Reverse H\"{o}lder Inequalities for log-Lipschitz Functions

MaRDI QIDQ6345994arXivFDO

Authors Emanuel Milman

Publication date 28 July 2020

Published in arXiv

Mathematics Subject Classification ID

Other analytical inequalities (26D20) Probabilistic methods in Banach space theory (46B09) Measures and integration on abstract linear spaces (46G12) Inequalities; stochastic orderings (60E15)

arXiv classification

math.FAmath.PR

Abstract: Reverse H"{o}lder inequalities for a class of functions on a probability space constitute an important tool in Analysis in Probability. After revisiting how a (modified) log-Sobolev inequality can be used to derive reverse H"{o}lder inequalities for the class of log-Lipschitz functions, we obtain a weaker condition using general Transport-Entropy inequalities, which can also handle approximately log-Lipschitz functions. In its weakest form, the condition degenerates to the assumption of satisfying a concentration inequality. We compare this with a scenario in which the underlying space only satisfies a Poincar'e inequality.

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