-entropy inequalities and asymmetric covariance estimates for convex measures

DOI10.3150/18-BEJ1082MaRDI QIDQ2325352zbMATH OpenFDO

Authors Nguyen Van Hoang

Publication date 25 September 2019

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1810.07141, https://projecteuclid.org/euclid.bj/1568362053

zbMATH Keywords

\(\Phi\)-entropy inequalities\(L^2\)-method of Hörmanderasymmetric covariance estimatesBeckner-type inequalitiesBrascamp-Lieb-type inequalitiesconvex measuresPoincaré-type inequalitiessemi-group

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Abstract: In this paper, we use the semi-group method and an adaptation of the $L^2-$method of H"ormander to establish some $Phi-$entropy inequalities and asymmetric covariance estimates for the strictly convex measures in $mathbb{R}^n$. These inequalities extends the ones for the strictly log-concave measures to more general setting of convex measures. The $Phi-$entropy inequalities are turned out to be sharp in the special case of Cauchy measures. Finally, we show that the similar inequalities for log-concave measures can be obtained from our results in the limiting case.

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Cited in

(6)

• Asymmetric covariance estimates of Brascamp-Lieb type and related inequalities for log-concave measures
• A family of Beckner inequalities under various curvature-dimension conditions
• Modified log-Sobolev inequalities, Beckner inequalities and moment estimates
• \(\Phi\)-entropy inequality and application for SDEs with jumps
• Covariance representations, \(L^p\)-Poincaré inequalities, Stein's kernels, and high-dimensional CLTs
• Phi-entropy inequalities for diffusion semigroups

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