Poincaré’s inequalities and Talagrand’s concentration phenomenon for the exponential distribution

Summary. We present a simple proof, based on modified logarithmic Sobolev inequalities, of Talagrand’s concentration inequality for the exponential distribution. We actually observe that every measure satisfying a Poincaré inequality shares the same concentration phenomenon. We also discuss exponential integrability under Poincaré inequalities and its consequence to sharp diameter upper bounds on spectral gaps. Received: 10 June 1996 / In revised form: 9 August 1996     

Modified logarithmic Sobolev inequalities and transportation inequalities

We present a class of modified logarithmic Sobolev inequality, interpolating between Poincaré and logarithmic Sobolev inequalities, suitable for measures of the type exp (−|x|^α) or exp (−|x|^α log ^β(2+|x|)) (α ∈]1,2[ and β ∈ ℝ) which lead to new concentration inequalities. These modified inequalities share common properties with usual logarithmic Sobolev inequalities, as tensorisation or perturbation, and imply as well Poincaré inequality. We also study the link between these new modified logarithmic Sobolev inequalities and transportation inequalities. Send offprint requests to: Ivan Gentil     

Weak logarithmic Sobolev inequalities and entropic convergence

In this paper we introduce and study a weakened form of logarithmic Sobolev inequalities in connection with various others functional inequalities (weak Poincaré inequalities, general Beckner inequalities, etc.). We also discuss the quantitative behaviour of relative entropy along a symmetric diffusion semi-group. In particular, we exhibit an example where Poincaré inequality can not be used for deriving entropic convergence whence weak logarithmic Sobolev inequality ensures the result.      

Isoperimetry and symmetrization for Sobolev spaces on metric spaces

Using isoperimetry we obtain new symmetrization inequalities that allow us to provide a unified framework to study Sobolev inequalities in metric spaces. The applications include concentration inequalities, Poincaré inequalities, as well as metric versions of the Pólya–Szegö and Faber–Krahn principles. To cite this article: J. Martín, M. Milman, C. R. Acad. Sci. Paris, Ser. I 347 (2009).     

Sharp Interpolation Inequalities on the Sphere: New Methods and Consequences

This paper is devoted to various considerations on a family of sharp interpolation inequalities on the sphere, which in dimension greater than 1 interpolate between Poincaré, logarithmic Sobolev and critical Sobolev (Onofri in dimension two) inequalities. The connection between optimal constants and spectral properties of the Laplace-Beltrami operator on the sphere is emphasized. The authors address a series of related observations and give proofs based on symmetrization and the ultraspherical setting.     

An extension of the Beckner’s type Poincaré inequality to convolution measures on abstract Wiener spaces

We generalize the Beckner’s type Poincaré inequality (Beckner, W. Proc. Amer. Math. Soc. (1989) 105:397–400) to a large class of probability measures on an abstract Wiener space of the form μ?ν, where μ is the reference Gaussian measure and ν is a probability measure satisfying a certain integrability condition. As the Beckner inequality interpolates between the Poincaré and logarithmic Sobolev inequalities, we utilize a family of products for functions which interpolates between the usual point-wise multiplication and the Wick product. Our approach is based on the positivity of a quadratic form involving Wick powers and integration with respect to those convolution measures. In addition, we prove that in the finite-dimensional case the class of densities of convolutions measures satisfies a point-wise covariance inequality.     

Variational Formulas of Poincaré-Type Inequalities in Banach Spaces of Functions on the Line

Motivated from the study of logarithmic Sobolev, Nash and other functional inequalities, the variational formulas for Poincaré inequalities are extended to a large class of Banach (Orlicz) spaces of functions on the line. Explicit criteria for the inequalities to hold and explicit estimates for the optimal constants in the inequalities are presented. As a typical application, the logarithmic Sobolev constant is carefully examinated. Received December 13, 2001, Accepted March 26, 2002     

A (one-dimensional) free Brunn–Minkowski inequality

We present a one-dimensional version of the functional form of the geometric Brunn–Minkowski inequality in free (non-commutative) probability theory. The proof relies on matrix approximation as used recently by Biane and Hiai et al. to establish free analogues of the logarithmic Sobolev and transportation cost inequalities for strictly convex potentials, that are recovered here from the Brunn–Minkowski inequality as in the classical case. The method is used to extend to the free setting the Otto–Villani theorem stating that the logarithmic Sobolev inequality implies the transportation cost inequality. To cite this article: M. Ledoux, C. R. Acad. Sci. Paris, Ser. I 340 (2005).     

Nash inequalities for general symmetric forms

This paper deals with the Nash inequalities and the related ones for general symmetric forms which can be very much unbounded. Some sufficient conditions in terms of the isoperimetric inequalities and some necessary conditions for the inequalities are presented. The resulting conditions can be sharp qualitatively as illustrated by some examples. It turns out that for a probability measure, the Nash inequalities are much stronger than the Poincaré and the logarithmic Sobolev inequalities in the present context. Research supported in part by NSFC (No. 19631060), Math. Tian Yuan Found., Qiu Shi Sci. & Tech. Found., RFDP and MCME     

A Poincar�� Inequality for Orlicz�CSobolev Functions with Zero Boundary Values on Metric Spaces

We prove a Poincaré inequality for Orlicz–Sobolev functions with zero boundary values in bounded open subsets of a metric measure space. This result generalizes the (p, p)-Poincaré inequality for Newtonian functions with zero boundary values in metric measure spaces, as well as a Poincaré inequality for Orlicz–Sobolev functions on a Euclidean space, proved by Fuchs and Osmolovski (J Anal Appl (Z.A.A.) 17(2):393–415, 1998). Using the Poincaré inequality for Orlicz–Sobolev functions with zero boundary values we prove the existence and uniqueness of a solution to an obstacle problem for a variational integral with nonstandard growth.     

