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The aim of this paper is to show that a probability measure concentrates independently of the dimension like a gaussian measure if and only if it verifies Talagrand's $\T_2$ transportation-cost inequality. This theorem permits us to give a…

Probability · Mathematics 2013-03-04 Nathael Gozlan

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

Let $\mathscr{C}_n=\{-1,1\}^n$ be the discrete hypercube equipped with the uniform probability measure $\sigma_n$. We prove that if $(E,\|\cdot\|_E)$ is a Banach space of finite cotype and $p\in[1,\infty)$, then every function…

Functional Analysis · Mathematics 2024-02-21 Dario Cordero-Erausquin , Alexandros Eskenazis

Using martingale methods, we provide bounds for the entropy of a probability measure on $\mathbb {R}^d$ with the right-hand side given in a certain integral form. As a corollary, in the one-dimensional case, we obtain a weighted log-Sobolev…

Probability · Mathematics 2015-03-19 Alexei Kulik , Taras Tymoshkevych

In this paper, we consider Poincar\'e inequalities for non euclidean metrics on $\mathbb{R}^d$. These inequalities enable us to derive precise dimension free concentration inequalities for product measures. This technique is appropriate for…

Probability · Mathematics 2012-03-05 Nathael Gozlan

In this paper a free analogous of completely random measure is introduced. Furthermore, a representation theorem is proved for free completely random measures that are free infinitely divisible.

Probability · Mathematics 2020-07-14 Francesca Collet , Fabrizio Leisen

In this paper, we study some functional inequalities (such as Poincar\'e inequalities, logarithmic Sobolev inequalities, generalized Cheeger isoperimetric inequalities, transportation-information inequalities and transportation-entropy…

Probability · Mathematics 2015-05-19 Yutao Ma , Ran Wang , Liming Wu

Threshold phenomena are investigated using a general approach, following Talagrand [Ann. Probab. 22 (1994) 1576--1587] and Friedgut and Kalai [Proc. Amer. Math. Soc. 12 (1999) 1017--1054]. The general upper bound for the threshold width of…

Probability · Mathematics 2016-08-16 Raphaël Rossignol

The aim of this paper is to establish various functional inequalities for the convolution of a compactly supported measure and a standard Gaussian distribution on Rd. We especially focus on getting good dependence of the constants on the…

Probability · Mathematics 2015-07-10 Jean-Baptiste Bardet , Nathaël Gozlan , Florent Malrieu , Pierre-André Zitt

We are interested in the $q$ Logarithmic Sobolev inequality for probability measures on the infinite product of Heisenberg groups. We assume that the one site boundary free measure satisfies either a $q$ Log-Sobolev inequality or a U-Bound…

Functional Analysis · Mathematics 2015-03-30 Ioannis Papageorgiou

Let $(X_1,\dots,X_m)$ be self-adjoint non-commutative random variables distributed according to the free Gibbs law given by a sufficiently regular convex and semi-concave potential $V$, and let $(S_1,\dots,S_m)$ be a free semicircular…

Operator Algebras · Mathematics 2020-01-08 David Jekel

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

In a 2013 paper, the author showed that the convolution of a compactly supported measure on the real line with a Gaussian measure satisfies a logarithmic Sobolev inequality (LSI). In a 2014 paper, the author gave bounds for the optimal…

Functional Analysis · Mathematics 2014-12-05 David Zimmermann

Motivated by the asymptotic collective behavior of random and deterministic matrices, we propose an approximation (called "free deterministic equivalent") to quite general random matrix models, by replacing the matrices with operators…

Information Theory · Computer Science 2011-10-07 Roland Speicher , Carlos Vargas , Tobias Mai

Through the study of large deviations theory for matrix Brownian motion, Biane-Capitaine-Guionnet proved the inequality $\chi(X) \leq \chi^*(X)$ that relates two analogs of entropy in free probability defined by Voiculescu. We give a new…

Operator Algebras · Mathematics 2024-04-03 David Jekel , Jennifer Pi

In this article we study generalization of the classical Talagrand transport-entropy inequality in which the Wasserstein distance is replaced by the entropic transportation cost. This class of inequalities has been introduced in the recent…

Probability · Mathematics 2019-07-02 Giovanni Conforti , Luigia Ripani

This paper is devoted to results on the Moser-Trudinger-Onofri inequality, or Onofri inequality for brevity. In dimension two this inequality plays a role similar to the Sobolev inequality in higher dimensions. After justifying this…

Analysis of PDEs · Mathematics 2015-05-22 Jean Dolbeault , Maria J. Esteban , Gaspard Jankowiak

We propose an entropic approximation approach for optimal transportation problems with a supremal cost. We establish $\Gamma$-convergence for suitably chosen parameters for the entropic penalization and that this procedure selects…

Analysis of PDEs · Mathematics 2023-02-24 Guillaume Carlier , Camilla Brizzi , Luigi De Pascale

We show that if the random walk on a graph has positive coarse Ricci curvature in the sense of Ollivier, then the stationary measure satisfies a W^1 transport-entropy inequality. Peres and Tetali have conjectured a stronger consequence,…

Probability · Mathematics 2016-12-28 Ronen Eldan , James R. Lee , Joseph Lehec

Introduced by Lu and Yau (CMP, 1993), the martingale decomposition method is a powerful recursive strategy that has produced sharp log-Sobolev inequalities for homogeneous particle systems. However, the intractability of certain covariance…

Probability · Mathematics 2019-03-05 Jonathan Hermon , Justin Salez