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Displacement convexity of entropy and related inequalities on graphs
Nathaël Gozlan 1, Cyril Roberto 2, Paul-Marie Samson 1, Prasad Tetali 3
(18/07/2012)

We introduce the notion of an interpolating path on the set of probability measures on finite graphs. Using this notion, we first prove a displacement convexity property of entropy along such a path and derive Prekopa-Leindler type inequalities, a Talagrand transport-entropy inequality, certain HWI type as well as log-Sobolev type inequalities in discrete settings. To illustrate through examples, we apply our results to the complete graph and to the hypercube for which our results are optimal -- by passing to the limit, we recover the classical log-Sobolev inequality for the standard Gaussian measure with the optimal constant.
1 :  Laboratoire d'Analyse et de Mathématiques Appliquées (LAMA)
Université Paris-Est Marne-la-Vallée (UPEMLV) – Université Paris-Est Créteil Val-de-Marne (UPEC) – CNRS : UMR8050 – Fédération de Recherche Bézout
2 :  Modélisation aléatoire de Paris X (MODAL'X)
Université Paris X - Paris Ouest Nanterre La Défense
3 :  School of Mathematics, School of Computer Science (School of Mathematics)
Georgia Institute of Technology (Georgia Tech)
School of Mathematics & School of Computer Science, Georgia Institue of Technology, Atlanta
Mathématiques/Probabilités

Mathématiques/Analyse fonctionnelle
Displacement convexity – transport inequalities – modified logarithmic-Sobolev inequalities – Ricci curvature
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