A new criterion for the logarithmic Sobolev inequality and two applications

We give a criterion for the logarithmic Sobolev inequality (LSI) on the product space X₁×?×XN. We have in mind an N-site lattice, unbounded continuous spin variables, and Glauber dynamics. The interactions are described by the Hamiltonian H of the Gibbs measure. The criterion for LSI is formulated in terms of the LSI constants of the single-site conditional measures and the size of the off-diagonal entries of the Hessian of H. It is optimal for Gaussians with positive covariance matrix. To illustrate, we give two applications: one with weak interactions and one with strong interactions and a decay of correlations condition.     

A Stein deficit for the logarithmic Sobolev inequality

We provide some lower bounds on the deficit in the Gaussian logarithmic Sobolev inequality in terms of the so-called Stein characterization of the Gaussian distribution. The techniques are based on the representation of the relative Fisher information along the Ornstein-Uhlenbeck semigroup by the Minimum Mean-Square Error from information theory.     

A proof of a logarithmic Sobolev inequality

A proof is offered which links a logarithmic Sobolev inequality with an isoperimetric inequality by Borell and Ehrhardt.     

Lipschitz constants and logarithmic Sobolev inequality

We revisit two results of  [3]; they are a logarithmic Sobolev inequality on Rⁿ${\mathbb{R}}^n$ with Lipschitz constants and an expression of Lipschitz constants as the limit of a functional by the entropy. We have two goals in this paper. The first goal is to clarify when the strict inequality holds in this inequality. The second goal is to investigate the asymptotic behavior of this functional by the Abelian and Tauberian theorems of Laplace transforms.     

On a parabolic logarithmic Sobolev inequality

In order to extend the blow-up criterion of solutions to the Euler equations, Kozono and Taniuchi [H. Kozono, Y. Taniuchi, Limiting case of the Sobolev inequality in BMO, with application to the Euler equations, Comm. Math. Phys. 214 (2000) 191-200] have proved a logarithmic Sobolev inequality by means of isotropic (elliptic) BMO norm. In this paper, we show a parabolic version of the Kozono-Taniuchi inequality by means of anisotropic (parabolic) BMO norm. More precisely we give an upper bound for the L^∞ norm of a function in terms of its parabolic BMO norm, up to a logarithmic correction involving its norm in some Sobolev space. As an application, we also explain how to apply this inequality in order to establish a long-time existence result for a class of nonlinear parabolic problems.     

Rearrangement and the weighted logarithmic Sobolev inequality

Here we consider some weighted logarithmic Sobolev inequalities which can be used in the theory of singular Riemannian manifolds. We give the necessary and sufficient conditions such that the 1-dimension weighted logarithmic Sobolev inequality is true and obtain a new estimate on the entropy.     

The logarithmic Sobolev inequality for the Wasserstein diffusion

We prove that the Dirichlet form associated with the Wasserstein diffusion on the set of all probability measures on the unit interval, introduced in von Renesse and Sturm (Entropic measure and Wasserstein diffusion. Ann Probab, 2008) satisfies a logarithmic Sobolev inequality. This implies hypercontractivity of the associated transition semigroup. We also study functional inequalities for related diffusion processes.     

Functional affine-isoperimetry and an inverse logarithmic Sobolev inequality

We give a functional version of the affine isoperimetric inequality for log-concave functions which may be interpreted as an inverse form of a logarithmic Sobolev inequality for entropy. A linearization of this inequality gives an inverse inequality to the Poincaré inequality for the Gaussian measure.     

An optimal logarithmic Sobolev inequality with Lipschitz constants

In this paper, we give an optimal logarithmic Sobolev inequality on Rn with Lipschitz constants. This inequality is a limit case of the Lp-logarithmic Sobolev inequality of Gentil (2003) [7] as p→∞. As a result of our inequality, we show that if a Lipschitz continuous function f on Rn fulfills some condition, then its Lipschitz constant can be expressed by using the entropy of f. We also show that a hypercontractivity of exponential type occurs in the heat equation on Rn. This is due to the Lipschitz regularizing effect of the heat equation.     

