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We prove strong hypercontractivity (SHC) inequalities for logarithmically subharmonic functions on $\RR^n$ and different classes of measures: Gaussian measures on $\RR^n$, symmetric Bernoulli and symmetric uniform probability measures on…

Functional Analysis · Mathematics 2008-10-20 Piotr Graczyk , Todd Kemp , Jean-Jacques Loeb , Tomasz Zak

Our aim is to provide a short and self contained synthesis which generalise and unify various related and unrelated works involving what we call Phi-Sobolev functional inequalities. Such inequalities related to Phi-entropies can be seen in…

Probability · Mathematics 2021-11-30 Djalil Chafai

We present a probabilistic interpretation of several functional isoperimetric inequalities within the class of $p$-concave functions, building on random models for such functions introduced by P. Pivovarov and J. Rebollo-Bueno. First, we…

Functional Analysis · Mathematics 2026-04-15 Francisco Marín Sola

We investigate geometric and functional inequalities for the class of log-concave probability sequences. We prove dilation inequalities for log-concave probability measures on the integers. A functional analogue of this geometric inequality…

Probability · Mathematics 2023-06-19 Arnaud Marsiglietti , James Melbourne

This paper is devoted to the study of probability measures with heavy tails. Using the Lyapunov function approach we prove that such measures satisfy different kind of functional inequalities such as weak Poincar\'e and weak Cheeger,…

Probability · Mathematics 2010-04-13 Patrick Cattiaux , Nathael Gozlan , Arnaud Guillin , Cyril Roberto

Non-Gaussian concentration estimates are obtained for invariant probability measures of reversible Markov processes. We show that the functional inequalities approach combined with a suitable Lyapunov condition allows us to circumvent the…

Probability · Mathematics 2012-02-13 Arnaud Guillin , Aldéric Joulin

We study functional inequalities for Markov chains on discrete spaces with entropic Ricci curvature bounded from below. Our main results are that when curvature is non-negative, but not necessarily positive, the spectral gap, the Cheeger…

Probability · Mathematics 2016-12-05 Matthias Erbar , Max Fathi

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

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

Given a suitably normalized $X\in\mathbb{R}^n$ we observe that the function $\theta\mapsto\mathbb{E}|X\cdot\theta|$, defined for $\theta\in S^{n-1}$, admits surprisingly strong concentration far surpassing what is expected on account of…

Functional Analysis · Mathematics 2020-08-04 Erez Buchweitz

We prove Poincar\'e and Log$^{\beta}$-Sobolev inequalities for probability measures on step-two Carnot groups.

Functional Analysis · Mathematics 2021-05-06 Esther Bou Dagher , Boguslaw Zegarlinski

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

We establish a family of functional inequalities interpolating between the classical logarithmic Sobolev and Poincar\'e inequalities. We prove that they imply the concentration of measure phenomenon intermediate between Gaussian and…

Probability · Mathematics 2015-01-06 Rafał Latała , Krzysztof Oleszkiewicz

Function approximation and recovery via some sampled data have long been studied in a wide array of applied mathematics and statistics fields. Analytic tools, such as the Poincar\'e inequality, have been handy for estimating the…

Numerical Analysis · Mathematics 2020-07-16 Yifan Chen , Thomas Y. Hou

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 an isoperimetric inequality for the uniform measure on a uniformly convex body and for a class of uniformly log-concave measures (that we introduce). These inequalities imply (up to universal constants) the log-Sobolev inequalities…

Probability · Mathematics 2008-02-01 Emanuel Milman , Sasha Sodin

Stochastic approximation methods play a central role in maximum likelihood estimation problems involving intractable likelihood functions, such as marginal likelihoods arising in problems with missing or incomplete data, and in parametric…

Computation · Statistics 2020-06-02 Valentin De Bortoli , Alain Durmus , Marcelo Pereyra , Ana F. Vidal

In this paper our aim is to show some mean value inequalities for the modified Bessel functions of the first and second kinds. Our proofs are based on some bounds for the logarithmic derivatives of these functions, which are in fact…

Classical Analysis and ODEs · Mathematics 2011-12-06 Árpád Baricz , Saminathan Ponnusamy , Matti Vuorinen

An inequality of Brascamp and Lieb provides a bound on the covariance of two functions with respect to log-concave measures. The bound estimates the covariance by the product of the $L^2$ norms of the gradients of the functions, where the…

Functional Analysis · Mathematics 2011-10-25 Eric A. Carlen , Dario Cordero-Erausquin , Elliott H. Lieb

This is a continuation of our previous work 0712.4092. It is well known that various isoperimetric inequalities imply their functional ``counterparts'', but in general this is not an equivalence. We show that under certain convexity…

Functional Analysis · Mathematics 2014-02-26 Emanuel Milman