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We discuss a natural extension of Gilles Pisier's approach to the study of measure concentration, isoperimetry and Poincar\'e-type inequalities. This approach allows one to explore counterparts of various results about Gaussian measure in…

Probability · Mathematics 2023-11-08 Sergey G. Bobkov , Bruno Volzone

We introduce a framework for obtaining tight mixing times for Markov chains based on what we call restricted modified log-Sobolev inequalities. Modified log-Sobolev inequalities (MLSI) quantify the rate of relative entropy contraction for…

Data Structures and Algorithms · Computer Science 2021-11-08 Nima Anari , Vishesh Jain , Frederic Koehler , Huy Tuan Pham , Thuy-Duong Vuong

Consider generalized adapted stochastic integrals with respect to independently scattered random measures with second moments. We use a decoupling technique, known as the "principle of conditioning", to study their stable convergence…

Probability · Mathematics 2007-05-23 Giovanni Peccati , Murad S. Taqqu

In its continuous version, the entropy functional measuring the information content of a given probability density may be plagued by a "measure" problem that results from improper weighting of phase space. This issue is addressed…

Statistical Mechanics · Physics 2011-06-08 P. Maynar , E. Trizac

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 study weighted Poincar\'e and Poincar\'e-Sobolev type inequalities with an explicit analysis on the dependence on the $A_p$ constants of the involved weights. We obtain inequalities of the form $$ \left…

Classical Analysis and ODEs · Mathematics 2019-03-05 Carlos Pérez , Ezequiel Rela

Various Poincare-Sobolev type inequalities are studied for a reaction-diffusion model of particle systems on Polish spaces. The systems we consider consist of finite particles which are killed or produced at certain rates, while particles…

Probability · Mathematics 2007-05-23 Michael Röckner , Feng-Yu Wang

It is well-known that measures whose density is the form $e^{-V}$ where $V$ is a uniformly convex potential on $\RR^n$ attain strong concentration properties. In search of a notion of log-concavity on the discrete hypercube, we consider…

Probability · Mathematics 2020-07-28 Ronen Eldan , Omer Shamir

Building on the inequalities for homogeneous tetrahedral polynomials in independent Gaussian variables due to R. Lata{\l}a we provide a concentration inequality for non-necessarily Lipschitz functions $f\colon \R^n \to \R$ with bounded…

Probability · Mathematics 2013-04-09 Radosław Adamczak , Paweł Wolff

Langevin diffusions are rapidly convergent under appropriate functional inequality assumptions. Hence, it is natural to expect that with additional smoothness conditions to handle the discretization errors, their discretizations like the…

Statistics Theory · Mathematics 2023-07-21 Alireza Mousavi-Hosseini , Tyler Farghly , Ye He , Krishnakumar Balasubramanian , Murat A. Erdogdu

Through the main example of the Ornstein-Uhlenbeck semigroup, the Bakry-Emery criterion is presented as a main tool to get functional inequalities as Poincar\'e or logarithmic Sobolev inequalities. Moreover an alternative method using the…

Classical Analysis and ODEs · Mathematics 2010-09-20 Ivan Gentil

We introduce a notion of "gradient at a given scale" of functions defined on a metric measure space. We then use it to define Sobolev inequalities at large scale and we prove their invariance under large-scale equivalence (maps that…

Metric Geometry · Mathematics 2007-05-23 Romain Tessera

We consider Markov chains on the space of (countable) partitions of the interval $[0,1]$, obtained first by size biased sampling twice (allowing repetitions) and then merging the parts with probability $\beta_m$ (if the sampled parts are…

Probability · Mathematics 2007-05-23 Eddy Mayer-Wolf , Ofer Zeitouni , Martin P. W. Zerner

We establish a general scale-dependent Poincar\'{e}-Hardy type identity involving a vector field on the hyperbolic space. By choosing suitable parameter, potential and vector field in this identity, we can recover, as well as derive new…

Analysis of PDEs · Mathematics 2025-04-28 Anh Xuan Do , Debdip Ganguly , Nguyen Lam , Guozhen Lu

Logarithmic Sobolev inequalities are a powerful way to estimate the rate of convergence of Markov chains and to derive concentration inequalities on distributions. We prove that the log-Sobolev constant of any isotropic logconcave density…

Probability · Mathematics 2017-12-06 Yin Tat Lee , Santosh S. Vempala

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

We consider probability mass functions $V$ supported on the positive integers using arguments introduced by Caputo, Dai Pra and Posta, based on a Bakry--\'{E}mery condition for a Markov birth and death operator with invariant measure $V$.…

Probability · Mathematics 2019-01-30 Oliver Johnson

On fractals, different measures (mutually singular in general) are involved to measure volumes of sets and energies of functions. Singularity of measures brings difficulties in (especially non-linear) analysis on fractals. In this paper, we…

Classical Analysis and ODEs · Mathematics 2017-08-24 Xuan Liu , Zhongmin Qian

Let $(E,\F,\mu)$ be a $\si$-finite measure space. For a non-negative symmetric measure $J(\d x, \d y):=J(x,y) \,\mu(\d x)\,\mu(\d y)$ on $E\times E,$ consider the quadratic form $$\E(f,f):= \frac{1}{2}\int_{E\times E} (f(x)-f(y))^2 \, J(\d…

Probability · Mathematics 2017-07-18 Feng-Yu Wang , Jian Wang

Various properties of isoperimetric, functional, Transport-Entropy and concentration inequalities are studied on a Riemannian manifold equipped with a measure, whose generalized Ricci curvature is bounded from below. First, stability of…

Functional Analysis · Mathematics 2010-11-11 Emanuel Milman
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