Weak logarithmic Sobolev inequalities and entropic convergence (Q2642931)
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English | Weak logarithmic Sobolev inequalities and entropic convergence |
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Weak logarithmic Sobolev inequalities and entropic convergence (English)
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6 September 2007
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Let \(M\) denote a Riemannian manifold and let \(\mu\) be a probability measure on \(M\) absolutely continuous with respect to the surface measure. Moreover, let \(\mu\) be symmetric for a diffusion semi-group \(P_t\) associated with a non-explosive diffusion process. Let \(C^\infty_b(M)\) be the space of infinitely differentiable functions \(f\) on \(M\) such that \(\nabla^n f\) is bounded for every \(n\geq0\) and let \(H^1(M,\mu)\) be the closure of \(C^\infty_b(M)\) with respect to the norm \(\sqrt{\mu(| f|^2+|\nabla f|^2)}\). The measure \(\mu\) satisfies a weak Poincaré inequality if there is a non-increasing function \(\beta_{WP}\) on \((0,\infty)\) such that \[ \int f^2\,d\mu- \biggl(\int f\,d\mu\biggr)^2\leq\beta_{WP}(s) \int|\nabla f|^2\,d\mu+s\operatorname {Osc}^2(f) \] holds for every \(s>0\) and for any bounded function \(f\in H^1(M,\mu)\), where \(\text{Osc}(f)=\sup f-\inf f\) [cf. \textit{M. Röckner} and \textit{F. Y. Wang}, J. Funct. Anal. 185, No. 2, 564--603 (2001; Zbl 1009.47028)]. The measure \(\mu\) satisfies a weak logarithmic Sobolev inequality if there is a non-increasing function \(\beta_{WL}\) on \((0,\infty)\) such that \[ \text{Ent}_\mu(f^2):=\int f^2\log\biggl(f^2 \Bigl/\int f^2 \,d\mu\biggr)\leq\beta_{WL}(s)\int|\nabla f|^2\,d\mu+s\operatorname{Osc}^2(f) \] holds for every \(s>0\) and for any bounded function \(f\in H^1(M,\mu)\). The measure \(\mu\) satisfies a super Poincaré inequality if there is a non-increasing function \(\beta_{SP}\) on \([1,\infty)\) such that \(\int f^2\,d\mu\leq\beta_{SP}(s)\int|\nabla f|^2\,d\mu+s(\int| f| \,d\mu)^2\) holds for every \(s\geq1\) and for any function \(f\in H^1(M,\mu)\). The measure \(\mu\) satisfies a general Beckner inequality with a function \(T:[0,1]\to\mathbb R^+\) such that both \(T\) and \(x\mapsto T(x)/x\) are non-increasing if \(\int f^2\,d\mu-(\int| f|^p\,d\mu)^{2/p}\leq T(2-p)\int|\nabla f|^2\,d\mu\) holds for every \(p\in(1,2)\) and for every function \(f\in H^1(M,\mu)\). The authors give a characterization of the weak logarithmic Sobolev inequality in terms of inequalities of the measure-capacity type. They establish the relation between the weak logarithmic Sobolev inequalities and other types of inequalities (the generalized Poincaré inequalities, the general Beckner inequalities, other weak logarithmic Sobolev inequalities). Further, they discuss the quantitative behaviour of relative entropy along a symmetric diffusion semi-group, in particular, the decay of entropy for large time.
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logarithmic Sobolev inequality
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Poincaré inequality
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concentration inequalities
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entropy
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