Modified logarithmic Sobolev inequalities and transportation inequalities
Probability
2016-09-07 v1 Functional Analysis
Abstract
We present a class of modified logarithmic Sobolev inequality, interpolating between Poincar\'e and logarithmic Sobolev inequalities, suitable for measures of the type or more complex ( and ) which lead to new concentration inequalities. These modified inequalities share common properties with usual logarithmic Sobolev inequalities, as tensorisation or perturbation, and imply as well Poincar\'e inequality. We also study the link between these new modified logarithmic Sobolev inequalities and transportation inequalities.
Cite
@article{arxiv.math/0405520,
title = {Modified logarithmic Sobolev inequalities and transportation inequalities},
author = {Ivan Gentil and Arnaud Guillin and Laurent Miclo},
journal= {arXiv preprint arXiv:math/0405520},
year = {2016}
}