Dimensional improvements of the logarithmic Sobolev, Talagrand and Brascamp-Lieb inequalities

DOI10.1214/17-AOP1184MaRDI QIDQ1747752zbMATH OpenOpenAlexFDO

Authors François Bolley, Ivan Gentil, Arnaud Guillin

Publication date 27 April 2018

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1507.01086

zbMATH Keywords

optimal transportFokker-Planck equationslogarithmic Sobolev inequalityTalagrand inequalityBrascamp-Lieb inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Abstract: In this work we consider dimensional improvements of the logarithmic Sobolev, Talagrand and Brascamp-Lieb inequalities. For this we use optimal transport methods and the Borell-Brascamp-Lieb inequality. These refinements can be written as a deficit in the classical inequalities. They have the right scale with respect to the dimension. They lead to sharpened concentration properties as well as refined contraction bounds, convergence to equilibrium and short time behaviour for the laws of solutions to stochastic differential equations.

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