Isoperimetry for spherically symmetric log-concave probability measures (Q533383)

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Isoperimetry for spherically symmetric log-concave probability measures
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    Isoperimetry for spherically symmetric log-concave probability measures (English)
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    3 May 2011
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    An isoperimetric inequality for probability measures \(\mu\) on \({\mathbb R}^n\) with density proportional to \(\exp (-\phi(\lambda|x|))\) is proved. The isoperimetric function of \(\mu\) is the largest function \(Is_{\mu}\) on \([0,1]\) such that for all Borel sets \(A\), \(\mu^+(\partial A)\geq Is_{\mu(A)}\) holds, where \(\mu^+(\partial A)=\liminf_{\varepsilon \rightarrow 0^+}\frac{\mu(A_{\varepsilon})-\mu(A)}{\varepsilon}\) and \(A_{\varepsilon}=\{ x\in X: d(x,A) \leq \varepsilon\}\). Let \(\phi: {\mathbb R}^+ \rightarrow {\mathbb R}^+\) be a convex non-decreasing function of class \(C^2\) such that \(\phi(0)=0\); we say then that \(\phi\) satisfies \((H0)\). The following probability measure on \({\mathbb R}^n\) is considered: \[ \mu_{n,\phi} (dx)=\frac{e^{-\phi(|x|)}dx}{Z_{n,\phi}}. \] Also, for \(\phi\) satisfying \((H0)\), a continuous function \(J_{n,\phi}\), symmetric around \(\frac 12\), is defined on \([0,\frac 12]\) by \[ J_{n,\phi}(a)= \frac{\phi^{-1}(n)}{\sqrt n}\frac{a\log \frac 1a}{\phi^{-1}(\log \frac 1a)} \] if \(a\leq e^{-n} \) and \(J_{n,\phi}(a)= a\sqrt{\log \frac 1a}\) if \( a\geq e^{-n}.\) Let us introduce some other symbols: {\parindent6mm \begin{itemize}\item[a)] We say that \(\phi\) satisfies \((H1)\) if \(\phi\) satisfies \((H0)\) and \(x\mapsto \phi(x)/x^2\) is non-increasing. \item[b)] We say that \(\phi\) satisfies \((H2)\) if \(\phi\) satisfies \((H0)\) and \(x\mapsto \phi(x)/x^2\) is non-decreasing. \item[c)] We say that \(\phi\) satisfies \((H2(\alpha,\beta))\) if \(\phi\) satisfies \((H0)\) and there exist \(\alpha \geq \beta \geq 2\) such that \(x\mapsto \phi(x)/x^{\alpha}\) is non-increasing and \(x\mapsto \phi(x)/x^{\beta}\) is non-decreasing. \end{itemize}} The main result is the following theorem. Theorem. a) Let \(\phi\) be a function satisfying \((H1)\) or \((H2)\), and \(n\in {\mathbb N}^*\). Then there exists a universal constant \(C>0\) such that \[ \forall a\in [0,1], \;\;\;Is_{\mu_{n,\phi}} \geq C \frac{\sqrt n}{\phi^{-1}(n)} J_{n,\phi}(a). \] b) Let \(\phi\) be a function satisfying \((H1)\), \(\alpha =2\), and \(\beta = 1\), or \(\phi\) be a function satisfying \((H2(\alpha, \beta))\) with \(\alpha \geq \beta \geq 2\). If we choose \(\lambda >0\) such that \(\mu_{n,\phi_{\lambda}}\) is isotropic, then there exist universal \(n_0\in {\mathbb N}^*\) and \(C>0\) such that, for every \(n\geq n_0\), \[ \forall a\in [0,1], \;\;\;Is_{\mu_{n,\phi}} \geq C (1/\alpha)^{1/\beta} J_{n,\phi}(a). \] Also, isoperimetric inequalities not depending on the dimension \(n\) are deduced.
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    convex function
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    isoperimetric inequalities
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