Displaying similar documents to “Gaussian maximum of entropy and reversed log-Sobolev inequality”

Logarithmic Sobolev inequalities for inhomogeneous Markov Semigroups

Jean-François Collet, Florent Malrieu (2008)

ESAIM: Probability and Statistics

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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...

From the Prékopa-Leindler inequality to modified logarithmic Sobolev inequality

Ivan Gentil (2008)

Annales de la faculté des sciences de Toulouse Mathématiques

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We develop in this paper an improvement of the method given by S. Bobkov and M. Ledoux in [BL00]. Using the Prékopa-Leindler inequality, we prove a modified logarithmic Sobolev inequality adapted for all measures on ℝ n , with a strictly convex and super-linear potential. This inequality implies modified logarithmic Sobolev inequality, developed in [GGM05, GGM07], for all uniformly strictly convex potential as well as the Euclidean logarithmic Sobolev inequality.

Representation formula for the entropy and functional inequalities

Joseph Lehec (2013)

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

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We prove a stochastic formula for the Gaussian relative entropy in the spirit of Borell’s formula for the Laplace transform. As an application, we give simple proofs of a number of functional inequalities.

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

Djalil Chafaï, Florent Malrieu (2010)

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

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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...

Modified log-Sobolev inequalities for convex functions on the real line. Sufficient conditions

Radosław Adamczak, Michał Strzelecki (2015)

Studia Mathematica

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We provide a mild sufficient condition for a probability measure on the real line to satisfy a modified log-Sobolev inequality for convex functions, interpolating between the classical log-Sobolev inequality and a Bobkov-Ledoux type inequality. As a consequence we obtain dimension-free two-level concentration results for convex functions of independent random variables with sufficiently regular tail decay. We also provide a link between modified log-Sobolev...