Modified logarithmic Sobolev inequalities and transportation inequalities

DOI10.1007/S00440-005-0432-9zbMATH Open1080.26010arXivmath/0405520OpenAlexW2014713720WikidataQ98839650 ScholiaQ98839650MaRDI QIDQ2581024FDOQ2581024

Arnaud Guillin, Ivan Gentil, Laurent Miclo

Publication date: 10 January 2006

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

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.

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

zbMATH Keywords

concentration inequality[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Poincar%EF%BF%BD%EF%BF%BD+inequality&go=Go Poincar�� inequality]probability measureSobolev inequalitytransportation inequalities

Mathematics Subject Classification ID

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

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Cited In (37)

• Modified logarithmic Sobolev inequalities on \(\mathbb{R}\)
• 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
• 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
• Interpolated inequalities between exponential and Gaussian, Orlicz hypercontractivity and isoperimetry
• Modified logarithmic Sobolev inequalities and transportation cost inequalities in \(\mathbb R^{n}\)
• From super Poincaré to weighted log-Sobolev and entropy-cost inequalities
• On some functional inequalities for skew Brownian motion
• Convex Sobolev inequalities and spectral gap
• Weighted logarithmic Sobolev inequalities for sub-Gaussian 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
• 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
• CONCENTRATION INEQUALITIES FOR GIBBS MEASURES
• Modified log-sobolev inequalities, mixing and hypercontractivity
• Generalized transportation-cost inequalities and applications
• A characterization of dimension free concentration in terms of transportation inequalities
• Weak logarithmic Sobolev inequalities and entropic convergence
• Concentration inequalities for non-Lipschitz functions with bounded derivatives of higher order
• 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
• Poincaré inequalities and dimension free concentration of measure
• A note on the modified log-Sobolev inequality
• Orlicz-Sobolev inequalities for sub-Gaussian measures and ergodicity of Markov semi-groups
• On one-dimensional Riccati diffusions

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