On Gilles Pisier's approach to Gaussian concentration, isoperimetry, and Poincaré-type inequalities (Q6126966)

Authors consider inequalities of type (Theorem 1.1) \[ \int_{\mathbb{R}^n}\int_{\mathbb{R}^n}\Psi(f(y)-f(x))d\gamma_n(x)d\gamma_n(y)\leqslant \int_{\mathbb{R}^n}\int_{\mathbb{R}^n} \Psi\left(\frac{\pi}{2}\langle\nabla f(x),y\rangle\right)d\gamma_n(x)d\gamma_n(y)\leqslant, \] where \(\Psi:\mathbb{R}\to\mathbb{R}\) is a convex function, \(f\) on \(\mathbb{R}^n\) is any smooth function with gradient \(\nabla f\), \(\gamma_n\) denotes the standard Gaussian measure on \(\mathbb{R}^n\) with density \[ \frac{d\gamma_n(x)}{dx}=(2\pi)^{-n/2}e^{-|x|^2/2},\,x\in\mathbb{R}^n, \] and \(|\cdot|\) stands for the canonical Euclidean norm. The work consists of exploring the applicability of Pisier's approach to general positive measures \(\mu\) on \(\mathbb{R}^n\times\mathbb{R}^n\) and direct followup of Pisier's argument introducing a special transform (Definition 2.1), without requiring that the measures have a product structure. Authors extend the provided inequality to the wider class of measures and illustrate this kind of applications on the example of Cauchy (also known as Student) probability distributions.