Functional Inequalities for the Wasserstein Dirichlet Form

Author(s):  
Wilhelm Stannat
Author(s):  
Franck Barthe ◽  
Michał Strzelecki

AbstractProbability measures satisfying a Poincaré inequality are known to enjoy a dimension-free concentration inequality with exponential rate. A celebrated result of Bobkov and Ledoux shows that a Poincaré inequality automatically implies a modified logarithmic Sobolev inequality. As a consequence the Poincaré inequality ensures a stronger dimension-free concentration property, known as two-level concentration. We show that a similar phenomenon occurs for the Latała–Oleszkiewicz inequalities, which were devised to uncover dimension-free concentration with rate between exponential and Gaussian. Motivated by the search for counterexamples to related questions, we also develop analytic techniques to study functional inequalities for probability measures on the line with wild potentials.


Author(s):  
Zhang Lunchuan

Abstract In this paper, we prove the equivalence between logarithmic Sobolev inequality and hypercontractivity of a class of quantum Markov semigroup and its associated Dirichlet form based on a probability gage space.


Author(s):  
Attila Házy ◽  
Zsolt Páles

The classical Hermite–Hadamard inequality, under some regularity assumptions, characterizes convexity of real functions. The aim of this paper is to establish connections between the stability forms of the functional inequalities related to Jensen convexity, convexity and the Hermite–Hadamard inequality.


2012 ◽  
Vol 385 (1) ◽  
pp. 202-207 ◽  
Author(s):  
Włodzimierz Fechner

2007 ◽  
Vol 28 (1) ◽  
pp. 35-59 ◽  
Author(s):  
Jean Dolbeault ◽  
Ivan Gentil ◽  
Arnaud Guillin ◽  
Feng-Yu Wang

2008 ◽  
Vol 51 (2) ◽  
pp. 337-362 ◽  
Author(s):  
Torben Fattler ◽  
Martin Grothaus

AbstractWe give a Dirichlet form approach for the construction and analysis of elliptic diffusions in $\bar{\varOmega}\subset\mathbb{R}^n$ with reflecting boundary condition. The problem is formulated in an $L^2$-setting with respect to a reference measure $\mu$ on $\bar{\varOmega}$ having an integrable, $\mathrm{d} x$-almost everywhere (a.e.) positive density $\varrho$ with respect to the Lebesgue measure. The symmetric Dirichlet forms $(\mathcal{E}^{\varrho,a},D(\mathcal{E}^{\varrho,a}))$ we consider are the closure of the symmetric bilinear forms\begin{gather*} \mathcal{E}^{\varrho,a}(f,g)=\sum_{i,j=1}^n\int_{\varOmega}\partial_ifa_{ij} \partial_jg\,\mathrm{d}\mu,\quad f,g\in\mathcal{D}, \\ \mathcal{D}=\{f\in C(\bar{\varOmega})\mid f\in W^{1,1}_{\mathrm{loc}}(\varOmega),\ \mathcal{E}^{\varrho,a}(f,f)\lt\infty\}, \end{gather*}in $L^2(\bar{\varOmega},\mu)$, where $a$ is a symmetric, elliptic, $n\times n$-matrix-valued measurable function on $\bar{\varOmega}$. Assuming that $\varOmega$ is an open, relatively compact set with boundary $\partial\varOmega$ of Lebesgue measure zero and that $\varrho$ satisfies the Hamza condition, we can show that $(\mathcal{E}^{\varrho,a},D(\mathcal{E}^{\varrho,a}))$ is a local, quasi-regular Dirichlet form. Hence, it has an associated self-adjoint generator $(L^{\varrho,a},D(L^{\varrho,a}))$ and diffusion process $\bm{M}^{\varrho,a}$ (i.e. an associated strong Markov process with continuous sample paths). Furthermore, since $1\in D(\mathcal{E}^{\varrho,a})$ (due to the Neumann boundary condition) and $\mathcal{E}^{\varrho,a}(1,1)=0$, we obtain a conservative process $\bm{M}^{\varrho,a}$ (i.e. $\bm{M}^{\varrho,a}$ has infinite lifetime). Additionally, assuming that $\sqrt{\varrho}\in W^{1,2}(\varOmega)\cap C(\bar{\varOmega})$ or that $\varrho$ is bounded, $\varOmega$ is convex and $\{\varrho=0\}$ has codimension at least 2, we can show that the set $\{\varrho=0\}$ has $\mathcal{E}^{\varrho,a}$-capacity zero. Therefore, in this case we can even construct an associated conservative diffusion process in $\{\varrho>0\}$. This is essential for our application to continuous $N$-particle systems with singular interactions. Note that for the construction of the self-adjoint generator $(L^{\varrho,a},D(L^{\varrho,a}))$ and the Markov process $\bm{M}^{\varrho,a}$ we do not need to assume any differentiability condition on $\varrho$ and $a$. We obtain the following explicit representation of the generator for $\sqrt{\varrho}\in W^{1,2}(\varOmega)$ and $a\in W^{1,\infty}(\varOmega)$:$$ L^{\varrho,a}=\sum_{i,j=1}^n\partial_i(a_{ij}\partial_j)+\partial_i(\log\varrho)a_{ij}\partial_j. $$Note that the drift term can be singular, because we allow $\varrho$ to be zero on a set of Lebesgue measure zero. Our assumptions in this paper even allow a drift that is not integrable with respect to the Lebesgue measure.


Author(s):  
Ritu Agarwal ◽  
Naveen Kumar ◽  
Rakesh K. Parmar ◽  
Sunil D. Purohit

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