×

Spectral monotonicity under Gaussian convolution. (English. French summary) Zbl 07915629

Summary: We show that the Poincaré constant of a log-concave measure in Euclidean space is monotone increasing along the heat flow. In fact, the entire spectrum of the associated Laplace operator is monotone decreasing. Two proofs of these results are given. The first proof analyzes a curvature term of a certain time-dependent diffusion, and the second proof constructs a contracting transport map following the approach of Y.-H. Kim and E. Milman [Math. Ann. 354, No. 3, 827–862 (2012; Zbl 1257.35101)].

MSC:

28-XX Measure and integration
35-XX Partial differential equations

Citations:

Zbl 1257.35101

References:

[1] Alaoui, Ahmed El; Montanari, Andrea, An Information-Theoretic View of Stochastic Localization, 2021
[2] Bakry, Dominique; Gentil, Ivan; Ledoux, Michel, Analysis and Geometry of Markov Diffusion Operators, 348, 2014, Springer · Zbl 1376.60002 · doi:10.1007/978-3-319-00227-9
[3] Ball, Keith; Barthe, Franck; Naor, Assaf, Entropy jumps in the presence of a spectral gap, Duke Math. J., 119, 1, 41-63, 2003 · Zbl 1036.94003
[4] Barthe, Franck; Klartag, Bo’az, Spectral gaps, symmetries and log-concave perturbations, Bull. Hell. Math. Soc., 64, 1-31, 2020 · Zbl 1442.35276
[5] Bauerschmidt, Roland; Bodineau, Thierry, Log-Sobolev inequality for the continuum sine-Gordon model, 2019 · Zbl 1475.60144
[6] Bobkov, Sergey G., Isoperimetric and analytic inequalities for log-concave probability measures, Ann. Probab., 27, 4, 1903-1921, 1999 · Zbl 0964.60013
[7] Brascamp, Herm Jan; Lieb, Elliott H., On extensions of the Brunn-Minkowski and Prékopa-Leindler theorems, including inequalities for log concave functions, and with an application to the diffusion equation, J. Funct. Anal., 22, 4, 366-389, 1976 · Zbl 0334.26009 · doi:10.1016/0022-1236(76)90004-5
[8] Brazitikos, Silouanos; Giannopoulos, Apostolos; Valettas, Petros; Vritsiou, Beatrice-Helen, Geometry of isotropic convex bodies, 196, 2014, American Mathematical Society · Zbl 1304.52001
[9] Buser, Peter, A note on the isoperimetric constant, Ann. Sci. Éc. Norm. Supér., 15, 2, 213-230, 1982 · Zbl 0501.53030 · doi:10.24033/asens.1426
[10] Caffarelli, Luis A., Monotonicity properties of optimal transportation and the FKG and related inequalities, Commun. Math. Phys., 214, 3, 547-563, 2000 · Zbl 0978.60107 · doi:10.1007/s002200000257
[11] Cameron, Robert H.; Martin, William T., Transformations of Wiener Integrals under Translations, Ann. Math., 45, 386-396, 1944 · Zbl 0063.00696 · doi:10.2307/1969276
[12] Cattiaux, Patrick; Guillin, Arnaud, Geometric aspects of functional analysis. Israel seminar (GAFA) 2017-2019. Volume 1, 2256, On the Poincaré constant of log-concave measures, 171-217, 2020, Springer · Zbl 1453.60049 · doi:10.1007/978-3-030-36020-7_9
[13] Cheeger, Jeff, Problems in analysis. A symposium in honor of Salomon Bochner, 31, A lower bound for the smallest eigenvalue of the Laplacian, 195-199, 1970, Princeton University Press · Zbl 0212.44903
[14] Chen, Yuansi, An Almost Constant Lower Bound of the Isoperimetric Coefficient in the KLS Conjecture, Geom. Funct. Anal., 31, 1, 34-61, 2021 · Zbl 1495.52003 · doi:10.1007/s00039-021-00558-4
[15] Courtade, Thomas A., Bounds on the Poincaré constant for convolution measures, Ann. Inst. Henri Poincaré, Probab. Stat., 56, 1, 566-579, 2020 · Zbl 1462.60030
[16] Courtade, Thomas A.; Fathi, Max, Stability of the Bakry-Émery theorem on \(\mathbb{R}^n\), J. Funct. Anal., 279, 2, 28 p. pp., 2020 · Zbl 1437.35005
