Related papers: Functional inequalities for heavy tails distributi…

We study in details the isoperimetric profile of product probability measures with tails between the exponential and the Gaussian regime. In particular we exhibit many examples where coordinate half-spaces are approximate solutions of the…

Let $\mu$ and $\nu$ be two probability measures on $\R^d$, where $\mu(\d x)= \e^{-V(x)}\d x$ for some $V\in C^1(\R^d)$. Explicit sufficient conditions on $V$ and $\nu$ are presented such that $\mu*\nu$ satisfies the log-Sobolev, Poincar\'e…

Let $V\in C^2(\R^d)$ such that $\mu_V(\d x):= \e^{-V(x)}\,\d x$ is a probability measure, and let $\aa\in (0,2)$. Explicit criteria are presented for the $\aa$-stable-like Dirichlet form $$\E_{\aa,V}(f,f):= \int_{\R^d\times\R^d}…

We extend the recent $L^{1}$ uncertainty inequalities obtained by Dall'ara-Trevisan to the metric setting. For this purpose we introduce a new class of weights, named *isoperimetric weights*, for which the growth of the measure of their…

We show how to use Lyapunov functions to obtain functional inequalities which are stronger than Poincar\'e inequality (for instance logarithmic Sobolev or $F$-Sobolev). The case of Poincar\'e and weak Poincar\'e inequalities was studied in…

Using measure-capacity inequalities we study new functional inequalities, namely L^q-Poincar\'{e} inequalities and L^q-logarithmic Sobolev inequalities. As a consequence, we establish the asymptotic behavior of the solutions to the…

The main aim of this article is to give an exposition of weak convergence, Prohorov theorem and Prohorov spaces. In this context we study the relationship between Levy distance $\ell(F, G)$ between two distribution functions $F$ and $G$ and…

Functional inequalities such as the Poincar\'e and log-Sobolev inequalities quantify convergence to equilibrium in continuous-time Markov chains by linking generator properties to variance and entropy decay. However, many applications,…

We prove two-sided inequalities between the integral moduli of smoothness of a function on $\mathbb{R}^d/\mathbb{T}^d$ and the weighted tail-type integrals of its Fourier transform/series. Sharpness of obtained results in particular is…

Accurate goodness-of-fit tests for the extreme tails of empirical distributions is a very important issue, relevant in many contexts, including geophysics, insurance, and finance. We have derived exact asymptotic results for a…

We study quantitative isoperimetric inequalities for two different perimeter-type functionals. We first consider classical capillarity functionals, which measure the perimeter of sets in a Euclidean half-space, assigning a constant weight…

By introducing a weight function into the density power divergence, we develop a new class of robust and smooth estimators for the tail index of Pareto-type distributions, offering improved efficiency in the presence of outliers. These…

Perturbations of super Poincar\'e and weak Poincar\'e inequalities for L\'evy type Dirichlet forms are studied. When the range of jumps is finite our results are natural extensions to the corresponding ones derived earlier for diffusion…

We study approximately differentiable functions on metric measure spaces admitting a Cheeger differentiable structure. The main result is a Whitney-type characterization of approximately differentiable functions in this setting. As an…

We discuss a natural extension of Gilles Pisier's approach to the study of measure concentration, isoperimetry and Poincar\'e-type inequalities. This approach allows one to explore counterparts of various results about Gaussian measure in…

The scope of this note is to make a self-contained survey of the recent developments and achievements of the theory of L1-Optimal Transportation on metric measure spaces. Among the results proved in the recent papers [20, 21] where the…

Let $V$ be a locally bounded measurable function such that $e^{-V}$ is bounded and belongs to $L^1(dx)$, and let $\mu_V(dx):=C_V e^{-V(x)} dx$ be a probability measure. We present the criterion for the weighted Poincar\'{e} inequality of…

The isoperimetric problem is a classic topic in geometric measure theory, yet critical questions regarding the characterization of optimal solutions -- even asymptotically optimal ones -- remain largely unresolved. In this paper, we…

This paper compares the Anderson-Darling and some Eicker-Jaeschke statistics to the classical unweighted Kolmogorov-Smirnov statistic. The goal is to provide a quantitative comparison of such tests and to study real possibilities of using…

We study weighted inequalities of Hardy and Hardy-Poincar\'e type and find necessary and sufficient conditions on the weights so that the considered inequalities hold. Examples with the optimal constants are shown. Such inequalities are…