Borell's formula on a Riemannian manifold and applications (Q2406345)

The author extends Borell's formula and its dual formula, from the Euclidian setting to the framework of a Riemannian manifold. Namely, consider a \(d\)-dimensional Riemannian manifold \(M\), its orthonormal frame bundle \(\mathcal{O} M\), canonical projection \(\pi:\mathcal{O} M\to M\) and its heat kernel \((P_t)\). Denote by \((B_t)\) a \(d\)-dimensional Euclidian Brownian motion, and by \(\mathcal{U}\) the set of adapted drifts \((U_t)\) that belong to the Cameron-Martin space of \(\mathbb{R}^d\) almost surely. The stochastic development of \((B+U)\) is the \(\mathcal{O} M\)-valued diffusion process \((\Phi^U_t)\) (started at some fixed \(\phi\in\mathcal{O} M\)) which solves the Stratonovitch equation \(d\Phi^U_t= \mathcal{H}(\Phi^U_t)\circ d(B_t+U_t)\), where \(\mathcal{H}\) denotes horizontal lift and \(U\in\mathcal{U}\). Then the author first establishes the following Riemannian version of Borell's formula. For \(f : M\to\mathbb{R}\) measurable and bounded from below and \(t>0\), \[ \log P_t (e^f)\circ\pi = \sup_{U\in\mathcal{U}} \mathbb{E}\left[f\circ\pi (\Phi_t^U) - \|U\|^2/2 \right] . \] From this he then deduces a \(\mathbb{S}^d\)-version of the Brascamp-Lieb inequality (due to Carle-Lieb-Loss): for any measurable functions \(g_0,\ldots, g_d: [-1,1]\to \mathbb{R}_+\), the following holds \[ \int_{\mathbb{S}^d} \prod_{j=0}^d g_j(x_j) \, dx \leq \prod_{j=0}^d \left[\int_{\mathbb{S}^d} g_j(x_j)^2 dx\right]^{1/2}. \] Using the variational expression for the relative entropy: \(H(\mu\mid \delta_xP_t) = \sup_{f}\Big\{\int_M f\,d\mu- \log P_t(x,e^f)\Big\}\) the author then derives the following dual Borell formula. Let \(\mu\) have a bounded away from 0 Lipschitz density \(f\) with respect to \(\delta_{\pi(\phi)}P_t\). Then the SDE \[ \Phi_\tau = \phi + \int_0^\tau \mathcal{H}(\Phi_s)\circ \big(dB_t+ \Phi_s^*\nabla\log P_{t-s}f(\pi(\Phi_s))\big) ds , \quad 0\leq \tau\leq t, \] has a unique strong solution, and the drift \(U_\tau := \int_0^\tau \Phi_s^*\nabla\log P_{t-s}f(\pi(\Phi_s)) ds\) is such that \(H(\mu\mid \delta_{\pi(\phi)}P_t) = \mathbb{E}\big[\|U\|^2/2\big]\). Finally the following (well-known) log-Sobolev inequality is derived from the above. Supposing that for some positive \(\kappa\) the Ricci curvature of \(M\) is \(\geq \kappa\times\) the metric and denoting by \(m\) the normalized volume measure, we have \[ H(\mu\mid m) \leq {d\over 2}\log\bigg(1+ {\int_M \big|\nabla\log {d\mu\over dm}\big|^2d\mu\over \kappa\,d} \bigg) . \] For the entire collection see [Zbl 1377.52002].