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The aim of this paper is to show that a probability measure concentrates independently of the dimension like a gaussian measure if and only if it verifies Talagrand's $\T_2$ transportation-cost inequality. This theorem permits us to give a…

Probability · Mathematics 2013-03-04 Nathael Gozlan

Probability measures satisfying a Poincar{\'e} inequality are known to enjoy a dimension free concentration inequality with exponential rate. A celebrated result of Bobkov and Ledoux shows that a Poincar{\'e} inequality automatically…

Classical Analysis and ODEs · Mathematics 2023-03-09 Franck Barthe , Michal Strzelecki

In this paper, we consider Poincar\'e inequalities for non euclidean metrics on $\mathbb{R}^d$. These inequalities enable us to derive precise dimension free concentration inequalities for product measures. This technique is appropriate for…

Probability · Mathematics 2012-03-05 Nathael Gozlan

We show that any probability measure satisfying a Matrix Poincar\'e inequality with respect to some reversible Markov generator satisfies an exponential matrix concentration inequality depending on the associated matrix carr\'e du champ…

Probability · Mathematics 2020-06-02 Richard Aoun , Marwa Banna , Pierre Youssef

We generalize the Beckner's type Poincar\'e inequality \cite{Beckner} to a large class of probability measures on an abstract Wiener space of the form $\mu\star\nu$, where $\mu$ is the reference Gaussian measure and $\nu$ is a probability…

Probability · Mathematics 2014-09-23 Paolo Da Pelo , Alberto Lanconelli , Aurel I. Stan

This paper deduces exponential matrix concentration from a Poincar\'e inequality via a short, conceptual argument. Among other examples, this theory applies to matrix-valued functions of a uniformly log-concave random vector. The proof…

Probability · Mathematics 2021-01-08 De Huang , Joel A. Tropp

We obtain dimension-free concentration inequalities for $\ell^p$-norms, $p\geq2$, of infinitely divisible random vectors with independent coordinates and finite exponential moments. Besides such norms, the methods and results extend to some…

Probability · Mathematics 2009-09-29 Christian Houdré , Philippe Marchal , Patricia Reynaud-Bouret

We find a necessary and sufficient condition for a doubling metric space to carry a (1,p)-Poincare inequality. The condition involves discretizations of the metric space and Poincare inequalities on graphs.

Metric Geometry · Mathematics 2015-05-12 James T. Gill , Marcos Lopez

We present two extensions of the one dimensional free Poincar\'e inequality similar in spirit to two classical refinements.

Probability · Mathematics 2014-09-30 Christian Houdre , Ionel Popescu

We prove that if ${(P_x)}_{x\in \mathscr X}$ is a family of probability measures which satisfy the log-Sobolev inequality and whose pairwise chi-squared divergences are uniformly bounded, and $\mu$ is any mixing distribution on $\mathscr…

Probability · Mathematics 2021-03-08 Hong-Bin Chen , Sinho Chewi , Jonathan Niles-Weed

We characterize the symmetric measures which satisfy the one dimensional convex Poincar\'e inequality. For these measures the tenesorization argument yields concentration inequalities for their products and convex sets in R^n.

Probability · Mathematics 2013-10-09 P. Nayar , T. Tkocz

We introduce Poincar\'e type inequalities based on rearrangement invariant spaces in the setting of metric measure spaces and analyze when they imply the doubling condition on the underline measure.

Functional Analysis · Mathematics 2023-05-23 Joaquim Martín , Walter A. Ortiz

The concentration of empirical measures is studied for dependent data, whose joint distribution satisfies Poincar\'{e}-type or logarithmic Sobolev inequalities. The general concentration results are then applied to spectral empirical…

Statistics Theory · Mathematics 2010-11-30 S. G. Bobkov , F. Götze

Using an inverse system of metric graphs as in: J. Cheeger and B. Kleiner, "Inverse limit spaces satisfying a Poincar\'e inequality", we provide a simple example of a metric space $X$ that admits Poincar\'e inequalities for a continuum of…

Metric Geometry · Mathematics 2014-03-21 Andrea Schioppa

We prove a fractional version of Poincar\'e inequalities in the context of $\R^n$ endowed with a fairly general measure. Namely we prove a control of an $L^2$ norm by a non local quantity, which plays the role of the gradient in the…

Analysis of PDEs · Mathematics 2010-06-30 Clément Mouhot , Emmanuel Russ , Yannick Sire

We present some classical and weighted Poincar\'e inequalities for some one-dimensional probability measures. This work is the one-dimensional counterpart of a recent study achieved by the authors for a class of spherically symmetric…

Probability · Mathematics 2014-11-24 Michel Bonnefont , Aldéric Joulin , Yutao Ma

The aim of this paper is to establish various functional inequalities for the convolution of a compactly supported measure and a standard Gaussian distribution on Rd. We especially focus on getting good dependence of the constants on the…

Probability · Mathematics 2015-07-10 Jean-Baptiste Bardet , Nathaël Gozlan , Florent Malrieu , Pierre-André Zitt

We discuss situations where perturbing a probability measure on $\mathbb{R}^n$ does not deteriorate its Poincar\'e constant by much. A particular example is the symmetric exponential measure in $\mathbb{R}^n$, even log-concave perturbations…

Functional Analysis · Mathematics 2019-07-11 Franck Barthe , Bo'az Klartag

Firstly, we derive in dimension one a new covariance inequality of $L_{1}-L_{\infty}$ type that characterizes the isoperimetric constant as the best constant achieving the inequality. Secondly, we generalize our result to $L_{p}-L_{q}$…

Probability · Mathematics 2018-03-08 Adrien Saumard , Jon A. Wellner

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…

Probability · Mathematics 2023-11-08 Sergey G. Bobkov , Bruno Volzone
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