A Feynman-Kac approach for logarithmic Sobolev inequalities

被引:2
作者
Steiner, Clement [1 ]
机构
[1] Inst Math Toulouse, Toulouse, France
关键词
diffusion processes; Feynman-Kac semigroups; logarithmic Sobolev inequalities; perturbed functional inequalities; DIFFUSIONS;
D O I
10.1214/21-EJP656
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
This note presents a method based on Feynman-Kac semigroups for logarithmic Sobolev inequalities. It follows the recent work of Bonnefont and Joulin on intertwining relations for diffusion operators, formerly used for spectral gap inequalities, and related to perturbation techniques. In particular, it goes beyond the Bakry-Emery criterion and allows to investigate high-dimensional effects on the optimal logarithmic Sobolev constant. The method is illustrated on particular examples (namely Subbotin distributions and double-well potentials), for which explicit dimension-free bounds on the latter constant are provided. We eventually discuss a brief comparison with the Holley-Stroock approach.
引用
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页数:19
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