Concentration inequalities for log-concave distributions with applications to random surface fluctuations

DOI10.1214/21-AOP1545zbMATH Open1486.60036OpenAlexW3034892650MaRDI QIDQ2129697FDOQ2129697

Authors Alexander Magazinov, Ron Peled

Publication date 22 April 2022

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

Full work available at URL https://arxiv.org/abs/2006.05393

zbMATH Keywords

localizationlog-concave distributionstail probability boundseffective interface modelsBrascamp-Lieb concentration inequalityrandom surfaces of the \(\nabla \varphi\) type

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20) Interface problems; diffusion-limited aggregation in time-dependent statistical mechanics (82C24)

Abstract: We derive two concentration inequalities for linear functions of log-concave distributions: an enhanced version of the classical Brascamp--Lieb concentration inequality, and an inequality quantifying log-concavity of marginals in a manner suitable for obtaining variance and tail probability bounds. These inequalities are applied to the statistical mechanics problem of estimating the fluctuations of random surfaces of the $ablavarphi$ type. The classical Brascamp--Lieb inequality bounds the fluctuations whenever the interaction potential is uniformly convex. We extend these bounds to the case of convex potentials whose second derivative vanishes only on a zero measure set, when the underlying graph is a $d$-dimensional discrete torus. The result applies, in particular, to potentials of the form $U(x)=|x{|}^p$ with $p>1$ and answers a question discussed by Brascamp--Lieb--Lebowitz (1975). Additionally, new tail probability bounds are obtained for the family of potentials $U(x)=|x{|}^p+x^2$, $p>2$. This result answers a question mentioned by Deuschel and Giacomin (2000).

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Cited in

(4)

• Delocalization of two-dimensional random surfaces with hard-core constraints
• A Ray-Knight theorem for \(\nabla \phi\) interface models and scaling limits
• Concentration inequalities for ultra log-concave distributions
• Upper bounds on the fluctuations for a class of degenerate convex \(\nabla \phi\)-interface models

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