Functional inequalities for discrete gradients and application to the geometric distribution
ESAIM: Probability and Statistics, Tome 8 (2004), pp. 87-101

We present several functional inequalities for finite difference gradients, such as a Cheeger inequality, Poincaré and (modified) logarithmic Sobolev inequalities, associated deviation estimates, and an exponential integrability property. In the particular case of the geometric distribution on ℕ we use an integration by parts formula to compute the optimal isoperimetric and Poincaré constants, and to obtain an improvement of our general logarithmic Sobolev inequality. By a limiting procedure we recover the corresponding inequalities for the exponential distribution. These results have applications to interacting spin systems under a geometric reference measure.

DOI : 10.1051/ps:2004004
Classification : 60E07, 60E15, 60K35
Keywords: geometric distribution, isoperimetry, logarithmic Sobolev inequalities, spectral gap, Herbst method, deviation inequalities, Gibbs measures
@article{PS_2004__8__87_0,
     author = {Joulin, Ald\'eric and Privault, Nicolas},
     title = {Functional inequalities for discrete gradients and application to the geometric distribution},
     journal = {ESAIM: Probability and Statistics},
     pages = {87--101},
     year = {2004},
     publisher = {EDP-Sciences},
     volume = {8},
     doi = {10.1051/ps:2004004},
     mrnumber = {2085608},
     language = {en},
     url = {https://www.numdam.org/articles/10.1051/ps:2004004/}
}
TY  - JOUR
AU  - Joulin, Aldéric
AU  - Privault, Nicolas
TI  - Functional inequalities for discrete gradients and application to the geometric distribution
JO  - ESAIM: Probability and Statistics
PY  - 2004
SP  - 87
EP  - 101
VL  - 8
PB  - EDP-Sciences
UR  - https://www.numdam.org/articles/10.1051/ps:2004004/
DO  - 10.1051/ps:2004004
LA  - en
ID  - PS_2004__8__87_0
ER  - 
%0 Journal Article
%A Joulin, Aldéric
%A Privault, Nicolas
%T Functional inequalities for discrete gradients and application to the geometric distribution
%J ESAIM: Probability and Statistics
%D 2004
%P 87-101
%V 8
%I EDP-Sciences
%U https://www.numdam.org/articles/10.1051/ps:2004004/
%R 10.1051/ps:2004004
%G en
%F PS_2004__8__87_0
Joulin, Aldéric; Privault, Nicolas. Functional inequalities for discrete gradients and application to the geometric distribution. ESAIM: Probability and Statistics, Tome 8 (2004), pp. 87-101. doi: 10.1051/ps:2004004

[1] S. Bobkov, C. Houdré and P. Tetali, λ ∞ , vertex isoperimetry and concentration. Combinatorica 20 (2000) 153-172. | Zbl

[2] S. Bobkov and M. Ledoux, Poincaré's inequalities and Talagrand's concentration phenomenon for the exponential distribution. Probab. Theory Relat. Fields 107 (1997) 383-400. | Zbl

[3] S.G. Bobkov and M. Ledoux, On modified logarithmic Sobolev inequalities for Bernoulli and Poisson measures. J. Funct. Anal. 156 (1998) 347-365. | Zbl

[4] S.G. Bobkov and F. Götze, Discrete isoperimetric and Poincaré-type inequalities. Probab. Theory Relat. Fields 114 (1999) 245-277. | Zbl

[5] S.G. Bobkov and C. Houdré, Isoperimetric constants for product probability measures. Ann. Probab. 25 (1997) 184-205. | Zbl

[6] T. Cacoullos and V. Papathanasiou, Characterizations of distributions by generalizations of variance bounds and simple proofs of the CLT. J. Statist. Plann. Inference 63 (1997) 157-171. | Zbl

[7] J. Cheeger, A lower bound for the smallest eigenvalue of the Laplacian, in Problems in analysis (Papers dedicated to Salomon Bochner, 1969) Princeton Univ. Press, Princeton, N.J. (1970) 195-199. | Zbl

[8] L.H.Y. Chen and J.H. Lou, Characterization of probability distributions by Poincaré-type inequalities. Ann. Inst. H. Poincaré Probab. Statist. 23 (1987) 91-110. | Zbl | Numdam

[9] P. Dai Pra, A.M. Paganoni and G. Posta, Entropy inequalities for unbounded spin systems. Ann. Probab. 30 (2002) 1959-1976. | Zbl

[10] P. Diaconis and D. Stroock, Geometric bounds for eigenvalues of Markov chains. Ann. Appl. Probab. 1 (1991) 36-61. | Zbl

[11] P. Fougères, Spectral gap for log-concave probability measures on the real line. Preprint (2002). | MR

[12] L. Gross, Logarithmic Sobolev inequalities. Amer. J. Math. 97 (1975) 1061-1083. | Zbl

[13] C. Houdré, Remarks on deviation inequalities for functions of infinitely divisible random vectors. Ann. Probab. 30 (2002) 1223-1237. | Zbl

[14] C. Houdré and N. Privault, Concentration and deviation inequalities in infinite dimensions via covariance representations. Bernoulli 8 (2002) 697-720. | Zbl

[15] C. Houdré and P. Tetali, Isoperimetric invariants for product Markov chains and graph products. Combinatorica. To appear. | Zbl | MR

[16] M. Ledoux, Concentration of measure and logarithmic Sobolev inequalities, in Séminaire de Probabilités XXXIII, Lect. Notes Math. 1709 (1999) 120-216. | Zbl | Numdam

[17] L. Miclo, An example of application of discrete Hardy's inequalities. Markov Process. Related Fields 5 (1999) 319-330. | Zbl

[18] T. Stoyanov, Isoperimetric and related constants for graphs and Markov chains. Ph.D. Thesis, Georgia Institute of Technology (2001).

Cité par Sources :