Formulae for the derivative of the Poincaré constant of Gibbs measures

DOI10.1016/J.SPA.2021.06.004zbMATH Open1475.60094arXiv1910.08826OpenAlexW3092604562MaRDI QIDQ1979892FDOQ1979892

Julian Sieber

Publication date: 3 September 2021

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: We establish formulae for the derivative of the Poincar'e constant of Gibbs measures on both compact domains and all of $R^d$. As an application, we show that if the (not necessarily convex) Hamiltonian is an increasing function, then the Poincar'e constant is strictly decreasing in the inverse temperature, and vice versa. Applying this result to the $O(2)$ model allows us to give a sharpened upper bound on its Poincar'e constant. We further show that this model exhibits a qualitatively different zero-temperature behavior of the Poincar'e and Log-Sobolev constants.

Full work available at URL: https://arxiv.org/abs/1910.08826

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zbMATH Keywords

Gibbs measurelog-Sobolev inequalityXY modelPoincaré inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Diffusion processes (60J60) Random measures (60G57) Estimates of eigenvalues in context of PDEs (35P15) Perturbation theory of linear operators (47A55)

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Cited In (5)

• Gibbs derivatives
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic dynamics and the Polchinski equation: an introduction
• Derivative principles for invariant ensembles

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