A new modified logarithmic Sobolev inequality for Poisson point processes and several applications (Q1596317): Difference between revisions

Using the finite difference operator for Poisson functionals, the modified logarithmic Sobolev inequalities proved by \textit{S. G. Bobkov} and \textit{M. Ledoux} [J. Funct. Anal. 156, No. 2, 347-365 (1998; Zbl 0920.60002)] for the Poisson measure on the integers are carried over to Poisson point processes on a measure space. In this context, using the method of martingale representation the author proves a new modified logarithmic Sobolev inequality on Poisson space, which includes previous versions as particular cases. Improved deviation inequalities on Poisson space are also deduced by the Herbst method. An application to Lévy processes and to infinitely divisible random variables represented as Poisson stochastic integrals is given.