{ "id": "1410.3887", "version": "v1", "published": "2014-10-14T22:56:14.000Z", "updated": "2014-10-14T22:56:14.000Z", "title": "Regularization under diffusion and anti-concentration of temperature", "authors": [ "Ronen Eldan", "James R. Lee" ], "categories": [ "math.PR", "math.FA", "math.MG" ], "abstract": "Consider a non-negative function $f : \\mathbb R^n \\to \\mathbb R_+$ such that $\\int f\\,d\\gamma_n = 1$, where $\\gamma_n$ is the $n$-dimensional Gaussian measure. If $f$ is semi-log-convex, i.e. if there exists a number $\\beta \\geq 1$ such that for all $x \\in \\mathbb R^n$, the eigenvalues of $\\nabla^2 \\log f(x)$ are at least $-\\beta$, then $f$ satisfies an improved form of Markov's inequality: For all $\\alpha > e^3$, \\[ \\gamma_n(\\{x \\in \\mathbb R^n : f(x) > \\alpha \\}) \\leq \\frac{1}{\\alpha} \\cdot \\frac{C\\beta (\\log \\log \\alpha)^{4}}{\\sqrt{\\log \\alpha}}, \\] where $C$ is a universal constant. The bound is optimal up to a factor of $C \\sqrt{\\beta} (\\log \\log \\alpha)^{4}$, as it is met by translations and scalings of the standard Gaussian density. In particular, this implies that the mass on level sets of a probability density decays uniformly under the Ornstein-Uhlenbeck semigroup. This confirms positively the Gaussian case of Talagrand's convolution conjecture (1989).", "revisions": [ { "version": "v1", "updated": "2014-10-14T22:56:14.000Z" } ], "analyses": { "keywords": [ "regularization", "temperature", "anti-concentration", "dimensional gaussian measure", "standard gaussian density" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2014arXiv1410.3887E" } } }