Bounds on the deficit in the logarithmic Sobolev inequality

The deficit in the logarithmic Sobolev inequality for the Gaussian measure is considered and estimated by means of transport and information-theoretic distances.     

A capacitary weak type inequality for Sobolev functions and its applications

In this paper a capacitary weak type inequality for Sobolev functions is established and is applied to reprove some well-known results concerning Lebesgue points, Taylor expansions in the -sense, and the Lusin type approximation of Sobolev functions.

     

A uniform Sobolev inequality for Ricci flow with surgeries and applications

We prove a uniform Sobolev inequality for Ricci flow, which is independent of the number of surgeries. As an application, under less assumptions, a noncollapsing result stronger than Perelman's κ noncollapsing with surgery is derived. The proof is much shorter and seems more accessible. The result also improves some earlier ones where the Sobolev inequality depended on the number of surgeries. To cite this article: Q.S. Zhang, C. R. Acad. Sci. Paris, Ser. I 346 (2008).     

Logarithmic Sobolev inequality and strong ergodicity for birth-death processes

We give two examples to show that the strong ergodicity and the logarithmic Sobolev inequality are incomparable for ergodic birth-death processes.     

A logarithmic Hardy inequality

We prove a new inequality which improves on the classical Hardy inequality in the sense that a nonlinear integral quantity with super-quadratic growth, which is computed with respect to an inverse square weight, is controlled by the energy. This inequality differs from standard logarithmic Sobolev inequalities in the sense that the measure is neither Lebesgue's measure nor a probability measure. All terms are scale invariant. After an Emden-Fowler transformation, the inequality can be rewritten as an optimal inequality of logarithmic Sobolev type on the cylinder. Explicit expressions of the sharp constant, as well as minimizers, are established in the radial case. However, when no symmetry is imposed, the sharp constants are not achieved by radial functions, in some range of the parameters.     

Poisson point processes with exclusion

Summary We give the definition of Poisson point processes with exclusion by their local conditional distributions, treat the existence and uniqueness problem and their applications in percolation theory.     

Nonlinear diffusions, hypercontractivity and the optimal L-Euclidean logarithmic Sobolev inequality

The equation u_t=Δ_p(u^1/(p−1)) for p>1 is a nonlinear generalization of the heat equation which is also homogeneous, of degree 1. For large time asymptotics, its links with the optimal L^p-Euclidean logarithmic Sobolev inequality have recently been investigated. Here we focus on the existence and the uniqueness of the solutions to the Cauchy problem and on the regularization properties (hypercontractivity and ultracontractivity) of the equation using the L^p-Euclidean logarithmic Sobolev inequality. A large deviation result based on a Hamilton-Jacobi equation and also related to the L^p-Euclidean logarithmic Sobolev inequality is then stated.     

The general optimal L-Euclidean logarithmic Sobolev inequality by Hamilton-Jacobi equations

We prove a general optimal L^p-Euclidean logarithmic Sobolev inequality by using Prékopa-Leindler inequality and a special Hamilton-Jacobi equation. In particular we generalize the inequality proved by Del Pino and Dolbeault in (J. Funt. Anal.).     

A new covariance inequality and applications

We compare three dependence coefficients expressed in terms of conditional expectations, and we study their behaviour in various situations. Next, we give a new covariance inequality involving the weakest of those coefficients, and we compare this bound to that obtained by Rio (Ann. Inst. H. Poincaré Probab. Statist. 29 (1993) 587–597) in the strongly mixing case. This new inequality is used to derive sharp limit theorems, such as Donsker's invariance principle and Marcinkiewicz's strong law. As a consequence of a Burkhölder-type inequality, we obtain a deviation inequality for partial sums.     

A general two-scale criteria for logarithmic Sobolev inequalities

We present a general criteria to prove that a probability measure satisfies a logarithmic Sobolev inequality, knowing that some of its marginals and associated conditional laws satisfy a logarithmic Sobolev inequality. This is a generalization of a result by N. Grunewald et al. [N. Grunewald, F. Otto, C. Villani, M.G. Westdickenberg, A two-scale approach to logarithmic Sobolev inequalities and the hydrodynamic limit, Ann. Inst. H. Poincaré Probab. Statist., in press].