Functional inequalities for discrete gradients and application to the geometric distribution
Aldéric Joulin; Nicolas Privault
ESAIM: Probability and Statistics (2004)
- Volume: 8, page 87-101
- ISSN: 1292-8100
Access Full Article
topAbstract
topHow to cite
topJoulin, Aldéric, and Privault, Nicolas. "Functional inequalities for discrete gradients and application to the geometric distribution." ESAIM: Probability and Statistics 8 (2004): 87-101. <http://eudml.org/doc/245603>.
@article{Joulin2004,
abstract = {We present several functional inequalities for finite difference gradients, such as a Cheeger inequality, Poincaré and (modified) logarithmic Sobolev inequalities, associated deviation estimates, and an exponential integrability property. In the particular case of the geometric distribution on $\{\mathbb \{N\}\}$ we use an integration by parts formula to compute the optimal isoperimetric and Poincaré constants, and to obtain an improvement of our general logarithmic Sobolev inequality. By a limiting procedure we recover the corresponding inequalities for the exponential distribution. These results have applications to interacting spin systems under a geometric reference measure.},
author = {Joulin, Aldéric, Privault, Nicolas},
journal = {ESAIM: Probability and Statistics},
keywords = {geometric distribution; isoperimetry; logarithmic Sobolev inequalities; spectral gap; Herbst method; deviation inequalities; Gibbs measures; Geometric distribution},
language = {eng},
pages = {87-101},
publisher = {EDP-Sciences},
title = {Functional inequalities for discrete gradients and application to the geometric distribution},
url = {http://eudml.org/doc/245603},
volume = {8},
year = {2004},
}
TY - JOUR
AU - Joulin, Aldéric
AU - Privault, Nicolas
TI - Functional inequalities for discrete gradients and application to the geometric distribution
JO - ESAIM: Probability and Statistics
PY - 2004
PB - EDP-Sciences
VL - 8
SP - 87
EP - 101
AB - We present several functional inequalities for finite difference gradients, such as a Cheeger inequality, Poincaré and (modified) logarithmic Sobolev inequalities, associated deviation estimates, and an exponential integrability property. In the particular case of the geometric distribution on ${\mathbb {N}}$ we use an integration by parts formula to compute the optimal isoperimetric and Poincaré constants, and to obtain an improvement of our general logarithmic Sobolev inequality. By a limiting procedure we recover the corresponding inequalities for the exponential distribution. These results have applications to interacting spin systems under a geometric reference measure.
LA - eng
KW - geometric distribution; isoperimetry; logarithmic Sobolev inequalities; spectral gap; Herbst method; deviation inequalities; Gibbs measures; Geometric distribution
UR - http://eudml.org/doc/245603
ER -
References
top- [1] S. Bobkov, C. Houdré and P. Tetali, , vertex isoperimetry and concentration. Combinatorica 20 (2000) 153–172. Zbl0964.60002
- [2] S. Bobkov and M. Ledoux, Poincaré’s inequalities and Talagrand’s concentration phenomenon for the exponential distribution. Probab. Theory Relat. Fields 107 (1997) 383–400. Zbl0878.60014
- [3] S.G. Bobkov and M. Ledoux, On modified logarithmic Sobolev inequalities for Bernoulli and Poisson measures. J. Funct. Anal. 156 (1998) 347–365. Zbl0920.60002
- [4] S.G. Bobkov and F. Götze, Discrete isoperimetric and Poincaré-type inequalities. Probab. Theory Relat. Fields 114 (1999) 245–277. Zbl0940.60028
- [5] S.G. Bobkov and C. Houdré, Isoperimetric constants for product probability measures. Ann. Probab. 25 (1997) 184–205. Zbl0878.60013
- [6] T. Cacoullos and V. Papathanasiou, Characterizations of distributions by generalizations of variance bounds and simple proofs of the CLT. J. Statist. Plann. Inference 63 (1997) 157–171. Zbl0922.62009
- [7] J. Cheeger, A lower bound for the smallest eigenvalue of the Laplacian, in Problems in analysis (Papers dedicated to Salomon Bochner, 1969) Princeton Univ. Press, Princeton, N.J. (1970) 195–199. Zbl0212.44903
- [8] L.H.Y. Chen and J.H. Lou, Characterization of probability distributions by Poincaré-type inequalities. Ann. Inst. H. Poincaré Probab. Statist. 23 (1987) 91–110. Zbl0612.60013
- [9] P. Dai Pra, A.M. Paganoni and G. Posta, Entropy inequalities for unbounded spin systems. Ann. Probab. 30 (2002) 1959–1976. Zbl1013.60076
- [10] P. Diaconis and D. Stroock, Geometric bounds for eigenvalues of Markov chains. Ann. Appl. Probab. 1 (1991) 36–61. Zbl0731.60061
- [11] P. Fougères, Spectral gap for log-concave probability measures on the real line. Preprint (2002). Zbl1081.60010MR2126968
- [12] L. Gross, Logarithmic Sobolev inequalities. Amer. J. Math. 97 (1975) 1061–1083. Zbl0318.46049
- [13] C. Houdré, Remarks on deviation inequalities for functions of infinitely divisible random vectors. Ann. Probab. 30 (2002) 1223–1237. Zbl1017.60018
- [14] C. Houdré and N. Privault, Concentration and deviation inequalities in infinite dimensions via covariance representations. Bernoulli 8 (2002) 697–720. Zbl1012.60020
- [15] C. Houdré and P. Tetali, Isoperimetric invariants for product Markov chains and graph products. Combinatorica. To appear. Zbl1067.60062MR2085362
- [16] M. Ledoux, Concentration of measure and logarithmic Sobolev inequalities, in Séminaire de Probabilités XXXIII, Lect. Notes Math. 1709 (1999) 120–216. Zbl0957.60016
- [17] L. Miclo, An example of application of discrete Hardy’s inequalities. Markov Process. Related Fields 5 (1999) 319–330. Zbl0942.60081
- [18] T. Stoyanov, Isoperimetric and related constants for graphs and Markov chains. Ph.D. Thesis, Georgia Institute of Technology (2001).
Citations in EuDML Documents
topNotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.