Results 1  10
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15
Rate of convergence for ergodic continuous Markov processes : Lyapunov versus Poincaré
 J. Func. Anal
, 1996
"... Abstract. We study the relationship between two classical approaches for quantitative ergodic properties: the first one based on Lyapunov type controls and popularized by Meyn and Tweedie, the second one based on functional inequalities (of Poincaré type). We show that they can be linked through new ..."
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Cited by 27 (15 self)
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Abstract. We study the relationship between two classical approaches for quantitative ergodic properties: the first one based on Lyapunov type controls and popularized by Meyn and Tweedie, the second one based on functional inequalities (of Poincaré type). We show that they can be linked through new inequalities (LyapunovPoincaré inequalities). Explicit examples for diffusion processes are studied, improving some results in the literature. The example of the kinetic FokkerPlanck equation recently studied by HérauNier, HelfferNier and Villani is in particular discussed in the final section.
On the role of convexity in isoperimetry, spectralgap and concentration
 Invent. Math
"... We show that for convex domains in Euclidean space, Cheeger’s isoperimetric inequality, spectral gap of the Neumann Laplacian, exponential concentration of Lipschitz functions, and the apriori weakest requirement that Lipschitz functions have arbitrarily slow uniform taildecay, are all quantitativ ..."
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Cited by 14 (4 self)
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We show that for convex domains in Euclidean space, Cheeger’s isoperimetric inequality, spectral gap of the Neumann Laplacian, exponential concentration of Lipschitz functions, and the apriori weakest requirement that Lipschitz functions have arbitrarily slow uniform taildecay, are all quantitatively equivalent (to within universal constants, independent of the dimension). This substantially extends previous results of Maz’ya, Cheeger, Gromov– Milman, Buser and Ledoux. As an application, we conclude a sharp quantitative stability result for the spectral gap of convex domains under convex perturbations which preserve volume (up to constants) and under maps which are “onaverage ” Lipschitz. We also provide a new characterization (up to constants) of the spectral gap of a convex domain, as one over the square of the average distance from the “worst ” subset having half the measure of the domain. In addition, we easily recover and extend many previously known lower bounds on the spectral gap of convex domains, due to Payne–Weinberger, Li–Yau, Kannan– Lovász–Simonovits, Bobkov and Sodin. The proof involves estimates on the diffusion semigroup following Bakry–Ledoux and a result from Riemannian Geometry on the concavity of the isoperimetric profile. Our results extend to the more general setting of Riemannian manifolds with density which satisfy the CD(0, ∞) curvaturedimension condition of BakryÉmery. 1
Functional inequalities for heavy tails distributions and application to isoperimetry
, 2008
"... Abstract. This paper is devoted to the study of probability measures with heavy tails. Using the Lyapunov function approach we prove that such measures satisfy different kind of functional inequalities such as weak Poincaré and weak Cheeger, weighted Poincaré and weighted Cheeger inequalities and th ..."
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Cited by 5 (4 self)
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Abstract. This paper is devoted to the study of probability measures with heavy tails. Using the Lyapunov function approach we prove that such measures satisfy different kind of functional inequalities such as weak Poincaré and weak Cheeger, weighted Poincaré and weighted Cheeger inequalities and their dual forms. Proofs are short and we cover very large situations. For product measures onR n we obtain the optimal dimension dependence using the mass transportation method. Then we derive (optimal) isoperimetric inequalities. Finally we deal with spherically symmetric measures. We recover and improve many previous results.
On the role of convexity in functional and isoperimetric inequalities
 the Proc. London Math. Soc., arxiv.org/abs/0804.0453
, 2008
"... This is a continuation of our previous work [41]. It is well known that various isoperimetric inequalities imply their functional “counterparts”, but in general this is not an equivalence. We show that under certain convexity assumptions (e.g. for logconcave probability measures in Euclidean space) ..."
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Cited by 4 (3 self)
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This is a continuation of our previous work [41]. It is well known that various isoperimetric inequalities imply their functional “counterparts”, but in general this is not an equivalence. We show that under certain convexity assumptions (e.g. for logconcave probability measures in Euclidean space), the latter implication can in fact be reversed for very general inequalities, generalizing a reverse form of Cheeger’s inequality due to Buser and Ledoux. We develop a coherent single framework for passing between isoperimetric inequalities, OrliczSobolev functional inequalities and capacity inequalities, the latter being notions introduced by Maz’ya and extended by Barthe–Cattiaux–Roberto. As an application, we extend the known results due to the latter authors about the stability of the isoperimetric profile under tensorization, when there is no CentralLimit obstruction. As another application, we show that under our convexity assumptions, qlogSobolev inequalities (q ∈ [1, 2]) are equivalent to an appropriate family of isoperimetric inequalities, extending results of Bakry–Ledoux and Bobkov–Zegarlinski. Our results extend to the more general setting of Riemannian manifolds with density which satisfy the CD(0, ∞) curvaturedimension condition of Bakry – Émery. 1
Weak logarithmic Sobolev inequalities and entropic convergence
, 2005
"... 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...). We also discuss the quantitative behaviour of relative entropy along a symmetric diffusion ..."
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Cited by 3 (2 self)
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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...). We also discuss the quantitative behaviour of relative entropy along a symmetric diffusion semigroup. 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.
