All Questions
18
questions
11
votes
1
answer
607
views
Entropy arguments used by Jean Bourgain
My question comes from understanding a probabilistic inequality in Bourgain's paper on Erdős simiarilty problem: Construction of sets of positive measure not containing an affine image of a given ...
- 196
1
vote
0
answers
77
views
Multilinear non-commutative Khintchine inequality
Let $g_1,\ldots,g_k$ be independent standard Gaussians and for each index $(i_1,\ldots,i_k)\in [n]^k$ let $A_{i_1,\ldots,i_k}$ be a $d\times d$ symmetric matrix.
Question: Is there a known bound for ...
- 156
1
vote
1
answer
153
views
Reference request: Inequalities involving convex sets and Gaussian variables stated in a paper by Talagrand
I'm looking for references for two facts that are stated without proof in the paper:
Talagrand, M., Are all sets of
positive measure essentially convex?, Lindenstrauss, J. (ed.) et al.,
Geometric ...
- 445
2
votes
0
answers
127
views
Log Sobolev inequality for log concave perturbations of uniform measure
Suppose $\Omega$ is a convex bounded open set of $\mathbb{R}^n$ (I would be happy with just $\Omega$ as the $n$-dimensional cube). Let $\mu$ be the uniform measure on $\Omega$ and consider the ...
- 873
2
votes
1
answer
167
views
Gaussian Poincare inequality in $1$ dimensions together with localization issue
Let $d\mu$ be a Gaussian measure on $\mathbb{R}$ with the center $a \in \mathbb{R}$ and variance $1$.
Let $B(a,r) \subset \mathbb{R}$ be the interval $[a-r,a+r]$.
Then, for any smooth mapping $f : \...
- 3,113
5
votes
0
answers
143
views
Log Sobolev inequality uniform in parameters
Fix a positive integer $N$. For $\theta \in [0,2\pi]$, set $\sigma_k(\theta) :=(\cos(k\theta),\sin(k\theta)) \in S^1$ for each integer $1\leq k\leq N$. Now for vectors $x_1,\ldots,x_N\in \mathbb{R}^2$,...
- 873
1
vote
0
answers
115
views
Does the Gaussian Poincare inequality hold for infinite dimensional measure metric spaces?
This is a question subsequent to the one:
Does the Gaussian Poincare inequality hold for $p=1$ as well as $p=2$?
There, I received a very helpful answer that the Gaussian poincare inequality for any ...
- 3,113
5
votes
2
answers
2k
views
Relationship between KL, chi-squared, and Hellinger
There are many well-known relationships between the KL divergence, chi-squared ($\chi^2$) divergence, and the Hellinger metric. In the paper "Assouad, Fano, and Le Cam" by Bin Yu, the author ...
- 63
1
vote
0
answers
61
views
A distribution $\pi \propto \exp(-f)$ satisfies log-Sobolev inequality, does $\exp(-af)$ also satisfy LSI?
Assume a distribution $\pi \propto e^{-f}$ satisfies log-Sobolev inequality (LSI)
$$\forall \rho \in P(\mathbb{R}^n), \quad KL(\rho\| \pi) \le \frac{1}{2\lambda} I(\rho \| \pi)$$
with LSI constant $\...
- 11
1
vote
0
answers
125
views
Log-Sobolev constant
Let $\nu \propto e^{-f}$ be a probability density on $\mathbb{R}^d$ with full support. We say $\nu$ satisfies the log-Sobolev inequality (LSI) with constant $\alpha$ if for every smooth function $g:\...
- 509
-1
votes
1
answer
1k
views
Bounding $L^p$ norms in terms of lower-order $L^q$ norms
Suppose $f,g\in L^q(\Omega)$ ($\Omega\subset \mathbb{R}^n$) for all $1\le q\le p$. Here, $L^p(\Omega)$ is defined with respect to some measure $\mu$ that is absolutely continuous wrt Lebesgue measure. ...
- 700
13
votes
2
answers
641
views
Random matrix with given singular values
Let $\sigma_1\geq\sigma_2\geq...\geq\sigma_n\geq0$ be any deterministic sequence of positive real numbers such that $\sum_{i=1}^n\sigma_i^2=1$. Let
$$D=diag\{\sigma_1,...,\sigma_n\}\in\mathbb{R}^{n\...
- 1,475
21
votes
2
answers
2k
views
A strange variant of the Gaussian log-Sobolev inequality
Let $\phi : \mathbb{R}^d \to \mathbb{R}$ be a convex function, and assume that it grows at most linearly at infinity for simplicity. Denote by $\gamma$ the standard Gaussian measure on $\mathbb{R}^d$, ...
- 562
16
votes
6
answers
1k
views
Identities and inequalities in analysis and probability
Usually, at the heart of a good limit theorem in probability theory is at least one good inequality – because, in applications, a topological neighborhood is usually defined by inequalities. Of course,...
16
votes
3
answers
699
views
An inequality for two independent identically distributed random vectors in a normed space
Suppose that $X$ and $Y$ are independent identically distributed random vectors in a separable Banach space $B$. Does it always follow that $E\|X-Y\|\le E\|X+Y\|$?
Some background information on ...
- 121k