泛函不等式及其应用

本文介绍有关泛函不等式及谱理论与马氏过程研究的若干新进展，我们首先简要回顾了两个著名不等式，即Poincare不等式与对数不等式，然后分别使用泛函不等式研究本征谱、马氏半群的收敛速度和运费不等式．     

Displacement convexity of entropy and related inequalities on graphs

We introduce the notion of an interpolating path on the set of probability measures on finite graphs. Using this notion, we first prove a displacement convexity property of entropy along such a path and derive Prékopa-Leindler type inequalities, a Talagrand transport-entropy inequality, certain HWI type as well as log-Sobolev type inequalities in discrete settings. To illustrate through examples, we apply our results to the complete graph and to the hypercube for which our results are optimal—by passing to the limit, we recover the classical log-Sobolev inequality for the standard Gaussian measure with the optimal constant.     

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.     

Harnack and functional inequalities for generalized Mehler semigroups

Harnack inequalities are established for a class of generalized Mehler semigroups, which in particular imply upper bound estimates for the transition density. Moreover, Poincaré and log-Sobolev inequalities are proved in terms of estimates for the square field operators. Furthermore, under a condition, well-known in the Gaussian case, we prove that generalized Mehler semigroups are strong Feller. The results are illustrated by concrete examples. In particular, we show that a generalized Mehler semigroup with an α-stable part is not hyperbounded but exponentially ergodic, and that the log-Sobolev constant obtained by our method in the special Gaussian case can be sharper than the one following from the usual curvature condition. Moreover, a Harnack inequality is established for the generalized Mehler semigroup associated with the Dirichlet heat semigroup on (0,1). We also prove that this semigroup is not hyperbounded.     

Mixed and Isoperimetric Estimates on the Log-Sobolev Constants of Graphs and Markov Chains

Two types of lower bounds are obtained on the log-Sobolev constants of graphs and Markov chains. The first is a mixture of spectral gap and logarithmic isoperimetric constant, the second involves the Gaussian isoperimetric constant. The sharpness of both types of bounds is tested on some examples. Product generalizations of some of these results are also briefly given. Received March 1, 1999/Revised July 17, 2000 RID="*" ID="*" Research supported in part by the NSF Grant No. DMS–9803239. The author greatly enjoyed the hospitality of CIMAT, Gto, Mexico, where part of this work was done.     

Cauchy测度的两类加权泛函不等式

研究了一维Cauchy分布的加权Poincaré不等式和加权log-Sobolev不等式.我们给出并证明了所给权函数的最优性,同时对不等式中的常数进行了阶的估计.     

A Generalization of Poincaré and Log-Sobolev Inequalities

A generalized Beckner-type inequality interpolating the Poincaré and the log-Sobolev inequalities is studied. This inequality possesses the additivity property and characterizes certain exponential convergence of the corresponding Markov semi-group. A correspondence between this inequality and the so-called F-Sobolev inequality is presented, with the known criteria of the latter applying also to the former. In particular, an important result of Lataa and Oleszkiewicz is generalized.     

无界拉普拉斯算子下图上的泛函不等式

本文探讨图上的泛函不等式,并且在无界拉普拉斯算子的意义下,利用图的完备性和图上超压缩性的性质,证明了图上对数Sobolev不等式的成立,以及超压缩性与图上Nash不等式的等价关系.     

Log-Sobolev inequalities and regions with exterior exponential cusps

We begin by studying certain semigroup estimates which are more singular than those implied by a Sobolev embedding theorem but which are equivalent to certain logarithmic Sobolev inequalities. We then give a method for proving that such log-Sobolev inequalities hold for Euclidean regions which satisfy a particular Hardy-type inequality. Our main application is to show that domains which have exterior exponential cusps, and hence have no Sobolev embedding theorem, satisfy such heat kernel bounds provided the cusps are not too sharp. Finally, we consider a rotationally invariant domain with an exponentially sharp cusp and prove that ultracontractivity breaks down when the cusp becomes too sharp.     

Functional inequalities for the two-parameter extension of the infinitely-many-neutral-alleles diffusion

By explicitly identifying the transition density function, we derived the super-Poincaré and super-log-Sobolev inequalities for the two-parameter extension of the infinitely-many-neutral-alleles diffusion, which in particular implies the Gross log-Sobolev inequality.     

Log-Sobolev inequality on non-convex Riemannian manifolds

Counterexamples are constructed to show that when the second fundamental form of the boundary is bounded below by a negative constant, any curvature lower bound is not enough to imply the log-Sobolev inequality. This indicates that in the study of functional inequalities on non-convex manifolds, the concavity of the boundary cannot be compensated by the positivity of the curvature. Next, when the boundary is merely concave on a bounded domain, a criterion on the log-Sobolev inequality known for convex manifolds is proved. Finally, when the concave part of the boundary is unbounded, a Sobolev inequality for a weighted volume measure is established, which implies an explicit sufficient condition for the log-Sobolev inequality to hold on non-convex manifolds.     

