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

DOI10.1214/21-AOP1545zbMATH Open1486.60036arXiv2006.05393OpenAlexW3034892650MaRDI QIDQ2129697FDOQ2129697

Alexander Magazinov, Ron Peled

Publication date: 22 April 2022

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

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).

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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Isoperimetric and analytic inequalities for log-concave probability measures
• On homogenization and scaling limit of some gradient perturbations of a massless free field
• Fluctuation estimates for sub-quadratic gradient field actions
• Fluctuations for the Ginzburg-Landau \(\nabla \phi\) interface model on a bounded domain
• A course in functional analysis and measure theory. Translated from the Russian by Andrei Iacob
• Grad \(\phi\) perturbations of massless Gaussian fields
• Methods of contemporary mathematical statistical physics. Lecture notes presented at the 5th Prague summer school on mathematical statistical physics, Prague, Czech Republik, September 2006
• On extensions of the Brunn-Minkowski and Prekopa-Leindler theorems, including inequalities for log concave functions, and with an application to the diffusion equation
• From Brunn-Minkowski to Brascamp-Lieb and to logarithmic Sobolev inequalities
• Surface order large deviations for high-density percolation
• A central limit theorem for convex sets
• Edge-isoperimetric inequalities in the grid
• An isoperimetric inequality for uniformly log-concave measures and uniformly convex bodies
• Entropic repulsion for massless fields.
• Delocalization of two-dimensional random surfaces with hard-core constraints
• A note on percolation on \(\mathbb Z^d\): isoperimetric profile via exponential cluster repulsion
• The geometry of logconcave functions and sampling algorithms
• Localization and delocalization of random interfaces
• Equilibrium fluctuations for \(\nabla\varphi\) interface model
• Boundary-connectivity via graph theory
• Scaling limit for a class of gradient fields with nonconvex potentials
• Decay of covariances, uniqueness of ergodic component and scaling limit for a class of \(\nabla\phi\) systems with non-convex potential
• Strict convexity of the free energy for a class of non-convex gradient models
• 2D models of statistical physics with continuous symmetry: The case of singular interactions
• Weighted Poincaré-type inequalities for Cauchy and other convex measures
• Dimensional variance inequalities of Brascamp-Lieb type and a local approach to dimensional Prékopa's theorem
• A resistance bound via an isoperimetric inequality
• Riemannian metrics on convex sets with applications to Poincaré and log-Sobolev inequalities
• A harmonic mean bound for the spectral gap of the Laplacian on Riemannian manifolds
• Brascamp-Lieb-type inequalities on weighted Riemannian manifolds with boundary
• Rarity of extremal edges in random surfaces and other theoretical applications of cluster algorithms
• Models of gradient type with sub-quadratic actions

Cited In (2)

• Upper bounds on the fluctuations for a class of degenerate convex \(\nabla \phi\)-interface models
• A Ray-Knight theorem for \(\nabla \phi\) interface models and scaling limits

Recommendations

• A strong central limit theorem for a class of random surfaces 👍 👎
• On Isoperimetric Constants for Log-Concave Probability Distributions 👍 👎
• Concentration inequalities for mean field particle models 👍 👎
• Concentration between Lévy’s inequality and the Poincaré inequality for log-concave densities 👍 👎
• Concentration inequalities for ultra log-concave distributions 👍 👎
• Concentration functions and entropy bounds for discrete log-concave distributions 👍 👎
• Concentration inequalities for functions of Gibbs fields with application to diffraction and random Gibbs measures 👍 👎
• Concentration in a thin Euclidean shell for log-concave measures 👍 👎
• Concentration inequalities for smooth random fields 👍 👎

This page was built for publication: Concentration inequalities for log-concave distributions with applications to random surface fluctuations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2129697)