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Arnaud Guillin

Publications and source records attributed to Arnaud Guillin.

95 records · Page 6Linked to original sources

Modified logarithmic Sobolev inequalities in null curvature

We present a logarithmic Sobolev inequality adapted to a log-concave measure. Assume that $Φ$ is a symmetric convex function on $\dR$ satisfying $(1+\e)Φ(x)\leq {x}Φ'(x)\leq(2-\e)Φ(x)$ for $x\geq0$ large enough and with $\e\in]0,1/2]$. We prove that the probability measure on $\dR$ $μ_Φ(dx)=e^{-Φ(x)}/Z_Φdx$ satisfies a modified and adapted logarithmic Sobolev inequality : there exist three constant $A,B,D>0$ such that for all smooth $f>0$, \begin{equation*} \ent{μ_Φ}{f^2}\leq A\int H_Φ\PAR{{\frac{f'}{f}}}f^2dμ_Φ, \text{with} H_Φ(x)= {\begin{array}{rl} Φ^*\PAR{Bx} &\text{if }\ABS{x}\geq D, x^2 &\text{if}\ABS{x}\leq D. \end{array} . \end{equation*}

math.PR↗

Quantitative concentration inequalities for empirical measures on non-compact spaces

We establish some quantitative concentration estimates for the empirical measure of many independent variables, in transportation distances. As an application, we provide some error bounds for particle simulations in a model mean field problem. The tools include coupling arguments, as well as regularity and moments estimates for solutions of certain diffusive partial differential equations.

math.PR↗

Modified logarithmic Sobolev inequalities and transportation inequalities

We present a class of modified logarithmic Sobolev inequality, interpolating between Poincaré and logarithmic Sobolev inequalities, suitable for measures of the type $\exp(-|x|^\al)$ or more complex $\exp(-|x|^\al\log^β(2+|x|))$ ($\al\in]1,2[$ and $\be\in\dR$) which lead to new concentration inequalities. These modified inequalities share common properties with usual logarithmic Sobolev inequalities, as tensorisation or perturbation, and imply as well Poincaré inequality. We also study the link between these new modified logarithmic Sobolev inequalities and transportation inequalities.

math.PR↗

Moderate deviations for non-linear functionals and empirical spectral density of moving average processes

A moderate deviation principle for functionals, with at most quadratic growth, of moving average processes is established. The main assumptions on the moving average process are a Logarithmic Sobolev inequality for the driving random variables and the continuity, or weaker, of the spectral density of the moving average process. We also obtain the moderate deviations for the empirical spectral density, exhibiting an interesting new form of the rate function, i.e. with a correction term compared to the Gaussian rate functionnal.

math.PR↗

A criterion for Talagrand's quadratic transportation cost inequality

We show that the quadratic transportation cost inequality $T_2$ is equivalent to both a Poincaré inequality and a strong form of the Gaussian concentration property. The main ingredient in the proof is a new family of inequalities, called modified quadratic transportation cost inequalities in the spirit of the modified logarithmic-Sobolev inequalities by Bobkov and Ledoux \cite{BL97}, that are shown to hold as soon as a Poincaré inequality is satisfied.

math.PR↗