Download e-book for kindle: An Initiation to Logarithmic Sobolev Inequalities (SMF AMS by Gilles Royer

By Gilles Royer

ISBN-10: 0821844016

ISBN-13: 9780821844014

This ebook offers an creation to logarithmic Sobolev inequalities with a few very important purposes to mathematical statistical physics. Royer starts through amassing and reviewing the required heritage fabric on selfadjoint operators, semigroups, Kolmogorov diffusion tactics, ideas of stochastic differential equations, and likely different comparable issues. There then is a bankruptcy on log Sobolev inequalities with an software to a powerful ergodicity theorem for Kolmogorov diffusion tactics. the rest chapters give some thought to the overall surroundings for Gibbs measures together with lifestyles and area of expertise concerns, the Ising version with actual spins and the appliance of log Sobolev inequalities to teach the stabilization of the Glauber-Langevin dynamic stochastic versions for the Ising version with genuine spins. The workouts and enhances expand the fabric basically textual content to comparable parts comparable to Markov chains. Titles during this sequence are co-published with Soci?©t?© Math?©matique de France. SMF participants are entitled to AMS member reductions.

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Extra resources for An Initiation to Logarithmic Sobolev Inequalities (SMF AMS Texts & Monographs)

Example text

1) varµ(Ntf) = IINtf -µ(f)II2 0 such that for all t: IIm(t) - jAII,rt < a exp(-c It) . PROOF. Let g = c-1. l 3. LOGARITHMIC SOBOLEV INEQUALITIES 56 is contained in [g, +oo( and, therefore, the spectrum of Nt = exp(-tA) is contained in [0, a-9t]. Thus 11(f,1) - Nt(f )112 < e-9t Il f 112, which establishes the first result. To prove the second assertion, we utilize irreversibility to establish that for any t >, to, the probability measure m(t) has a square-integrable density with respect to p satisfying the relation ft = NN-to fto.

The domain of the Dirichlet form 6 associated to a Kolmogorov process is the space H1(µ) and for f E H'(µ), we have: £(f,f) = 2 f d IVf12dµ. The Gross inequality (LS) holds if it is established for any test f E CC°. PROOF. The preceding lemma says that any function f E H1(µ) is the limit of a sequence (fn) of test functions. On C,° the norm of HI (µ) coincides thus the Cauchy sequence (fn) in HI (µ) is also Cauchy with the norm in (D(£),11-11e) and thus converges to an element of D(£) that can only be f .

If we perturb the measure by multiplying it by a bounded function the logarithmic inequality still holds if we are willing to accept a possibly much larger constant. In fact, let V be a bounded function on Rd and osc(V) sup(V) - inf(V). Then set: v(dx) := Z-1 exp(-V(x))p(dx) with Z =: fexP(_V(x))(dx). 18. If a probability measure u on lRd satisfies the inequality (Is) with constant c, the modified probability measure v satisfies (ls) with constant c exp(osc(V)). PROOF. Let p be any probability measure on Rd.

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