Riemannian metrics on convex sets with applications to Poincaré and log-Sobolev inequalities

被引:0
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作者
Alexander V. Kolesnikov
Emanuel Milman
机构
[1] Higher School of Economics,Faculty of Mathematics
[2] Technion-Israel Institute of Technology,Department of Mathematics
关键词
53C21; 46E35; 58J32;
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摘要
Given a probability measure μ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\mu $$\end{document} supported on a convex subset Ω\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\Omega $$\end{document} of Euclidean space (Rd,g0)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\mathbb {R}^d,g_0)$$\end{document}, we are interested in obtaining Poincaré and log-Sobolev type inequalities on (Ω,g0,μ)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\Omega ,g_0,\mu )$$\end{document}. To this end, we change the metric g0\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$g_0$$\end{document} to a more general Riemannian one g, adapted in a certain sense to μ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\mu $$\end{document}, and perform our analysis on (Ω,g,μ)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\Omega ,g,\mu )$$\end{document}. The types of metrics we consider are Hessian metrics (intimately related to associated optimal-transport problems), product metrics (which are very useful when μ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\mu $$\end{document} is unconditional, i.e. invariant under reflections with respect to the coordinate hyperplanes), and metrics conformal to the Euclidean one, which have not been previously explored in this context. Invoking on (Ω,g,μ)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\Omega ,g,\mu )$$\end{document} tools such as Riemannian generalizations of the Brascamp–Lieb inequality and the Bakry–Émery criterion, and passing back to the original Euclidean metric, we obtain various weighted inequalities on (Ω,g0,μ)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\Omega ,g_0,\mu )$$\end{document}: refined and entropic versions of the Brascamp–Lieb inequality, weighted Poincaré and log-Sobolev inequalities, Hardy-type inequalities, etc. Key to our analysis is the positivity of the associated Lichnerowicz–Bakry–Émery generalized Ricci curvature tensor, and the convexity of the manifold (Ω,g,μ)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\Omega ,g,\mu )$$\end{document}. In some cases, we can only ensure that the latter manifold is (generalized) mean-convex, resulting in additional boundary terms in our inequalities.
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