[17] Davidovich, Yu. S.; Korenblyum, Boris I.; Khatset, B. I., A certain property of logarithmically concave functions, Dokl. Akad. Nauk SSSR, 185, 1215-1218, 1969 · Zbl 0185.12303
[18] De Philippis, Guido; Figalli, Alessio, Rigidity and stability of Caffarelli’s log-concave perturbation theorem, Nonlinear Anal., Theory Methods Appl., 154, 59-70, 2017 · Zbl 1359.60050 · doi:10.1016/j.na.2016.10.006
[19] Eldan, Ronen, Thin shell implies spectral gap via a stochastic localization scheme, Geom. Funct. Anal., 23, 2, 532-569, 2013 · Zbl 1277.52013 · doi:10.1007/s00039-013-0214-y
[20] Eldan, Ronen; Gross, Renan, Proceedings of the 52nd Annual ACM SIGACT Symposium on Theory of Computing (STOC 2020), Concentration on the Boolean hypercube via pathwise stochastic analysis, 208-221, 2020, ACM Press · Zbl 07298242 · doi:10.1145/3357713.3384230
[21] Eldan, Ronen; Lehec, Joseph; Shenfeld, Yair, Stability of the logarithmic Sobolev inequality via the Föllmer Process, Ann. Inst. Henri Poincaré, Probab. Stat., 56, 3, 2253-2269, 2020 · Zbl 1466.60032
[22] Hartman, Philip, Ordinary differential equations, 1982, Birkhäuser · Zbl 0476.34002
[23] Kim, Young-Heon; Milman, Emanuel, A generalization of Caffarelli’s contraction theorem via (reverse) heat flow, Math. Ann., 354, 3, 827-862, 2012 · Zbl 1257.35101
[24] Klartag, Bo’az, Eldan’s stochastic localization and tubular neighborhoods of complex-analytic sets, J. Geom. Anal., 28, 3, 2008-2027, 2018 · Zbl 1409.32019 · doi:10.1007/s12220-017-9894-0
[25] Klartag, Bo’az; Lehec, Joseph, Bourgain’s slicing problem and KLS isoperimetry up to polylog, 2022 · Zbl 1509.52002
[26] Kolesnikov, Alexander V., On Diffusion Semigroups Preserving the Log-Concavity, J. Funct. Anal., 186, 1, 196-205, 2001 · Zbl 0987.60091 · doi:10.1006/jfan.2001.3772
[27] Ledoux, Michel, The concentration of measure phenomenon, 89, 2001, American Mathematical Society · Zbl 0995.60002
[28] Ledoux, Michel, Eigenvalues of Laplacians and other geometric operators, 9, Spectral gap, logarithmic Sobolev constant, and geometric bounds, 219-240, 2004, International Press · Zbl 1061.58028
[29] Lee, John M., Introduction to smooth manifolds, 218, 2006, Springer
[30] Lee, Yin Tat; Vempala, Santosh S., 58th Annual IEEE Symposium on Foundations of Computer Science (FOCS 2017), Eldan’s Stochastic Localization and the KLS Conjecture: Isoperimetry, Concentration and Mixing, 998-1007, 2017, IEEE Computer Society
[31] Lee, Yin Tat; Vempala, Santosh S., Current developments in mathematics 2017, The Kannan-Lovász-Simonovits Conjecture, 1-36, 2019, International Press · Zbl 1474.52005
[32] Lehec, Joseph, Representation formula for the entropy and functional inequalities, Ann. Inst. Henri Poincaré, Probab. Stat., 49, 3, 885-899, 2019 · Zbl 1279.39011
[33] Lemons, Don S.; Gythiel, Anthony, Paul Langevin’s 1908 paper “On the Theory of Brownian Motion”, Am. J. Phys., 65, 1079-1081, 1997 · doi:10.1119/1.18725
[34] Muckenhoupt, Benjamin, Hardy’s inequality with weights, Stud. Math., 44, 31-38, 1972 · Zbl 0236.26015 · doi:10.4064/sm-44-1-31-38
[35] Øksendal, Bernt, Stochastic differential equations: an introduction with applications, 2013, Springer · Zbl 1334.00056
[36] Reed, Michael; Simon, Barry, Methods of Modern Mathematical Physics. Vol. 4: Analysis of Operators, 1978, Academic Press Inc. · Zbl 0401.47001
[37] Stroock, Daniel W., Probability theory and applications, 6, An introduction to analysis on path space, 227-276, 1999, American Mathematical Society · Zbl 1069.58502 · doi:10.1090/pcms/006/05
[38] Villani, Cédric, Topics in optimal transportation, 58, 2003, American Mathematical Society · Zbl 1106.90001
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.