On fine properties of mixtures with respect to concentration of measure and Sobolev type inequalities (Q974769)

The paper is devoted to the properties of mixtures in the context of Sobolev type functional inequalities. Sections 2 and 3 are devoted to the estimates for the log-Laplace transform \(\alpha_\mu(\lambda):\mathbb{R} \to [0,\infty]\), \(\alpha_\mu(\lambda):=\log \sup_{\|f\|_{Lip} \leq 1} E e^{\lambda(f-E_\mu f)}\), and the related transform \(\beta_\mu(r):=\sup_{\|f\|_{Lip} \leq 1} \mu(|f-E_\mu f|\geq r)\). Here the mixture \(\mu\) on \(\mathbb{R}^n\) is such that \(E_\mu |f|<\infty\) for every Lipschitz function \(f\). In Section 4, the Poincaré and logarithmic Sobolev inequalities for two component mixtures are investigated. A decomposition of variance and entropy allows to reduce the problem to the Poincaré and logarithmic Sobolev inequalities for each component, to discrete inequalities for the Bernoulli mixing law \(p\delta_1 + q\delta_0\), and to the control of a mean-difference term. The Poincaré constant of the two-component mixture can remain bounded as \(\min(p, q)\to 0\), while the logarithmic Sobolev constant may blow up at the speed \(-\log(\min(p, q))\). The results are illustrated by various examples.