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arXiv · 1812.06464

Poincaré and log-Sobolev inequalities for mixtures

André Schlichting
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Abstract

This work studies mixtures of probability measures on $\mathbb{R}^n$ and gives bounds on the Poincaré and the log-Sobolev constant of two-component mixtures provided that each component satisfies the functional inequality, and both components are close in the $χ^2$-distance. The estimation of those constants for a mixture can be far more subtle than it is for its parts. Even mixing Gaussian measures may produce a measure with a Hamiltonian potential possessing multiple wells leading to metastability and large constants in Sobolev type inequalities. In particular, the Poincaré constant stays bounded in the mixture parameter whereas the log-Sobolev may blow up as the mixture ratio goes to $0$ or $1$. This observation generalizes the one by Chafaï and Malrieu to the multidimensional case. The behavior is shown for a class of examples to be not only a mere artifact of the method.

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André Schlichting. 2018-12-16. Poincaré and log-Sobolev inequalities for mixtures. https://doi.org/10.3390/e21010089

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