Stability of the Bakry-Émery theorem on R^n

DOI10.1016/J.JFA.2020.108523MaRDI QIDQ2173035zbMATH OpenOpenAlexFDO

Authors Thomas A. Courtade, Max Fathi

Publication date 22 April 2020

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1807.09845

zbMATH Keywords

concentration of measurefunctional inequalitieslogarithmic Sobolev constantStein's method

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Inequalities applied to PDEs involving derivatives, differential and integral operators, or integrals (35A23)

Abstract: We prove stability estimates for the Bakry-Emery bound on Poincar'e and logarithmic Sobolev constants of uniformly log-concave measures. In particular, we improve the quantitative bound in a result of De Philippis and Figalli asserting that if a $1$-uniformly log-concave measure has almost the same Poincar'e constant as the standard Gaussian measure, then it almost splits off a Gaussian factor, and establish similar new results for logarithmic Sobolev inequalities. As a consequence, we obtain dimension-free stability estimates for Gaussian concentration of Lipschitz functions. The proofs are based on Stein's method, optimal transport, and an approximate integration by parts identity relating measures and approximate optimizers in the associated functional inequality.

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