Weighted Nash Inequalities
, 2012
"... Nash or Sobolev inequalities are known to be equivalent to ultracontractive properties of Markov semigroups, hence to uniform bounds on their kernel densities. In this work we present a simple and extremely general method, based on weighted Nash inequalities, to obtain nonuniform bounds on the kern ..."
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Cited by 1 (1 self)
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Nash or Sobolev inequalities are known to be equivalent to ultracontractive properties of Markov semigroups, hence to uniform bounds on their kernel densities. In this work we present a simple and extremely general method, based on weighted Nash inequalities, to obtain nonuniform bounds on the kernel densities. Such bounds imply a control on the trace or the HilbertSchmidt norm of the heat kernels. We illustrate the method on the heat kernel on R naturally associated with the measure with density Caexp(−x  a), with 1 < a < 2, for which uniform bounds are known not to hold.
POINTWISE SYMMETRIZATION INEQUALITIES FOR SOBOLEV FUNCTIONS AND APPLICATIONS
, 2009
"... We develop a technique to obtain new symmetrization inequalities that provide a unified framework to study Sobolev inequalities, concentration inequalities and sharp integrability of solutions of elliptic equations. ..."
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Cited by 1 (0 self)
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We develop a technique to obtain new symmetrization inequalities that provide a unified framework to study Sobolev inequalities, concentration inequalities and sharp integrability of solutions of elliptic equations.
AND LIMING WU ♥ Université de Toulouse
, 712
"... Abstract. We show how to use Lyapunov functions to obtain functional inequalities which are stronger than Poincaré inequality (for instance logarithmic Sobolev or FSobolev). The case of Poincaré and weak Poincaré inequalities was studied in [2]. This approach allows us to recover and extend in an u ..."
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Abstract. We show how to use Lyapunov functions to obtain functional inequalities which are stronger than Poincaré inequality (for instance logarithmic Sobolev or FSobolev). The case of Poincaré and weak Poincaré inequalities was studied in [2]. This approach allows us to recover and extend in an unified way some known criteria in the euclidean case (BakryEmery, Wang, KusuokaStroock...).
Ecole Polytechnique and Université de Toulouse
, 2007
"... Abstract. This paper presents different approaches, based on functional inequalities, to study the speed of convergence in total variation distance of ergodic diffusion processes with initial law satisfying a given integrability condition. To this end, we give a general upper bound “à la Pinsker ” e ..."
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Abstract. This paper presents different approaches, based on functional inequalities, to study the speed of convergence in total variation distance of ergodic diffusion processes with initial law satisfying a given integrability condition. To this end, we give a general upper bound “à la Pinsker ” enabling us to study our problem firstly via usual functional inequalities (Poincaré inequality, weak Poincaré,...) and truncation procedure, and secondly through the introduction of new functional inequalities Iψ. These Iψinequalities are characterized through measurecapacity conditions and FSobolev inequalities. A direct study of the decay of Hellinger distance is also proposed. Finally we show how a dynamic approach based on reversing the role of the semigroup and the invariant measure can lead to interesting bounds. Résumé. Nous étudions ici la vitesse de convergence, pour la distance en variation totale, de diffusions ergodiques dont la loi initiale satisfait une intégrabilité donnée. Nous présentons différentes approches basées sur l’utilisation d’inégalités fonctionnelles. La première étape consiste à donner une borne générale à la Pinsker. Cette borne permet alors d’utiliser, en les combinant à une procedure de troncature, des inégalités usuelles (telles Poincaré ou Poincaré faibles,...). Dans un deuxième temps nous introduisons de nouvelles inégalités appelées Iψ que nous caractérisons à l’aide de condition de type capacitémesure et d’inégalités de type FSobolev. Une étude directe de la distance de Hellinger est également proposée. Pour conclure, une approche dynamique basée sur le renversement du rôle du semigroupe de diffusion et de la mesure invariante permet d’obtenir de nouvelles bornes intéressantes. Key words: total variation, diffusion processes, speed of convergence, Poincaré inequality, logarithmic Sobolev inequality, FSobolev inequality. MSC 2000: 26D10, 60E15.
Properties of Isoperimetric, Functional and TransportEntropy Inequalities Via Concentration
, 2009
"... Various properties of isoperimetric, functional, TransportEntropy and concentration inequalities are studied on a Riemannian manifold equipped with a measure, whose generalized Ricci curvature is bounded from below. First, stability of these inequalities with respect to perturbation of the measure ..."
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Various properties of isoperimetric, functional, TransportEntropy and concentration inequalities are studied on a Riemannian manifold equipped with a measure, whose generalized Ricci curvature is bounded from below. First, stability of these inequalities with respect to perturbation of the measure is obtained. The extent of the perturbation is measured using several different distances between perturbed and original measure, such as a onesided L ∞ bound on the ratio between their densities, Wasserstein distances, and KullbackLeibler divergence. In particular, an extension of the Holley–Stroock perturbation lemma for the logSobolev inequality is obtained. Second, the equivalence of TransportEntropy inequalities with different cost functions is verified, by obtaining a reverse Jensen type inequality. In view of a recent result of Gozlan, this is used to obtain tensorization properties of concentration inequalities with respect to various productmetrics, and the tensorization result for isoperimetric inequalities of Barthe–Cattiaux–Roberto is easily recovered. Some further applications are also described. The main tool used is a previous precise result on the equivalence between concentration and isoperimetric inequalities in the described setting.