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Gaussian measure

About: Gaussian measure is a(n) research topic. Over the lifetime, 1220 publication(s) have been published within this topic receiving 23177 citation(s).
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Journal ArticleDOI
01 Jul 2006-Acta Mathematica
Abstract: We introduce a curvature-dimension condition CD (K, N) for metric measure spaces. It is more restrictive than the curvature bound $\underline{{{\text{Curv}}}} {\left( {M,{\text{d}},m} \right)} > K$ (introduced in [Sturm K-T (2006) On the geometry of metric measure spaces. I. Acta Math 196:65–131]) which is recovered as the borderline case CD(K, ∞). The additional real parameter N plays the role of a generalized upper bound for the dimension. For Riemannian manifolds, CD(K, N) is equivalent to $${\text{Ric}}_{M} {\left( {\xi ,\xi } \right)} > K{\left| \xi \right|}^{2} $$ and dim(M) ⩽ N. The curvature-dimension condition CD(K, N) is stable under convergence. For any triple of real numbers K, N, L the family of normalized metric measure spaces (M, d, m) with CD(K, N) and diameter ⩽ L is compact. Condition CD(K, N) implies sharp version of the Brunn–Minkowski inequality, of the Bishop–Gromov volume comparison theorem and of the Bonnet–Myers theorem. Moreover, it implies the doubling property and local, scale-invariant Poincare inequalities on balls. In particular, it allows to construct canonical Dirichlet forms with Gaussian upper and lower bounds for the corresponding heat kernels.

1,242 citations

Journal ArticleDOI
Abstract: We show that transport inequalities, similar to the one derived by M. Talagrand (1996, Geom. Funct. Anal. 6 , 587–600) for the Gaussian measure, are implied by logarithmic Sobolev inequalities. Conversely, Talagrand's inequality implies a logarithmic Sobolev inequality if the density of the measure is approximately log-concave, in a precise sense. All constants are independent of the dimension and optimal in certain cases. The proofs are based on partial differential equations and an interpolation inequality involving the Wasserstein distance, the entropy functional, and the Fisher information.

943 citations

Journal ArticleDOI
Abstract: where de denotes normalized surface measure, V is the conformal gradient and q = (2n)/(n 2). A modern folklore theorem is that by taking the infinitedimensional limit of this inequality, one obtains the Gross logarithmic Sobolev inequality for Gaussian measure, which determines Nelson's hypercontractive estimates for the Hermite semigroup (see [8]). One observes using conformal invariance that the above inequality is equivalent to the sharp Sobolev inequality on Rn for which boundedness and extremal functions can be easily calculated using dilation invariance and geometric symmetrization. The roots here go back to Hardy and Littlewood. The advantage of casting the problem on the sphere is that the role of the constants is evident, and one is led immediately to the conjecture that this inequality should hold whenever possible (for example, 2 < q < 0o if n = 2). This is in fact true and will be demonstrated in Section 2. A clear question at this point is "What is the situation in dimension 2?" Two important arguments ([25], [26], [27]) dealt with this issue, both motivated by geometric variational problems. Because q goes to infinity for dimension 2, the appropriate function space is the exponential class. Responding in part

620 citations

Journal ArticleDOI
Abstract: It is shown that in model-based geostatistics, not all parameters in the Matern class can be estimated consistently if data are observed in an increasing density in a fixed domain, regardless of the estimation methods used. Nevertheless, one quantity can be estimated consistently by the maximum likelihood method, and this quantity is more important to spatial interpolation. The results are established by using the properties of equivalence and orthogonality of probability measures. Some sufficient conditions are provided for both Gaussian and non-Gaussian equivalent measures, and necessary conditions are provided for Gaussian equivalent measures. Two simulation studies are presented that show that the fixed-domain asymptotic properties can explain some finite-sample behavior of both interpolation and estimation when the sample size is moderately large.

467 citations

Journal ArticleDOI
Abstract: Consider the canonical Gaussian measure γ N on ℝ, a probability measure μ on ℝ N , absolutely continuous with respect to γ N . We prove that the transportation cost of μ to γ N , when the cost of transporting a unit of mass fromx toy is measured by ∥x−y∥2, is at most $$\int {\log \frac{{d\mu }}{{d_{\gamma N} }}d\mu } $$ dμ. As a consequence we obtain a completely elementary proof of a very sharp form of the concentration of measure phenomenon in Gauss space. We then prove a result of the same nature when γ N is replaced by the measure of density 2−N exp (− ∑ i≤N |x i |). This yields a sharp form of concentration of measure in that space.

460 citations

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Topic's top 5 most impactful authors

Egor D. Kosov

12 papers, 27 citations

Nathael Gozlan

11 papers, 282 citations

Vladimir I. Bogachev

11 papers, 268 citations

Alexander V. Kolesnikov

11 papers, 187 citations

Elchanan Mossel

10 papers, 177 citations