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相关论文: On the Poincar{\'e} constant of log-concave measur…

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Poincar{\'e} inequalities are ubiquitous in probability and analysis and have various applications in statistics (concentration of measure, rate of convergence of Markov chains). The Poincar{\'e} constant, for which the inequality is tight,…

We study stability of the sharp Poincar{\'e} constant of the invariant probability measure of a reversible diffusion process satisfying some natural conditions. The proof is based on the spectral interpretation of Poincar{\'e} inequalities…

经典分析与常微分方程 · 数学 2022-02-04 Jordan Serres

We study the log-concave measures, their characterization via the Pr\'ekopa-Leindler property and also define a subset of it whose elements are called super log-concave measures which have the property of satisfying a logarithmic Sobolev…

概率论 · 数学 2010-05-28 Denis Feyel , A. Suleyman Ustunel

We study functional inequalities (Poincar\'e, Cheeger, log-Sobolev) for probability measures obtained as perturbations. Several explicit results for general measures as well as log-concave distributions are given.The initial goal of this…

概率论 · 数学 2021-01-28 Patrick Cattiaux , Arnaud Guillin

We establish a Shearer-type inequality for the Poincar\'e constant, showing that the Poincar\'e constant corresponding to the convolution of a collection of measures can be nontrivially controlled by the Poincar\'e constants corresponding…

概率论 · 数学 2018-07-03 Thomas A. Courtade

We prove, using optimal transport tools, weighted Poincar'e inequalities for log-concave random vectors satisfying some centering conditions. We recover by this way similar results by Klartag and Barthe-Cordero-Erausquin for log-concave…

概率论 · 数学 2014-07-14 Dario Cordero-Erausquin , Nathael Gozlan

This work studies mixtures of probability measures on $\mathbb{R}^n$ and gives bounds on the Poincar\'e and the log-Sobolev constant of two-component mixtures provided that each component satisfies the functional inequality, and both…

概率论 · 数学 2020-06-04 André Schlichting

Classically, the continuous-time Langevin diffusion converges exponentially fast to its stationary distribution $\pi$ under the sole assumption that $\pi$ satisfies a Poincar\'e inequality. Using this fact to provide guarantees for the…

统计理论 · 数学 2024-07-11 Sinho Chewi , Murat A. Erdogdu , Mufan Bill Li , Ruoqi Shen , Matthew Zhang

We show that the Cheeger constant for $n$-dimensional isotropic logconcave measures is $O(n^{1/4})$, improving on the previous best bound of $O(n^{1/3}\sqrt{\log n}).$ As corollaries we obtain the same improved bound on the thin-shell…

泛函分析 · 数学 2019-01-29 Yin Tat Lee , Santosh S. Vempala

Given a suitably normalized $X\in\mathbb{R}^n$ we observe that the function $\theta\mapsto\mathbb{E}|X\cdot\theta|$, defined for $\theta\in S^{n-1}$, admits surprisingly strong concentration far surpassing what is expected on account of…

泛函分析 · 数学 2020-08-04 Erez Buchweitz

We discuss situations where perturbing a probability measure on $\mathbb{R}^n$ does not deteriorate its Poincar\'e constant by much. A particular example is the symmetric exponential measure in $\mathbb{R}^n$, even log-concave perturbations…

泛函分析 · 数学 2019-07-11 Franck Barthe , Bo'az Klartag

We employ a Markov semigroup approach combined with the $\Gamma$-calculus to establish a generalized Beckner inequality associated with weighted Gaussian measures. As a direct consequence, we derive the corresponding Poincar\'e inequality…

泛函分析 · 数学 2026-04-21 Nguyen Lam , Guozhen Lu , Andrey Russanov

This paper deduces exponential matrix concentration from a Poincar\'e inequality via a short, conceptual argument. Among other examples, this theory applies to matrix-valued functions of a uniformly log-concave random vector. The proof…

概率论 · 数学 2021-01-08 De Huang , Joel A. Tropp

We prove a new type of Poincar\'e inequality on abstract Wiener spaces for a family of probability measures which are absolutely continuous with respect to the reference Gaussian measure. This class of probability measures is characterized…

概率论 · 数学 2016-11-25 Alberto Lanconelli

Langevin diffusions are rapidly convergent under appropriate functional inequality assumptions. Hence, it is natural to expect that with additional smoothness conditions to handle the discretization errors, their discretizations like the…

We prove that the (B) conjecture and the Gardner-Zvavitch conjecture are true for all log-concave measures that are rotationally invariant, extending previous results known for Gaussian measures. Actually, our result apply beyond the case…

度量几何 · 数学 2022-10-03 Dario Cordero-Erausquin , Liran Rotem

We prove a fractional version of Poincar\'e inequalities in the context of $\R^n$ endowed with a fairly general measure. Namely we prove a control of an $L^2$ norm by a non local quantity, which plays the role of the gradient in the…

偏微分方程分析 · 数学 2010-06-30 Clément Mouhot , Emmanuel Russ , Yannick Sire

We prove stability estimates for the Bakry-Emery bound on Poincar\'e and logarithmic Sobolev constants of uniformly log-concave measures. In particular, we improve the quantitative bound in a result of De Philippis and Figalli asserting…

泛函分析 · 数学 2018-09-17 Thomas A. Courtade , Max Fathi

Brascamp--Lieb-type, weighted Poincar\'{e}-type and related analytic inequalities are studied for multidimensional Cauchy distributions and more general $\kappa$-concave probability measures (in the hierarchy of convex measures). In analogy…

概率论 · 数学 2009-06-10 Sergey G. Bobkov , Michel Ledoux

We investigate properties of measures in infinite dimensional spaces in terms of Poincar\'e inequalities. A Poincar\'e inequality states that the $L^2$ variance of an admissible function is controlled by the homogeneous $H^1$ norm. In the…

概率论 · 数学 2016-05-09 Xin Chen , Xue-Mei Li , Bo Wu
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