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 inequalityprobability measureSobolev inequalitytransportation inequalitiesPoincaré inequality

Mathematics Subject Classification ID

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

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.

Recommendations

• Modified logarithmic Sobolev inequalities and transportation cost inequalities in \(\mathbb R^{n}\)
• Modified logarithmic Sobolev inequalities on \(\mathbb{R}\)
• A note on the modified log-Sobolev inequality
• Modified log-Sobolev inequalities and isoperimetry
• Modified logarithmic Sobolev inequalities in discrete settings
• A note on Talagrand's transportation inequality and logarithmic Sobolev inequality
• On modified logarithmic Sobolev inequalities for Bernoulli and Poisson measures
• Modified log-Sobolev inequalities for strong-Rayleigh measures
• Modified log-Sobolev inequalities, Beckner inequalities and moment estimates

Cites work

• scientific article; zbMATH DE number 1574603 (Why is no real title available?)
• scientific article; zbMATH DE number 177377 (Why is no real title available?)
• scientific article; zbMATH DE number 665662 (Why is no real title available?)
• scientific article; zbMATH DE number 1181255 (Why is no real title available?)
• scientific article; zbMATH DE number 1909499 (Why is no real title available?)
• scientific article; zbMATH DE number 1405932 (Why is no real title available?)
• A Generalized Poincare Inequality for Gaussian Measures
• Bounding \(\bar d\)-distance by informational divergence: A method to prove measure concentration
• Concentration of measure and isoperimetric inequalities in product spaces
• Entropies, convexity, and functional inequalities: on \(\Phi\)-entropies and \(\Phi\)-Sobolev inequalities
• Entropy bounds and isoperimetry
• Exponential integrability and transportation cost related to logarithmic Sobolev inequalities
• Hypercontractivity of Hamilton-Jacobi equations.
• Interpolated inequalities between exponential and Gaussian, Orlicz hypercontractivity and isoperimetry
• Logarithmic Sobolev Inequalities
• On logarithmic Sobolev inequalities. With a preface of Dominique Bakry and Michel Ledoux
• On quadratic transportation cost inequalities
• Poincaré's inequalities and Talagrand's concentration phenomenon for the exponential distribution
• Polar factorization and monotone rearrangement of vector‐valued functions
• Sobolev inequalities for probability measures on the real line
• Some convexity and subadditivity properties of entropy
• Some deviation inequalities
• Transportation cost for Gaussian and other product measures
• Viscosity solutions of Hamilton-Jacobi equations

Cited in

(45)

• Modified logarithmic Sobolev inequalities on \(\mathbb{R}\)
• Modified log-Sobolev inequality for a compact pure jump Markov process with degenerate jumps
• Modified logarithmic Sobolev inequalities in null curvature
• Strong modified transportation cost inequalities on \(k\)-concave probability measures with heavy tails
• Modified log-Sobolev inequalities and isoperimetry
• Modified log-Sobolev inequalities and two-level concentration
• From the Prékopa-Leindler inequality to modified logarithmic Sobolev inequality
• A characterization of a class of convex log-Sobolev inequalities on the real line
• Functional inequalities for two-level concentration
• Interpolation between logarithmic Sobolev and Poincaré inequalities
• Interpolated inequalities between exponential and Gaussian, Orlicz hypercontractivity and isoperimetry
• Dimensional improvements of the logarithmic Sobolev, Talagrand and Brascamp-Lieb inequalities
• On some functional inequalities for skew Brownian motion
• From super Poincaré to weighted log-Sobolev and entropy-cost inequalities
• Modified logarithmic Sobolev inequalities and transportation cost inequalities in \(\mathbb R^{n}\)
• Convex Sobolev inequalities and spectral gap
• Weighted logarithmic Sobolev inequalities for sub-Gaussian measures
• Concentration inequalities for Gibbs measures
• Hamilton Jacobi equations on metric spaces and transport entropy inequalities
• A new modified logarithmic Sobolev inequality for Poisson point processes and several applications
• Characterization of Talagrand's like transportation-cost inequalities on the real line
• Integrability of optimal mappings
• Lyapunov conditions for super Poincaré inequalities
• Generalized transport inequalities and concentration bounds for Riesz-type gases
• Modified log-Sobolev inequalities for convex functions on the real line. Sufficient conditions
• Mass transport and variants of the logarithmic Sobolev inequality
• Moment estimates implied by modified log-Sobolev inequalities
• A new kind of modified transportation cost inequalities and polynomial concentration inequalities
• Generalized transportation-cost inequalities and applications
• Modified log-sobolev inequalities, mixing and hypercontractivity
• A characterization of dimension free concentration in terms of transportation inequalities
• Some drawbacks of finite modified logarithmic Sobolev inequalities
• Concentration inequalities for non-Lipschitz functions with bounded derivatives of higher order
• Weak logarithmic Sobolev inequalities and entropic convergence
• When does allow the Hardy inequality to calculate an exact Poincaré constant on a line?
• Properties of isoperimetric, functional and transport-entropy inequalities via concentration
• Modified log-Sobolev inequalities, Beckner inequalities and moment estimates
• Applications of Stein's method for concentration inequalities
• Characterization of Talagrand's transport-entropy inequalities in metric spaces
• A new characterization of Talagrand's transport-entropy inequalities and applications
• A note on the modified log-Sobolev inequality
• Orlicz-Sobolev inequalities for sub-Gaussian measures and ergodicity of Markov semi-groups
• Poincaré inequalities and dimension free concentration of measure
• On one-dimensional Riccati diffusions
• Some recent progress on functional inequalities and applications

This page was built for publication: Modified logarithmic Sobolev inequalities and transportation inequalities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2581024)