Probability and Stochastic Analysis Seminar  RSS

Thierry Bodineau 19/03/2025, 16:00 — 17:00 — Online
, Institut des Hautes Études Scientifiques

A renormalisation group perspective on functional inequalities

Functional inequalities provide information on the structure of a probability measure and on the relaxation of associated stochastic dynamics to equilibrium. In this talk, we will describe a multiscale analysis for decomposing high-dimensional measures into simpler structures and derive from it functional inequalities. The strategy is based on the renormalization group method used in statistical physics to study the distribution of interacting particle systems. We will also review other related developments and in particular show that this decomposition of measures can be interpreted in terms of measure transport. The talk is based on joint works with R. Bauerschmidt and Benoit Dagallier.


Except for a few of the oldest sessions these are from the Seminário de Probabilidade e Mecânica Estatística at IMPA which is co-sponsored by several institutions, in particular Instituto Superior Técnico.