On logarithmic Sobolev inequalities. With a preface of Dominique Bakry and Michel Ledoux
type: Item
instance of: scholarly article
zbMATH Open document ID: 0982.46026
author: Cécile Ané
author: Sébastien Blachère
author: Djalil Chafaï
author: Pierre Fougères
author: Ivan Gentil
author: Florent Malrieu
author: C. Roberto
author: Grégory Scheffer
publication date: 2001-08-14T00:00:00Z
Mathematics Subject Classification ID: 46E35
Mathematics Subject Classification ID: 46-02
Mathematics Subject Classification ID: 60-02
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 58J65
Mathematics Subject Classification ID: 94A17
Mathematics Subject Classification ID: 47D07
zbMATH DE Number: 1633816
zbMATH Keywords: hypercontractivity
zbMATH Keywords: logarithmic Sobolev inequalities
zbMATH Keywords: Bernoulli and Gaussian distributions
zbMATH Keywords: tensorisation
zbMATH Keywords: curvature-dimension criterion
zbMATH Keywords: functional inequalities
zbMATH Keywords: Poincaré inequalities
zbMATH Keywords: Hardy's inequalities
zbMATH Keywords: concentration of the measure phenomenon
zbMATH Keywords: transportation of measures
zbMATH Keywords: finite state Markov chains
zbMATH Keywords: spectral gap
zbMATH Keywords: entropy in information theory
MaRDI profile type: Publication
title: On logarithmic Sobolev inequalities. With a preface of Dominique Bakry and Michel Ledoux
published in: Panoramas et Synthèses
review text: This book is an overview on logarithmic Sobolev inequalities. These inequalities turned out to be a subject of intense activity during the past years, from analysis and geometry in finite and infinite dimension, to probability theory and statistical mechanics, and many developments are still to be expected.NEWLINENEWLINENEWLINEThe book is a pedestrian approach to logarithmic Sobolev inequalities, accessible to a wide audience. It is divided into chapters of independent interest. The fundamental example of two Bernoulli and Gaussian distributions is the starting point to logarithmic Sobolev inequalities as they were defined by Gross in the mid-seventies. Hypercontractivity and tensorisation form two main aspects of these inequalities, that are actually part of the larger family of classical Sobolev inequalities in functional analysis.NEWLINENEWLINENEWLINEA chapter is devoted to the curvature-dimension criterion, which is an efficient tool to establish functional inequalities. Another chapter describes a characterization of measure which satisfy logarithmic Sobolev or Poincaré inequalities on the real line, using Hardy's inequalities.NEWLINENEWLINENEWLINEInteractions with various domains in analytis and probability are developed. A first study deals with the concentration of the measure phenomenon, useful in statistics as well as geometry. The relationships between logarithmic Sobolev inequalities and the transportation of measures are considered, in particular through their approach to concentration. A control of the speed of convergence to equilibrium of finite state Markov chains is described in terms of the spectral gap and the logarithmic Sobolev constants. The last part is a modern reading of the notion of entropy in information theory and of the several links between information theory and the Euclidean form of the Gaussian logarithmic Sobolev inequality. The genesis of this inequalities can thus be traced back in the early contributions of Shannon and Stam.NEW…
reviewed by: Stanisław Wedrychowicz
description: scientific article; zbMATH DE number 1633816