Riemannian metrics on convex sets with applications to Poincaré and log-Sobolev inequalities

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Publication:502220

DOI10.1007/S00526-016-1018-3zbMATH Open1355.53031arXiv1510.02971OpenAlexW3105982564WikidataQ115387333 ScholiaQ115387333MaRDI QIDQ502220FDOQ502220


Authors: Alexander V. Kolesnikov, Emanuel Milman Edit this on Wikidata


Publication date: 3 January 2017

Published in: Calculus of Variations and Partial Differential Equations (Search for Journal in Brave)

Abstract: Given a probability measure mu supported on a convex subset Omega of Euclidean space (mathbbRd,g0), we are interested in obtaining Poincar'e and log-Sobolev type inequalities on (Omega,g0,mu). To this end, we change the metric g0 to a more general Riemannian one g, adapted in a certain sense to mu, and perform our analysis on (Omega,g,mu). The types of metrics we consider are Hessian metrics (intimately related to associated optimal-transport problems), product metrics (which are very useful when mu is unconditional, i.e. invariant under reflection with respect to the principle hyperplanes), and metrics conformal to the Euclidean one, which have not been previously explored in this context. Invoking on (Omega,g,mu) tools such as Riemannian generalizations of the Brascamp--Lieb inequality and the Bakry--'Emery criterion, and passing back to the original Euclidean metric, we obtain various weighted inequalities on (Omega,g0,mu): refined and entropic versions of the Brascamp--Lieb inequality, weighted Poincar'e and log-Sobolev inequalities, Hardy-type inequalities, etc. Key to our analysis is the positivity of the associated Lichnerowicz--Bakry--'Emery generalized Ricci curvature tensor, and the convexity of the manifold (Omega,g,mu). In some cases, we can only ensure that the latter manifold is (generalized) mean-convex, resulting in additional boundary terms in our inequalities.


Full work available at URL: https://arxiv.org/abs/1510.02971




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