Spectral monotonicity under Gaussian convolution
Annales de la Faculté des sciences de Toulouse : Mathématiques, Série 6, Tome 32 (2023) no. 5, pp. 939-967

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 Kim and Milman.

Nous montrons que la constante de Poincaré d’une mesure log-concave dans l’espace euclidien est croissante le long du flot de la chaleur. En fait, le spectre entier de l’opérateur de Laplace associé est décroissant. Deux preuves de ces résultats sont données. La première preuve analyse un terme de courbure d’une certaine diffusion dépendant du temps, et la seconde preuve construit une application de transport contractante en suivant l’approche de Kim et Milman.

Reçu le :
Accepté le :
Publié le :
DOI : 10.5802/afst.1759

Klartag, Bo’az 1 ; Putterman, Eli 2

1 Department of Mathematics, Weizmann Institute of Science, Rehovot 76100, Israel
2 School of Mathematical Sciences, Tel Aviv University, Tel Aviv 69978, Israel
Licence : CC-BY 4.0
Droits d'auteur : Les auteurs conservent leurs droits
@article{AFST_2023_6_32_5_939_0,
     author = {Klartag, Bo{\textquoteright}az and Putterman, Eli},
     title = {Spectral monotonicity under {Gaussian} convolution},
     journal = {Annales de la Facult\'e des sciences de Toulouse : Math\'ematiques},
     pages = {939--967},
     year = {2023},
     publisher = {Universit\'e Paul Sabatier, Toulouse},
     volume = {Ser. 6, 32},
     number = {5},
     doi = {10.5802/afst.1759},
     language = {en},
     url = {https://www.numdam.org/articles/10.5802/afst.1759/}
}
TY  - JOUR
AU  - Klartag, Bo’az
AU  - Putterman, Eli
TI  - Spectral monotonicity under Gaussian convolution
JO  - Annales de la Faculté des sciences de Toulouse : Mathématiques
PY  - 2023
SP  - 939
EP  - 967
VL  - 32
IS  - 5
PB  - Université Paul Sabatier, Toulouse
UR  - https://www.numdam.org/articles/10.5802/afst.1759/
DO  - 10.5802/afst.1759
LA  - en
ID  - AFST_2023_6_32_5_939_0
ER  - 
%0 Journal Article
%A Klartag, Bo’az
%A Putterman, Eli
%T Spectral monotonicity under Gaussian convolution
%J Annales de la Faculté des sciences de Toulouse : Mathématiques
%D 2023
%P 939-967
%V 32
%N 5
%I Université Paul Sabatier, Toulouse
%U https://www.numdam.org/articles/10.5802/afst.1759/
%R 10.5802/afst.1759
%G en
%F AFST_2023_6_32_5_939_0
Klartag, Bo’az; Putterman, Eli. Spectral monotonicity under Gaussian convolution. Annales de la Faculté des sciences de Toulouse : Mathématiques, Série 6, Tome 32 (2023) no. 5, pp. 939-967. doi: 10.5802/afst.1759

[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, Grundlehren der Mathematischen Wissenschaften, 348, Springer, 2014 | Zbl | DOI

[3] Ball, Keith; Barthe, Franck; Naor, Assaf Entropy jumps in the presence of a spectral gap, Duke Math. J., Volume 119 (2003) no. 1, pp. 41-63 | MR | Zbl

[4] Barthe, Franck; Klartag, Bo’az Spectral gaps, symmetries and log-concave perturbations, Bull. Hell. Math. Soc., Volume 64 (2020), pp. 1-31 | MR

[5] Bauerschmidt, Roland; Bodineau, Thierry Log-Sobolev inequality for the continuum sine-Gordon model (2019) | arXiv

[6] Bobkov, Sergey G. Isoperimetric and analytic inequalities for log-concave probability measures, Ann. Probab., Volume 27 (1999) no. 4, pp. 1903-1921 | MR

[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., Volume 22 (1976) no. 4, pp. 366-389 | DOI

[8] Brazitikos, Silouanos; Giannopoulos, Apostolos; Valettas, Petros; Vritsiou, Beatrice-Helen Geometry of isotropic convex bodies, Mathematical Surveys and Monographs, 196, American Mathematical Society, 2014

[9] Buser, Peter A note on the isoperimetric constant, Ann. Sci. Éc. Norm. Supér., Volume 15 (1982) no. 2, pp. 213-230 | DOI | MR | Numdam

[10] Caffarelli, Luis A. Monotonicity properties of optimal transportation and the FKG and related inequalities, Commun. Math. Phys., Volume 214 (2000) no. 3, pp. 547-563 | DOI | MR

[11] Cameron, Robert H.; Martin, William T. Transformations of Wiener Integrals under Translations, Ann. Math., Volume 45 (1944), pp. 386-396 | DOI | MR | Zbl

[12] Cattiaux, Patrick; Guillin, Arnaud On the Poincaré constant of log-concave measures, Geometric aspects of functional analysis. Israel seminar (GAFA) 2017–2019. Volume 1 (Lecture Notes in Mathematics), Volume 2256, Springer, 2020, pp. 171-217 | DOI | Zbl

[13] Cheeger, Jeff A lower bound for the smallest eigenvalue of the Laplacian, Problems in analysis. A symposium in honor of Salomon Bochner (Princeton Mathematical Series), Volume 31, Princeton University Press, 1970, pp. 195-199 | Zbl

