{"title":"Uniform Poincaré and logarithmic Sobolev inequalities for mean field particle systems","authors":"A. Guillin, Wei Liu, Liming Wu, Chao Zhang","doi":"10.1214/21-aap1707","DOIUrl":null,"url":null,"abstract":"In this paper we consider a mean field particle systems whose confinement potentials have many local minima. We establish some explicit and sharp estimates of the spectral gap and logarithmic Sobolev constants uniform in the number of particles. The uniform Poincaré inequality is based on the work of Ledoux [20] and the uniform logarithmic Sobolev inequality is based on Zegarlinski’s theorem for Gibbs measures, both combined with an explicit estimate of the Lipschitz norm of the Poisson operator for a single particle from [29]. The logarithmic Sobolev inequality then implies the exponential convergence in entropy of the McKean-Vlasov equation with an explicit rate, We need here weaker conditions than the results of [10] (by means of the displacement convexity approach), [21, 22] (by Bakry-Emery’s technique) or the recent work [9] (by dissipation of the Wasserstein distance).","PeriodicalId":50979,"journal":{"name":"Annals of Applied Probability","volume":" ","pages":""},"PeriodicalIF":1.4000,"publicationDate":"2022-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"32","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Annals of Applied Probability","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1214/21-aap1707","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 32
Abstract
In this paper we consider a mean field particle systems whose confinement potentials have many local minima. We establish some explicit and sharp estimates of the spectral gap and logarithmic Sobolev constants uniform in the number of particles. The uniform Poincaré inequality is based on the work of Ledoux [20] and the uniform logarithmic Sobolev inequality is based on Zegarlinski’s theorem for Gibbs measures, both combined with an explicit estimate of the Lipschitz norm of the Poisson operator for a single particle from [29]. The logarithmic Sobolev inequality then implies the exponential convergence in entropy of the McKean-Vlasov equation with an explicit rate, We need here weaker conditions than the results of [10] (by means of the displacement convexity approach), [21, 22] (by Bakry-Emery’s technique) or the recent work [9] (by dissipation of the Wasserstein distance).
期刊介绍:
The Annals of Applied Probability aims to publish research of the highest quality reflecting the varied facets of contemporary Applied Probability. Primary emphasis is placed on importance and originality.