Multiscale functional inequalities in probability: Constructive approach
Annales Henri Lebesgue, Volume 3 (2020) , pp. 825-872.

Keywordsrandom media, functional inequalities, multiscale, concentration of measure

Abstract

Consider an ergodic stationary random field $A$ on the ambient space ${ℝ}^{d}$. In order to establish concentration properties for nonlinear functions $Z\left(A\right)$, it is standard to appeal to functional inequalities like Poincaré or logarithmic Sobolev inequalities in the probability space. These inequalities are however only known to hold for a restricted class of laws (product measures, Gaussian measures with integrable covariance, or more general Gibbs measures with nicely behaved Hamiltonians). In this contribution, we introduce variants of these inequalities, which we refer to as multiscale functional inequalities and which still imply fine concentration properties, and we develop a constructive approach to such inequalities. We consider random fields that can be viewed as transformations of a product structure, for which the question is reduced to devising approximate chain rules for nonlinear random changes of variables. This approach allows us to cover most examples of random fields arising in the modelling of heterogeneous materials in the applied sciences, including Gaussian fields with arbitrary covariance function, Poisson random inclusions with (unbounded) random radii, random parking and Matérn-type processes, as well as Poisson random tessellations. The obtained multiscale functional inequalities, which we primarily develop here in view of their application to concentration and to quantitative stochastic homogenization, are of independent interest.

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