Spectral gap for open Jackson networks

We generalize the decomposition method of the finite Markov chains for Poincaré inequality in Jerrum et al. (Ann. Appl. Probab., 14, 1741-1765 (2004)) to the reversible continuous-time Markov chains. And inductively, we give the lower bound of spectral gap for the ergodic open Jackson network by the decomposition method and the symmetrization procedure. The upper bound of the spectral gap is also presented.     

Mass Transport and Variants of the Logarithmic Sobolev Inequality

We develop the optimal transportation approach to modified log-Sobolev inequalities and to isoperimetric inequalities. Various sufficient conditions for such inequalities are given. Some of them are new even in the classical log-Sobolev case. The idea behind many of these conditions is that measures with a non-convex potential may enjoy such functional inequalities provided they have a strong integrability property that balances the lack of convexity. In addition, several known criteria are recovered in a simple unified way by transportation methods and generalized to the Riemannian setting. The research of A.V. Kolesnikov was supported by RFBR 07-01-00536, DFG Grant 436 RUS 113/343/0 and GFEN 06-01-39003.     

An isoperimetric inequality for uniformly log-concave measures and uniformly convex bodies

We prove an isoperimetric inequality for the uniform measure on a uniformly convex body and for a class of uniformly log-concave measures (that we introduce). These inequalities imply (up to universal constants) the log-Sobolev inequalities proved by Bobkov, Ledoux [S.G. Bobkov, M. Ledoux, From Brunn-Minkowski to Brascamp-Lieb and to logarithmic Sobolev inequalities, Geom. Funct. Anal. 10 (5) (2000) 1028-1052] and the isoperimetric inequalities due to Bakry, Ledoux [D. Bakry, M. Ledoux, Lévy-Gromov's isoperimetric inequality for an infinite-dimensional diffusion generator, Invent. Math. 123 (2) (1996) 259-281] and Bobkov, Zegarliński [S.G. Bobkov, B. Zegarliński, Entropy bounds and isoperimetry, Mem. Amer. Math. Soc. 176 (829) (2005), x+69]. We also recover a concentration inequality for uniformly convex bodies, similar to that proved by Gromov, Milman [M. Gromov, V.D. Milman, Generalization of the spherical isoperimetric inequality to uniformly convex Banach spaces, Compos. Math. 62 (3) (1987) 263-282].     

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.     

Poincaré, modified logarithmic Sobolev and isoperimetric inequalities for Markov chains with non-negative Ricci curvature

We study functional inequalities for Markov chains on discrete spaces with entropic Ricci curvature bounded from below. Our main results are that when curvature is non-negative, but not necessarily positive, the spectral gap, the Cheeger isoperimetric constant and the modified logarithmic Sobolev constant of the chain can be bounded from below by a constant that only depends on the diameter of the space, with respect to a suitable metric. These estimates are discrete analogues of classical results of Riemannian geometry obtained by Li and Yau, Buser and Wang.     

Hypercontractivity for log-subharmonic functions

We prove strong hypercontractivity (SHC) inequalities for logarithmically subharmonic functions on Rn and different classes of measures: Gaussian measures on Rn, symmetric Bernoulli and symmetric uniform probability measures on R, as well as their convolutions. Surprisingly, a slightly weaker strong hypercontractivity property holds for any symmetric measure on R. A log-Sobolev inequality (LSI) is deduced from the (SHC) for compactly supported measures on Rn, still for log-subharmonic functions. An analogous (LSI) is proved for Gaussian measures on Rn and for other measures for which we know the (SHC) holds. Our log-Sobolev inequality holds in the log-subharmonic category with a constant smaller than the one for Gaussian measure in the classical context.     

Local Poincaré inequalities in non-negative curvature and finite dimension

In this paper, we derive a new set of Poincaré inequalities on the sphere, with respect to some Markov kernels parameterized by a point in the ball. When this point goes to the boundary, those Poincaré inequalities are shown to give the curvature-dimension inequality of the sphere, and when it is at the center they reduce to the usual Poincaré inequality. We then extend them to Riemannian manifolds, giving a sequence of inequalities which are equivalent to the curvature-dimension inequality, and interpolate between this inequality and the Poincaré inequality for the invariant measure. This inequality is optimal in the case of the spheres.     

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     

Functional inequality on path space over a non-compact Riemannian manifold

We prove the existence of the O-U Dirichlet form and the damped O-U Dirichlet form on path space over a general non-compact Riemannian manifold which is complete and stochastically complete. We show a weighted log-Sobolev inequality for the O-U Dirichlet form and the (standard) log-Sobolev inequality for the damped O-U Dirichlet form. In particular, the Poincaré inequality (and the super Poincaré inequality) can be established for the O-U Dirichlet form on path space over a class of Riemannian manifolds with unbounded Ricci curvatures. Moreover, we construct a large class of quasi-regular local Dirichlet forms with unbounded random diffusion coefficients on path space over a general non-compact manifold.