for the invariant measure of a diffusion process when its density is not explicit and the curvature is not positive everywhere. In the first approach, based on the Holley-Stroock…

Probability · Mathematics 2025-03-25 Pierre Monmarché , Songbo Wang

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 study the log-concave measures, their characterization via the Pr\'ekopa-Leindler property and also define a subset of it whose elements are called super log-concave measures which have the property of satisfying a logarithmic Sobolev…

Probability · Mathematics 2010-05-28 Denis Feyel , A. Suleyman Ustunel

We investigate properties of measures in infinite dimensional spaces in terms of Poincar\'e inequalities. A Poincar\'e inequality states that the $L^2$ variance of an admissible function is controlled by the homogeneous $H^1$ norm. In the…

Probability · Mathematics 2016-05-09 Xin Chen , Xue-Mei Li , Bo Wu

Probability measures satisfying a Poincar{\'e} inequality are known to enjoy a dimension free concentration inequality with exponential rate. A celebrated result of Bobkov and Ledoux shows that a Poincar{\'e} inequality automatically…

Classical Analysis and ODEs · Mathematics 2023-03-09 Franck Barthe , Michal Strzelecki

We study coercive inequalities on finite dimensional metric spaces with probability measures which do not have volume doubling property. This class of inequalities includes Poincar\'e and Log-Sobolev inequality. Our main result is proof of…

Functional Analysis · Mathematics 2009-05-13 W. Hebisch , B. Zegarlinski

We prove generalizations of the Poincare and logarithmic Sobolev inequalities corresponding to the case of fractional derivatives in measure spaces with only a minimal amount of geometric structure. The class of such spaces includes (but is…

Classical Analysis and ODEs · Mathematics 2012-05-28 Philip T. Gressman

We present a class of modified logarithmic Sobolev inequality, interpolating between Poincar\'e and logarithmic Sobolev inequalities, suitable for measures of the type $\exp(-|x|^\al)$ or more complex $\exp(-|x|^\al\log^\beta(2+|x|))$…

Probability · Mathematics 2016-09-07 Ivan Gentil , Arnaud Guillin , Laurent Miclo

We prove stability estimates for the Bakry-Emery bound on Poincar\'e and logarithmic Sobolev constants of uniformly log-concave measures. In particular, we improve the quantitative bound in a result of De Philippis and Figalli asserting…

Functional Analysis · Mathematics 2018-09-17 Thomas A. Courtade , Max Fathi
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