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We study the connection between the $p$--Talagrand inequality and the $q$--logarithmic Sololev inequality for conjugate exponents $p\geq 2$, $q\leq 2$ in proper geodesic metric spaces. By means of a general Hamilton--Jacobi semigroup we…

泛函分析 · 数学 2009-06-03 Zoltan Balogh , Alexandre Engoulatov , Lars Hunziker , Outi Elina Maasalo

This paper introduces a notion of gradient and an infimal-convolution operator that extend properties of solutions of Hamilton Jacobi equations to more general spaces, in particular to graphs. As a main application, the hypercontractivity…

泛函分析 · 数学 2015-12-09 Yan Shu

We give a characterization of transport-entropy inequalities in metric spaces. As an application we deduce that such inequalities are stable under bounded perturbation (Holley-Stroock perturbation Lemma).

概率论 · 数学 2013-10-07 Nathaël Gozlan , Cyril Roberto , Paul-Marie Samson

We define a Hamilton-Jacobi semigroup acting on continuous functions on a compact length space. Following a strategy of Bobkov, Gentil and Ledoux, we use some basic properties of the semigroup to study geometric inequalities related to…

微分几何 · 数学 2007-05-23 John Lott , Cedric Villani

In the setting of Carnot groups, we prove the $q-$Logarithmic Sobolev inequality for probability measures as a function of the Carnot-Carath\'eodory distance. As an application, we use the Hamilton-Jacobi equation in the setting of Carnot…

泛函分析 · 数学 2022-11-01 Esther Bou Dagher

We relate transport-entropy inequalities to the study of critical points of functionals defined on the space of probability measures. This approach leads in particular to a new proof of a result by Otto and Villani [43] showing that the…

概率论 · 数学 2016-04-27 Joaquin Fontbona , Nathael Gozlan , Jean-Francois Jabir

We provide deficit estimates for Nelson's hypercontractivity inequality, the logarithmic Sobolev inequality, and Talagrand's transportation cost inequality under the restriction that the inputs are semi-log-subharmonic, semi-log-convex, or…

偏微分方程分析 · 数学 2022-06-08 Neal Bez , Shohei Nakamura , Hiroshi Tsuji

By using optimal mass transport theory, we provide a direct proof to the sharp $L^p$-log-Sobolev inequality $(p\geq 1)$ involving a log-concave homogeneous weight on an open convex cone $E\subseteq \mathbb R^n$. The perk of this proof is…

偏微分方程分析 · 数学 2024-02-22 Zoltán M. Balogh , Sebastiano Don , Alexandru Kristály

The equivalence between logarithmic Sobolev inequalities and hypercontractivity of solutions of Hamilton-Jacobi equations has been proved in [5]. We consider a semi-Lagrangian approximation scheme for the Hamilton-Jacobi equation and we…

数值分析 · 数学 2013-12-12 Fabio Camilli , Paola Loreti , Cristina Pocci

The hypercontractivity is proved for the Markov semigroup associated to a class of finite/infinite dimensional stochastic Hamiltonian systems. Consequently, the Markov semigroup is exponentially convergent to the invariant probability…

概率论 · 数学 2016-12-08 Feng-Yu Wang

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…

概率论 · 数学 2019-07-02 Giovanni Conforti , Luigia Ripani

We show that Talagrand's transport inequality is equivalent to a restricted logarithmic Sobolev inequality. This result clarifies the links between these two important functional inequalities. As an application, we give the first proof of…

概率论 · 数学 2011-04-08 Nathael Gozlan , Cyril Roberto , Paul-Marie Samson

We develop the optimal transportation approach to modified log-Sobolev inequalities and to isoperimetric inequalities. Various sufficient conditions for such inequalities are given. Some of them are new even in the classical log-Sobolev…

概率论 · 数学 2007-09-26 Franck Barthe , Alexander V. Kolesnikov

We introduce the notion of an interpolating path on the set of probability measures on finite graphs. Using this notion, we first prove a displacement convexity property of entropy along such a path and derive Prekopa-Leindler type…

概率论 · 数学 2012-07-24 Nathaël Gozlan , Cyril Roberto , Paul-Marie Samson , Prasad Tetali

We derive weighted log-Sobolev inequalities from a class of super Poincar\'e inequalities. As an application, the Talagrand inequality with larger distances are obtained. In particular, on a complete connected Riemannian manifold, we prove…

概率论 · 数学 2007-12-20 Feng-Yu Wang

We give a necessary and sufficient condition for transport-entropy inequalities in dimension one. As an application, we construct a new example of a probability distribution verifying Talagrand's T2 inequality and not the logarithmic…

概率论 · 数学 2012-03-05 Nathael Gozlan

The Hamilton-Jacobi equation on metric spaces has been studied by several authors; following the approach of Gangbo and Swiech, we show that the final value problem for the Hamilton-Jacobi equation has a unique solution even if we add a…

最优化与控制 · 数学 2020-02-03 Ugo Bessi

We prove a log-Sobolev inequality for a certain class of log-concave measures in high dimension. These are the probability measures supported on the unit cube in R^n whose density takes the form exp(-H) where the function H is assumed to be…

度量几何 · 数学 2012-12-18 Bo'az Klartag

We design fast numerical methods for Hamilton-Jacobi equations in density space (HJD), which arises in optimal transport and mean field games. We overcome the curse-of-infinite-dimensionality nature of HJD by proposing a generalized Hopf…

数值分析 · 数学 2018-05-07 Yat Tin Chow , Wuchen Li , Stanley Osher , Wotao Yin

Given $p,N>1,$ we prove the sharp $L^p$-log-Sobolev inequality on noncompact metric measure spaces satisfying the ${\sf CD}(0,N)$ condition, where the optimal constant involves the asymptotic volume ratio of the space. This proof is based…

偏微分方程分析 · 数学 2023-11-20 Zoltán M. Balogh , Alexandru Kristály , Francesca Tripaldi
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