Concentration inequalities for log-concave distributions with applications to random surface fluctuations
Abstract
We derive two concentration inequalities for linear functions of log-concave distributions: an enhanced version of the classical Brascamp--Lieb concentration inequality, and an inequality quantifying log-concavity of marginals in a manner suitable for obtaining variance and tail probability bounds. These inequalities are applied to the statistical mechanics problem of estimating the fluctuations of random surfaces of the type. The classical Brascamp--Lieb inequality bounds the fluctuations whenever the interaction potential is uniformly convex. We extend these bounds to the case of convex potentials whose second derivative vanishes only on a zero measure set, when the underlying graph is a -dimensional discrete torus. The result applies, in particular, to potentials of the form with and answers a question discussed by Brascamp--Lieb--Lebowitz (1975). Additionally, new tail probability bounds are obtained for the family of potentials , . This result answers a question mentioned by Deuschel and Giacomin (2000).
Keywords
Cite
@article{arxiv.2006.05393,
title = {Concentration inequalities for log-concave distributions with applications to random surface fluctuations},
author = {Alexander Magazinov and Ron Peled},
journal= {arXiv preprint arXiv:2006.05393},
year = {2021}
}
Comments
33 pages. Added a remark regarding the adaptation of Theorem 1.5 to general boundary conditions. Made various minor enhancements throughout