From super Poincaré to weighted log-Sobolev and entropy-cost inequalities

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Abstract: We derive weighted log-Sobolev inequalities from a class of super Poincar'e inequalities. As an application, the Talagrand inequality with larger distances are obtained. In particular, on a complete connected Riemannian manifold, we prove that the logdd-Sobolev inequality with ddin(1,2) implies the L2/(2dd)-transportation cost inequality W^ r_{2/(2-dd)}(fmu,mu)^{2/(2-dd)}le Cmu(flog f), mu(f)=1, fge 0 for some constant C>0, and they are equivalent if the curvature of the corresponding generator is bounded below. Weighted log-Sobolev and entropy-cost inequalities are also derived for a large class of probability measures on Rd.



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