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On fine properties of mixtures with respect to concentration of measure and Sobolev type inequalities

Djalil ChafaïFlorent Malrieu — 2010

Annales de l'I.H.P. Probabilités et statistiques

Mixtures are convex combinations of laws. Despite this simple definition, a mixture can be far more subtle than its mixed components. For instance, mixing gaussian laws may produce a potential with multiple deep wells. We study in the present work fine properties of mixtures with respect to concentration of measure and Sobolev type functional inequalities. We provide sharp Laplace bounds for Lipschitz functions in the case of generic mixtures, involving a transportation cost diameter of the mixed...

Logarithmic Sobolev inequalities for inhomogeneous Markov Semigroups

Jean-François ColletFlorent Malrieu — 2008

ESAIM: Probability and Statistics

We investigate the dissipativity properties of a class of scalar second order parabolic partial differential equations with time-dependent coefficients. We provide explicit condition on the drift term which ensure that the relative entropy of one particular orbit with respect to some other one decreases to zero. The decay rate is obtained explicitly by the use of a Sobolev logarithmic inequality for the associated semigroup, which is derived by an adaptation of Bakry's -calculus. As a byproduct,...

Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation

François BolleyArnaud GuillinFlorent Malrieu — 2010

ESAIM: Mathematical Modelling and Numerical Analysis

We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of interacting and diffusive matter in the space of positions and velocities. We use a probabilistic interpretation to obtain convergence towards equilibrium in Wasserstein distance with an explicit exponential rate. We also prove a propagation of chaos property for an associated particle system, and give rates on the approximation of the solution by the particle system. Finally, a transportation inequality...

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