Logarithmic Sobolev inequality Created 2026-10-14 Updated 2026-11-05
A probability measure with a Dirichlet form satisfies a logarithmic Sobolev inequality with constant if
for every in the domain of the Dirichlet form. The entropy functional measures how far is from a constant, while the Dirichlet form measures its spatial variation. For a symmetric Markov semigroup with generator , the convention is when this expression is defined.
For standard Gaussian measure, and Gaussian integration by parts gives . The Gaussian logarithmic Sobolev inequality has optimal constant two in this convention. Rescaling the Dirichlet form rescales the constant inversely, so a numerical constant needs its energy convention. The logarithmic Sobolev inequality implies hypercontractivity and also supports concentration inequalities through the Herbst argument.[ref]
// Target: analysis.bigb
Markov operator Created 2026-10-14 Updated 2026-10-25
A positive linear operator on bounded measurable functions that preserves the constant function one. A Markov semigroup is a time-indexed family of such operators with the semigroup law.