Talagrand's Gaussian anti-concentration conjecture for diffusion

From papers

Let n1n\geq 1 and let γn\gamma_n be the standard Gaussian probability measure on Rn\mathbb R^n. For t>0t>0, let UtU_t denote the Gaussian diffusion operator, and for a measurable non-negative function ff write f1=fdγn\|f\|_1=\int |f|\,d\gamma_n. Talagrand's conjecture. For every t>0t>0, there exists a function ψt:[1,)[1,)\psi_t:[1,\infty)\to[1,\infty) with

limαψt(α)=\lim_{\alpha\to\infty}\psi_t(\alpha)=\infty

such that for every measurable f:RnR+f:\mathbb R^n\to\mathbb R_+ and every α>1\alpha>1,

γn({x:Utf(x)>αf1})1αψt(α).\gamma_n\left(\{x:U_tf(x)>\alpha\|f\|_1\}\right)\leq\frac{1}{\alpha\psi_t(\alpha)}.

The conjecture asserts that Gaussian diffusion prevents the heat content of a non-negative function from concentrating near a single high temperature. It was resolved positively in the paper, with a bound of order logα/(loglogα)4\sqrt{\log\alpha}/(\log\log\alpha)^4; sharper dimension-dependent bounds were previously known in each fixed dimension.

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Sources & referencesView supporting material

Primary source

Ronen Eldan and James R. Lee, “Regularization under diffusion and anti-concentration of the information content”, arXiv:1410.3887 (2017).

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