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

DOI10.1007/S00526-016-1018-3MaRDI QIDQ502220zbMATH OpenOpenAlexWikidataFDO

Authors Alexander V. Kolesnikov, Emanuel Milman

Publication date 3 January 2017

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

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

zbMATH Keywords

optimal transportprobability measuregeneralized Ricci curvature tensorHessian metrics

Mathematics Subject Classification ID

Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Methods of global Riemannian geometry, including PDE methods; curvature restrictions (53C21) Boundary value problems on manifolds (58J32)

Abstract: Given a probability measure $mu$ supported on a convex subset $Omega$ of Euclidean space $(mathbb{R}^d,g_0)$, we are interested in obtaining Poincar'e and log-Sobolev type inequalities on $(Omega,g_0,mu)$. To this end, we change the metric $g_0$ 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 $(Omega,g_0,mu)$: 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.

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Cited in

(15)

• Sobolev inequalities and convergence for Riemannian metrics and distance functions
• A universal bound in the dimensional Brunn-Minkowski inequality for log-concave measures
• On a conjectural symmetric version of Ehrhard's inequality
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