Modified logarithmic Sobolev inequalities and transportation inequalities

DOI10.1007/S00440-005-0432-9MaRDI QIDQ2581024zbMATH OpenOpenAlexWikidataFDO

Authors Ivan Gentil, Laurent Miclo, Arnaud Guillin

Publication date 10 January 2006

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0405520

zbMATH Keywords

concentration inequalityPoincaré inequalityprobability measureSobolev inequalitytransportation inequalities

Mathematics Subject Classification ID

Inequalities involving derivatives and differential and integral operators (26D10) Variational problems in a geometric measure-theoretic setting (49Q20)

Abstract: We present a class of modified logarithmic Sobolev inequality, interpolating between Poincar'e and logarithmic Sobolev inequalities, suitable for measures of the type $exp(-|x{|}^{a}l)$ or more complex $$ ($alin]1,2[$ and $$) which lead to new concentration inequalities. These modified inequalities share common properties with usual logarithmic Sobolev inequalities, as tensorisation or perturbation, and imply as well Poincar'e inequality. We also study the link between these new modified logarithmic Sobolev inequalities and transportation inequalities.

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Cited in

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