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Stability of the Bakry-Emery theorem on $\mathbb{R}^n$ (1807.09845v2)

Published 25 Jul 2018 in math.FA, math.AP, and math.PR

Abstract: We prove stability estimates for the Bakry-Emery bound on Poincar\'e and logarithmic Sobolev constants of uniformly log-concave measures. In particular, we improve the quantitative bound in a result of De Philippis and Figalli asserting that if a $1$-uniformly log-concave measure has almost the same Poincar\'e constant as the standard Gaussian measure, then it almost splits off a Gaussian factor, and establish similar new results for logarithmic Sobolev inequalities. As a consequence, we obtain dimension-free stability estimates for Gaussian concentration of Lipschitz functions. The proofs are based on Stein's method, optimal transport, and an approximate integration by parts identity relating measures and approximate optimizers in the associated functional inequality.

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