From super Poincaré to weighted log-Sobolev and entropy-cost inequalities (Q950546)

Weighted log-Sobolev inequalities are derived from super-Poincaré inequalities, and as an application, Talagrand inequalities with super-quadratic cost functions are obtained. On a complete connected Riemannian manifold the \(\log^\delta\)-Sobolev inequality, J\(\delta\in ]1,2[\), implies the \(L^{2/(2-\delta)}\)-transportation cost inequality, \(W^\rho_{2/(2-\delta)}(f\mu, \mu)^{2/(2-\delta)}\leq C\mu(f\log f)\), \(\mu(f)= 1\), \(f\geq 0\), \(C> 0\), and if the curvature of the corresponding generator is bounded below, also vice versa. Weighted log-Sobolev inequalities and entropy-cost inequalities are obtained for a large class of probability measures on \(\mathbb{R}^d\).