Logarithmic Sobolev Inequalities and Concentration of Measure for Convex Functions and Polynomial Chaoses
Radosław Adamczak (2005)
Bulletin of the Polish Academy of Sciences. Mathematics
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Radosław Adamczak (2005)
Bulletin of the Polish Academy of Sciences. Mathematics
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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 , 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.
Michel Ledoux (1997)
ESAIM: Probability and Statistics
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Michel Ledoux (2001)
Séminaire de probabilités de Strasbourg
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Michel Ledoux (1999)
Séminaire de probabilités de Strasbourg
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Zhang, Xiao-Ming, Chu, Yu-Ming, Zhang, Xiao-Hui (2010)
Journal of Inequalities and Applications [electronic only]
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Pierre-André Zitt (2008)
ESAIM: Probability and Statistics
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In a statistical mechanics model with unbounded spins, we prove uniqueness of the Gibbs measure under various assumptions on finite volume functional inequalities. We follow Royer's approach (Royer, 1999) and obtain uniqueness by showing convergence properties of a Glauber-Langevin dynamics. The result was known when the measures on the box [- (with free boundary conditions) satisfied the same logarithmic Sobolev inequality. We generalize this in two directions: either the constants...
Franck Barthe (2001)
Annales de la Faculté des sciences de Toulouse : Mathématiques
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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...