English
Related papers

Related papers: A Feynman-Kac approach for Logarithmic Sobolev Ine…

200 papers

We establish an improved form of the classical logarithmic Sobolev inequality for the Gaussian measure restricted to probability densities which satisfy a Poincar\'e inequality. The result implies a lower bound on the deficit in terms of…

Probability · Mathematics 2014-10-28 Max Fathi , Emanuel Indrei , Michel Ledoux

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

Following the recent work [13] fulfilled in the discrete case, we pro- vide in this paper new intertwining relations for semigroups of one-dimensional diffusions. Various applications of these results are investigated, among them the famous…

Probability · Mathematics 2014-07-18 Michel Bonnefont , Aldéric Joulin

We introduce a stochastic process and functional that should describe the semigroup generated by the stochastic Bessel operator. Recently Gorin and Shkolnikov showed that the largest eigenvalues for certain random matrix ensembles with soft…

Probability · Mathematics 2017-11-06 Patrick Waters

We consider Gagliardo-Nirenberg inequalities on the sphere which interpolate between the Poincar\'e inequality and the Sobolev inequality, and include the logarithmic Sobolev inequality as a special case. We establish explicit stability…

Analysis of PDEs · Mathematics 2024-01-24 Giovanni Brigati , Jean Dolbeault , Nikita Simonov

We consider sub-Riemannian manifolds which are homogeneous spaces equipped with a natural sub-Riemannian structure induced by a transitive action by a Lie group. In such a setting, the corresponding sub-Laplacian is not an elliptic but a…

Analysis of PDEs · Mathematics 2023-10-23 Maria Gordina , Liangbing Luo

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 provide explicit lower bounds for the deficit in the Gaussian logarithmic Sobolev inequality in terms of differential operators that are naturally associated with the so-called Stein characterization of the Gaussian distribution. The…

Probability · Mathematics 2017-08-02 Michel Ledoux , Ivan Nourdin , Giovanni Peccati

This paper is devoted to improvements of Sobolev and Onofri inequalities. The additional terms involve the dual counterparts, i.e. Hardy-Littlewood-Sobolev type inequalities. The Onofri inequality is achieved as a limit case of Sobolev type…

Analysis of PDEs · Mathematics 2014-05-02 Jean Dolbeault , Gaspard Jankowiak

We prove existence and uniqueness of mild solutions to Sobolev type fractional nonlocal dynamic equations in Banach spaces. The Sobolev nonlocal condition is considered in terms of a Riemann-Liouville fractional derivative. A Lagrange…

Optimization and Control · Mathematics 2015-01-09 Amar Debbouche , Delfim F. M. Torres

We address the well-posedness of subelliptic Fokker-Planck equations arising from stochastic control problems, as well as the properties of the associated diffusion processes. Here, the main difficulty arises from the possible polynomial…

Analysis of PDEs · Mathematics 2024-11-06 Lucia Caramellino , Cristian Mendico

We study the relations between (tight) logarithmic Sobolev inequalities, entropy decay and spectral gap inequalities for Markov evolutions on von Neumann algebras. We prove that log-Sobolev inequalities (in the non-commutative form defined…

Operator Algebras · Mathematics 2014-06-24 Raffaella Carbone

We consider the Cauchy problem for a pseudo-differential operator which has a translation-invariant and analytic symbol. For a certain set of initial conditions, a formal solution is obtained by a perturbative expansion. The series so…

Probability · Mathematics 2009-09-29 Hanno Gottschalk , Boubaker Smii , Horst Thaler

Let $Q$ be a differential operator of order $\leq 1$ on a complex metric vector bundle $\mathscr{E}\to \mathscr{M}$ with metric connection $\nabla$ over a possibly noncompact Riemannian manifold $\mathscr{M}$. Under very mild regularity…

Mathematical Physics · Physics 2022-08-30 Sebastian Boldt , Batu Güneysu

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 access the edge of Gaussian beta ensembles with one spike by analyzing high powers of the associated tridiagonal matrix models. In the classical cases beta=1, 2, 4, this corresponds to studying the fluctuations of the largest eigenvalues…

Probability · Mathematics 2017-06-27 Pierre Yves Gaudreau Lamarre , Mykhaylo Shkolnikov

This paper deals with fractional Sobolev spaces on a compact Riemannian manifold. We prove a Sobolev inequality in the critical range with an optimal constant for these fractional Sobolev spaces. We use this result to study the existence of…

Analysis of PDEs · Mathematics 2022-09-27 Carolina Rey , Nicolas Saintier

We study global existence, uniqueness and positivity of weak solutions of a class of reaction-diffusion systems of chemical kinetics type, under the assumptions of logarithmic Sobolev inequality and appropriate exponential integrability of…

Probability · Mathematics 2014-05-07 Pierre Fougères , Ivan Gentil , Boguslaw Zegarlinski

This introduction surveys a renormalisation group perspective on log-Sobolev inequalities and related properties of stochastic dynamics. We also explain the relationship of this approach to related recent and less recent developments such…

Probability · Mathematics 2025-04-25 Roland Bauerschmidt , Thierry Bodineau , Benoit Dagallier

We prove that in the context of general Markov semigroups Beckner inequalities with constants separated from zero as $p\to 1^+$ are equivalent to the modified log Sobolev inequality (previously only one implication was known to hold in this…

Probability · Mathematics 2022-02-02 Radosław Adamczak , Bartłomiej Polaczyk , Michał Strzelecki