中文

An explicit bound on the Logarithmic Sobolev constant of weakly dependent random variables

概率论 2015-06-23 v2 数学物理 math.MP

摘要

We prove logarithmic Sobolev inequality for measures qn(xn)=dist(Xn)=exp(V(xn)),xnRn, q^n(x^n)=\text{dist}(X^n)=\exp\bigl(-V(x^n)\bigr), \quad x^n\in \Bbb R^n, under the assumptions that: (i) the conditional distributions Qi(xj,ji)=dist(XiXj=xj,ji) Q_i(\cdot| x_j, j\neq i)=\text{dist}(X_i| X_j= x_j, j\neq i) satisfy a logarithmic Sobolev inequality with a common constant ρ\rho, and (ii) they also satisfy some condition expressing that the mixed partial derivatives of the Hamiltonian VV are not too large relative to ρ\rho. \bigskip Condition (ii) has the form that the norms of some matrices defined in terms of the mixed partial derivatives of VV do not exceed 1/2ρ(1\de)1/2\cdot\rho\cdot(1-\de). The logarithmic Sobolev constant of qnq^n can then be estimated from below by 1/2ρδ1/2\cdot\rho\cdot\delta. This improves on earlier results by Th. Bodineau and B. Helffer, by giving an explicit bound, for the logarithmic Sobolev constant for qnq^n.

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引用

@article{arxiv.math/0605397,
  title  = {An explicit bound on the Logarithmic Sobolev constant of weakly dependent random variables},
  author = {Katalin Marton},
  journal= {arXiv preprint arXiv:math/0605397},
  year   = {2015}
}

备注

This paper has been withdrawn by the author because it was a preliminary version of arXiv:1206.4868