scholarly journals Functional Inequalities for Two-Level Concentration

2021 ◽  
Author(s):  
Franck Barthe ◽  
Michał Strzelecki
Keyword(s):  
Sobolev Inequality ◽  
Poincaré Inequality ◽  
Logarithmic Sobolev Inequality ◽  
Probability Measures ◽  
Exponential Rate ◽  
Functional Inequalities ◽  
Concentration Inequality ◽  
Poincare Inequality ◽  
Free Concentration ◽  
Concentration Property

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.

scholarly journals A new approach to Poincaré-type inequalities on the Wiener space

2015 ◽  
Vol 16 (01) ◽  
pp. 1650002 ◽  
Author(s):  
Alberto Lanconelli
Keyword(s):  
Wide Class ◽  
Gaussian Measure ◽  
Poincaré Inequality ◽  
Probability Measures ◽  
Poincare Inequality ◽  
Absolutely Continuous ◽  
New Approach ◽  
Abstract Wiener Spaces ◽  
New Type ◽  
Poincaré Type Inequalities

We prove a new type of Poincaré inequality on abstract Wiener spaces for a family of probability measures that are absolutely continuous with respect to the reference Gaussian measure. This class of probability measures is characterized by the strong positivity (a notion introduced by Nualart and Zakai in [22]) of their Radon–Nikodym densities. In general, measures of this type do not belong to the class of log-concave measures, which are a wide class of measures satisfying the Poincaré inequality (Brascamp and Lieb [2]). Our approach is based on a pointwise identity relating Wick and ordinary products and on the notion of strong positivity which is connected to the non-negativity of Wick powers. Our technique also leads to a partial generalization of the Houdré and Kagan [11] and Houdré and Pérez-Abreu [12] Poincaré-type inequalities.

scholarly journals From dimension free concentration to the Poincaré inequality

2014 ◽  
Vol 52 (3-4) ◽  
pp. 899-925 ◽  
Author(s):  
Nathael Gozlan ◽  
Cyril Roberto ◽  
Paul-Marie Samson
Keyword(s):  
Poincaré Inequality ◽  
Poincare Inequality ◽  
Free Concentration

scholarly journals A simple proof of the Poincaré inequality for a large class of probability measures

2008 ◽  
Vol 13 (0) ◽  
pp. 60-66 ◽  
Author(s):  
Dominique Bakry ◽  
Franck Barthe ◽  
Patrick Cattiaux ◽  
Arnaud Guillin
Keyword(s):  
Large Class ◽  
Simple Proof ◽  
Poincaré Inequality ◽  
Probability Measures ◽  
Poincare Inequality

Equivalence between logarithmic Sobolev inequality and hypercontractivity in a probability gage space

2020 ◽  
pp. 1-13
Author(s):  
Zhang Lunchuan
Keyword(s):  
Dirichlet Form ◽  
Sobolev Inequality ◽  
Logarithmic Sobolev Inequality ◽  
Markov Semigroup ◽  
Quantum Markov Semigroup

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.

scholarly journals Duality of Moduli and Quasiconformal Mappings in Metric Spaces

2020 ◽  
Vol 8 (1) ◽  
pp. 166-181
Author(s):  
Rebekah Jones ◽  
Panu Lahti
Keyword(s):  
Metric Space ◽  
Metric Spaces ◽  
Complete Metric Space ◽  
Poincaré Inequality ◽  
Quasiconformal Mappings ◽  
Duality Relation ◽  
Doubling Measure ◽  
Poincare Inequality ◽  
Family Of Curves ◽  
The Family

AbstractWe prove a duality relation for the moduli of the family of curves connecting two sets and the family of surfaces separating the sets, in the setting of a complete metric space equipped with a doubling measure and supporting a Poincaré inequality. Then we apply this to show that quasiconformal mappings can be characterized by the fact that they quasi-preserve the modulus of certain families of surfaces.

scholarly journals ON THE CONVERGENCE RATE OF POTENTIALS OF BRENIER MAPS

2021 ◽  
pp. 1-37
Author(s):  
Florian F. Gunsilius
Keyword(s):  
Convergence Rate ◽  
Poincaré Inequality ◽  
Optimal Transportation ◽  
Matching Theory ◽  
Economic Research ◽  
Poincare Inequality ◽  
Optimal Transportation Problem ◽  
Minimax Rate ◽  
The Cost ◽  
Kantorovich Problem

The theory of optimal transportation has experienced a sharp increase in interest in many areas of economic research such as optimal matching theory and econometric identification. A particularly valuable tool, due to its convenient representation as the gradient of a convex function, has been the Brenier map: the matching obtained as the optimizer of the Monge–Kantorovich optimal transportation problem with the euclidean distance as the cost function. Despite its popularity, the statistical properties of the Brenier map have yet to be fully established, which impedes its practical use for estimation and inference. This article takes a first step in this direction by deriving a convergence rate for the simple plug-in estimator of the potential of the Brenier map via the semi-dual Monge–Kantorovich problem. Relying on classical results for the convergence of smoothed empirical processes, it is shown that this plug-in estimator converges in standard deviation to its population counterpart under the minimax rate of convergence of kernel density estimators if one of the probability measures satisfies the Poincaré inequality. Under a normalization of the potential, the result extends to convergence in the $L^2$ norm, while the Poincaré inequality is automatically satisfied. The main mathematical contribution of this article is an analysis of the second variation of the semi-dual Monge–Kantorovich problem, which is of independent interest.

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