Perturbations of functional inequalities using growth conditions

Perturbations of functional inequalities are studied by using merely growth conditions in terms of a distance-like reference function. As a result, optimal sufficient conditions are obtained for perturbations to reach a class of functional inequalities interpolating between the Poincaré inequality and the logarithmic Sobolev inequality.     

Some functional inequalities on non-reversible Finsler manifolds

We continue our study of geometric analysis on (possibly non-reversible) Finsler manifolds, based on the Bochner inequality established by Ohta and Sturm. Following the approach of the \(\Gamma \)-calculus of Bakry et al (2014), we show the dimensional versions of the Poincaré–Lichnerowicz inequality, the logarithmic Sobolev inequality, and the Sobolev inequality. In the reversible case, these inequalities were obtained by Cavalletti and Mondino (2015) in the framework of curvature-dimension condition by means of the localization method. We show that the same (sharp) estimates hold also for non-reversible metrics.     

Logarithmic Sobolev Inequalities,Matrix Models and Free Entropy

We give two applications of logarithmic Sobolev inequalities to matrix models and free probability. We also provide a new characterization of semi-circular systems through a Poincare-type inequality.     

Log-Sobolev inequalities for subelliptic operators satisfying a generalized curvature dimension inequality

Let $\mathbb{M}$ be a smooth connected manifold endowed with a smooth measure μ and a smooth locally subelliptic diffusion operator L which is symmetric with respect to μ. We assume that L satisfies a generalized curvature dimension inequality as introduced by Baudoin and Garofalo (2009) [9]. Our goal is to discuss functional inequalities for μ like the Poincaré inequality, the log-Sobolev inequality or the Gaussian logarithmic isoperimetric inequality.     

Logarithmic Sobolev,isoperimetry and transport inequalities on graphs

In this paper,we study some functional inequalities(such as Poincaré inequality,logarithmic Sobolev inequality,generalized Cheeger isoperimetric inequality,transportation-information inequality and transportation-entropy inequality) for reversible nearest-neighbor Markov processes on connected finite graphs by means of(random) path method.We provide estimates of the involved constants.     

Riemannian metrics on ℝ<Superscript> <Emphasis Type="Italic">n</Emphasis> </Superscript> and Sobolev-type Inequalities

Poincaré-type estimates for a logarithmically concave measure μ on a convex set Ω are obtained. For this purpose, Ω is endowed with a Riemannian metric g in which the Riemannian manifold with measure (Ω, g, μ) has nonnegative Bakry–Emery tensor and, as a corollary, satisfies the Brascamp–Lieb inequality. Several natural classes of metrics (such as Hessian and conformal metrics) are considered; each of these metrics gives new weighted Poincare, Hardy, or log-Sobolev type inequalities and other results.     

Clark formula and logarithmic Sobolev inequalities for Bernoulli measures

Using a Clark formula for the predictable representation of random variables in discrete time and adapting the method presented in [Electron. Commun. Probab. 2 (1997) 71–81] in the Brownian case, we obtain a proof of modified and L¹ logarithmic Sobolev inequalities for Bernoulli measures. We also prove a bound that improves these inequalities as well as the optimal constant inequality of [J. Funct. Anal. 156 (2) (1998) 347–365]. To cite this article: F. Gao, N. Privault, C. R. Acad. Sci. Paris, Ser. I 336 (2003).     

Poincaré inequalities and Newtonian Sobolev functions on noncomplete metric spaces

Let X be a noncomplete metric measure space satisfying the usual (local) assumptions of a doubling property and a Poincaré inequality. We study extensions of Newtonian Sobolev functions to the completion $\stackrel{?}{X}$ of X and use them to obtain several results on X itself, in particular concerning minimal weak upper gradients, Lebesgue points, quasicontinuity, regularity properties of the capacity and better Poincaré inequalities. We also provide a discussion about possible applications of the completions and extension results to p-harmonic functions on noncomplete spaces and show by examples that this is a rather delicate issue opening for various interpretations and new investigations.     

Characterization of Orlicz–Sobolev space

We give a new characterization of the Orlicz–Sobolev space W ^1,Ψ(R ⁿ ) in terms of a pointwise inequality connected to the Young function Ψ. We also study different Poincaré inequalities in the metric measure space.     

A new modified logarithmic Sobolev inequality for Poisson point processes and several applications

By means of the martingale representation, we establish a new modified logarithmic Sobolev inequality, which covers the previous modified logarithmic Sobolev inequalities of Bobkov-Ledoux and the L ¹-logarithmic Sobolev inequality obtained in our previous work. From it we derive several sharp deviation inequalities of Talagrand's type, by following the powerful Herbst method developed recently by Ledoux and al. Moreover this new modified logarithmic Sobolev inequality is transported on the discontinuous path space with respect to the law of a Lévy process. Received: 16 June 1999 / Revised version: 13 March 2000 / Published online: 12 October 2000