Regularization under diffusion and anticoncentration of the information content

DOI10.1215/00127094-2017-0048MaRDI QIDQ1750377zbMATH OpenOpenAlexFDO

Authors Ronen Eldan, James R. Lee

Publication date 18 May 2018

Published in Duke Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1410.3887

zbMATH Keywords

regularizationhypercontractivityOrnstein-Uhlenbeck semigroupGaussian space

Mathematics Subject Classification ID

Gaussian processes (60G15) Geometric probability and stochastic geometry (60D05) Inequalities; stochastic orderings (60E15) Diffusion processes (60J60) Heat and other parabolic equation methods for PDEs on manifolds (58J35) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Abstract: Under the Ornstein-Uhlenbeck semigroup $U_t$, any non-negative measurable $f:mathbb{R}^{n}omathbb{R}_{+}$ exhibits a uniform tail bound better than that implied by Markov's inequality and conservation of mass: For every $alphageq{e}^3$, and $t>0$, [ gamma_nleft(left{x in mathbb R^n : U_t f(x) > alpha int f,dgamma_n ight} ight) leq C(t) frac{1}{alpha} sqrt{frac{log log alpha}{log alpha}}] where $gamm{a}_n$ is the $n$-dimensional Gaussian measure and $C(t)$ is a constant depending only on $t$. This confirms positively the Gaussian limiting case of Talagrand's convolution conjecture (1989). This is shown to follow from a more general phenomenon. Suppose that $f:mathbb{R}^{n}omathbb{R}_{+}$ is {em semi-log-convex} in the sense that for some $$, for all $xinmathbb{R}^n$, the eigenvalues of $abl{a}^{2}logf(x)$ are at least $$. Then $f$ satisfies a tail bound asymptotically better than that implied by Markov's inequality.

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Cited in

(13)

• Stability of hypercontractivity, the logarithmic Sobolev inequality, and Talagrand's cost inequality
• Regularization in \(L_1\) for the Ornstein-Uhlenbeck semigroup
• Ornstein–Uhlenbeck operators and semigroups
• Dimension-free log-Sobolev inequalities for mixture distributions
• The CLT in high dimensions: quantitative bounds via martingale embedding
• Sharp high-dimensional central limit theorems for log-concave distributions
• \(L^1\)-smoothing for the Ornstein-Uhlenbeck semigroup
• Stability of the Shannon-Stam inequality via the Föllmer process
• Deviation inequalities for convex functions motivated by the Talagrand conjecture
• Log-Hessian and deviation bounds for Markov semi-groups, and regularization effect in \(\mathbb{L}^1 \)
• A Dimension-Free Reverse Logarithmic Sobolev Inequality for Low-Complexity Functions in Gaussian Space
• Stability of Talagrand's Gaussian transport-entropy inequality via the Föllmer process
• scientific article; zbMATH DE number 5052074 (Why is no real title available?)

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