[14] Chen, Yuansi An Almost Constant Lower Bound of the Isoperimetric Coefficient in the KLS Conjecture, Geom. Funct. Anal., Volume 31 (2021) no. 1, pp. 34-61 | DOI | MR

[15] Courtade, Thomas A. Bounds on the Poincaré constant for convolution measures, Ann. Inst. Henri Poincaré, Probab. Stat., Volume 56 (2020) no. 1, pp. 566-579 | Zbl

[16] Courtade, Thomas A.; Fathi, Max Stability of the Bakry-Émery theorem on n , J. Funct. Anal., Volume 279 (2020) no. 2, 108523, 28 pages | Zbl

[17] Davidovich, Yu. S.; Korenblyum, Boris I.; Khatset, B. I. A certain property of logarithmically concave functions, Dokl. Akad. Nauk SSSR, Volume 185 (1969), pp. 1215-1218 English translation in Sov. Math., Dokl. 10 (1969), p. 477–480 | MR | Zbl

[18] De Philippis, Guido; Figalli, Alessio Rigidity and stability of Caffarelli’s log-concave perturbation theorem, Nonlinear Anal., Theory Methods Appl., Volume 154 (2017), pp. 59-70 | DOI | MR | Zbl

[19] Eldan, Ronen Thin shell implies spectral gap via a stochastic localization scheme, Geom. Funct. Anal., Volume 23 (2013) no. 2, pp. 532-569 | DOI | MR

[20] Eldan, Ronen; Gross, Renan Concentration on the Boolean hypercube via pathwise stochastic analysis, Proceedings of the 52nd Annual ACM SIGACT Symposium on Theory of Computing (STOC 2020), ACM Press, 2020, pp. 208-221 | DOI | Zbl

[21] Eldan, Ronen; Lehec, Joseph; Shenfeld, Yair Stability of the logarithmic Sobolev inequality via the Föllmer Process, Ann. Inst. Henri Poincaré, Probab. Stat., Volume 56 (2020) no. 3, pp. 2253-2269

[22] Hartman, Philip Ordinary differential equations, Birkhäuser, 1982

[23] Kim, Young-Heon; Milman, Emanuel A generalization of Caffarelli’s contraction theorem via (reverse) heat flow, Math. Ann., Volume 354 (2012) no. 3, pp. 827-862 | MR | Zbl

[24] Klartag, Bo’az Eldan’s stochastic localization and tubular neighborhoods of complex-analytic sets, J. Geom. Anal., Volume 28 (2018) no. 3, pp. 2008-2027 | DOI | MR

[25] Klartag, Bo’az; Lehec, Joseph Bourgain’s slicing problem and KLS isoperimetry up to polylog (2022) | arXiv

[26] Kolesnikov, Alexander V. On Diffusion Semigroups Preserving the Log-Concavity, J. Funct. Anal., Volume 186 (2001) no. 1, pp. 196-205 | DOI | MR

[27] Ledoux, Michel The concentration of measure phenomenon, Mathematical Surveys and Monographs, 89, American Mathematical Society, 2001

[28] Ledoux, Michel Spectral gap, logarithmic Sobolev constant, and geometric bounds, Eigenvalues of Laplacians and other geometric operators (Surveys in Differential Geometry), Volume 9, International Press, 2004, pp. 219-240 | MR | Zbl

[29] Lee, John M. Introduction to smooth manifolds, Graduate Texts in Mathematics, 218, Springer, 2006

[30] Lee, Yin Tat; Vempala, Santosh S. Eldan’s Stochastic Localization and the KLS Conjecture: Isoperimetry, Concentration and Mixing, 58th Annual IEEE Symposium on Foundations of Computer Science (FOCS 2017), IEEE Computer Society, 2017, pp. 998-1007

[31] Lee, Yin Tat; Vempala, Santosh S. The Kannan-Lovász-Simonovits Conjecture, Current developments in mathematics 2017, International Press, 2019, pp. 1-36 | Zbl

[32] Lehec, Joseph Representation formula for the entropy and functional inequalities, Ann. Inst. Henri Poincaré, Probab. Stat., Volume 49 (2019) no. 3, pp. 885-899 | MR

[33] Lemons, Don S.; Gythiel, Anthony Paul Langevin’s 1908 paper “On the Theory of Brownian Motion”, Am. J. Phys., Volume 65 (1997), pp. 1079-1081 | DOI

[34] Muckenhoupt, Benjamin Hardy’s inequality with weights, Stud. Math., Volume 44 (1972), pp. 31-38 | DOI | MR | Zbl

[35] Øksendal, Bernt Stochastic differential equations: an introduction with applications, Springer, 2013

[36] Reed, Michael; Simon, Barry Methods of Modern Mathematical Physics. Vol. 4: Analysis of Operators, Academic Press Inc., 1978

[37] Stroock, Daniel W. An introduction to analysis on path space, Probability theory and applications (IAS/Park City Mathematics Series), Volume 6, American Mathematical Society, 1999, pp. 227-276 | DOI | MR | Zbl

[38] Villani, Cédric Topics in optimal transportation, Graduate Studies in Mathematics, 58, American Mathematical Society, 2003

Cité par Sources :