中文

Modified logarithmic Sobolev inequalities in null curvature

概率论 2007-05-23 v1 泛函分析

摘要

We present a logarithmic Sobolev inequality adapted to a log-concave measure. Assume that Φ\Phi is a symmetric convex function on \dR\dR satisfying (1+\e)Φ(x)xΦ(x)(2\e)Φ(x)(1+\e)\Phi(x)\leq {x}\Phi'(x)\leq(2-\e)\Phi(x) for x0x\geq0 large enough and with \e]0,1/2]\e\in]0,1/2]. We prove that the probability measure on \dR\dR μΦ(dx)=eΦ(x)/ZΦdx\mu_\Phi(dx)=e^{-\Phi(x)}/Z_\Phi dx satisfies a modified and adapted logarithmic Sobolev inequality : there exist three constant A,B,D>0A,B,D>0 such that for all smooth f>0f>0, \begin{equation*} \ent{\mu_\Phi}{f^2}\leq A\int H_{\Phi}\PAR{{\frac{f'}{f}}}f^2d\mu_\Phi, \text{with} H_{\Phi}(x)= {\begin{array}{rl} \Phi^*\PAR{Bx} &\text{if }\ABS{x}\geq D, x^2 &\text{if}\ABS{x}\leq D. \end{array} . \end{equation*}

关键词

引用

@article{arxiv.math/0503585,
  title  = {Modified logarithmic Sobolev inequalities in null curvature},
  author = {Ivan Gentil and Arnaud Guillin and Laurent Miclo},
  journal= {arXiv preprint arXiv:math/0503585},
  year   = {2007}
}