English

$\Phi-$entropy inequalities and asymmetric covariance estimates for convex measures

Functional Analysis 2018-10-17 v1 Probability

Abstract

In this paper, we use the semi-group method and an adaptation of the L2L^2-method of H\"ormander to establish some Φ\Phi-entropy inequalities and asymmetric covariance estimates for the strictly convex measures in Rn\mathbb R^n. These inequalities extends the ones for the strictly log-concave measures to more general setting of convex measures. The Φ\Phi-entropy inequalities are turned out to be sharp in the special case of Cauchy measures. Finally, we show that the similar inequalities for log-concave measures can be obtained from our results in the limiting case.

Keywords

Cite

@article{arxiv.1810.07141,
  title  = {$\Phi-$entropy inequalities and asymmetric covariance estimates for convex measures},
  author = {Van Hoang Nguyen},
  journal= {arXiv preprint arXiv:1810.07141},
  year   = {2018}
}

Comments

18 pages, to appear in Bernoulli