On Poincaré and Logarithmic Sobolev Inequalities for a Class of Singular Gibbs Measures

DOI10.1007/978-3-030-36020-7_10zbMATH Open1459.60047arXiv1805.00708OpenAlexW2798525442MaRDI QIDQ5115955FDOQ5115955

Joseph Lehec, Djalil Chafaï

Publication date: 21 August 2020

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Abstract: This note, mostly expository, is devoted to Poincar{'e} and log-Sobolev inequalities for a class of Boltzmann-Gibbs measures with singular interaction. Such measures allow to model one-dimensional particles with confinement and singular pair interaction. The functional inequalities come from convexity. We prove and characterize optimality in the case of quadratic confinement via a factorization of the measure. This optimality phenomenon holds for all beta Hermite ensembles including the Gaussian unitary ensemble, a famous exactly solvable model of random matrix theory. We further explore exact solvability by reviewing the relation to Dyson-Ornstein-Uhlenbeck diffusion dynamics admitting the Hermite-Lassalle orthogonal polynomials as a complete set of eigenfunctions. We also discuss the consequence of the log-Sobolev inequality in terms of concentration of measure for Lipschitz functions such as maxima and linear statistics.

Full work available at URL: https://arxiv.org/abs/1805.00708

zbMATH Keywords

random matrix theoryspectral analysisorthogonal polynomialslog-concave measurelogarithmic Sobolev inequalityconcentration of measureGaussian unitary ensemblegeometric functional analysisdiffusion operatorBoltzmann-Gibbs measurePoincaré inequality

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Inequalities; stochastic orderings (60E15)

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Cited In (10)

• Poincaré inequalities and integrated curvature-dimension criterion for generalised Cauchy and convex measures
• On a conjectural symmetric version of Ehrhard's inequality
• Coulomb Gases Under Constraint: Some Theoretical and Numerical Results
• Universal cutoff for Dyson Ornstein Uhlenbeck process
• Linear eigenvalue statistics of random matrices with a variance profile
• On systems of particles in singular repulsive interaction in dimension one: log and Riesz gas
• Poincaré and transportation inequalities for Gibbs measures under the Dobrushin uniqueness condition
• Infinite dimensional systems of particles with interactions given by Dunkl operators
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• Simulating Coulomb and log-gases with hybrid Monte Carlo algorithms

Uses Software

• MOPS

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