Open Access
February 2016 Talagrand’s inequality for interacting particle systems satisfying a log-Sobolev inequality
Florian Völlering
Ann. Inst. H. Poincaré Probab. Statist. 52(1): 173-195 (February 2016). DOI: 10.1214/14-AIHP630

Abstract

Talagrand’s inequality for independent Bernoulli random variables is extended to many interacting particle systems (IPS). The main assumption is that the IPS satisfies a log-Sobolev inequality. In this context it is also shown that a slightly stronger version of Talagrand’s inequality is equivalent to a log-Sobolev inequality.

Additionally we also look at a common application, the relation between the probability of increasing events and the influences on that event by changing a single spin.

Nous étendons l’inégalité de Talagrand pour des variables aléatoires de Bernoulli à une grande classe de systèmes de particules. L’hypothèse principale est que les systèmes de particules satisfont l’inégalité de log-Sobolev. Dans ce contexte nous démontrons également qu’une version plus forte de l’inégalité de Talagrand est équivalente à l’inégalité de log-Sobolev.

Nous considérons aussi comme application la relation entre la probablité d’un évènement croissant et les “influences” sur cet évènement du changement d’un seul spin.

Citation

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Florian Völlering. "Talagrand’s inequality for interacting particle systems satisfying a log-Sobolev inequality." Ann. Inst. H. Poincaré Probab. Statist. 52 (1) 173 - 195, February 2016. https://doi.org/10.1214/14-AIHP630

Information

Received: 4 December 2013; Revised: 15 May 2014; Accepted: 29 June 2014; Published: February 2016
First available in Project Euclid: 6 January 2016

zbMATH: 1333.60210
MathSciNet: MR3449300
Digital Object Identifier: 10.1214/14-AIHP630

Subjects:
Primary: 60K35
Secondary: 60C05

Keywords: Dependent random variables , Interacting particle system , Log-Sobolev inequality , Russo’s formula , Talagrand’s inequality , Variance estimate

Rights: Copyright © 2016 Institut Henri Poincaré

Vol.52 • No. 1 • February 2016
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