English

Moment estimates implied by modified log-Sobolev inequalities

Probability 2015-09-28 v1 Functional Analysis

Abstract

We study a class of logarithmic Sobolev inequalities with a general form of the energy functional. The class generalizes various examples of modified logarithmic Sobolev inequalities considered previously in the literature. Refining a method of Aida and Stroock for the classical logarithmic Sobolev inequality, we prove that if a measure on Rn\mathbb{R}^n satisfies a modified logarithmic Sobolev inequality then it satisfies a family of LpL^p-Sobolev-type inequalities with non-Euclidean norms of gradients (and dimension-independent constants). The latter are shown to yield various concentration-type estimates for deviations of smooth (not necessarily Lipschitz) functions and measures of enlargements of sets corresponding to non-Euclidean norms. We also prove a two-level concentration result for functions of bounded Hessian and measures satisfying the classical logarithmic Sobolev inequality.

Keywords

Cite

@article{arxiv.1509.07565,
  title  = {Moment estimates implied by modified log-Sobolev inequalities},
  author = {Radosław Adamczak and Witold Bednorz and Paweł Wolff},
  journal= {arXiv preprint arXiv:1509.07565},
  year   = {2015}
}
R2 v1 2026-06-22T11:05:04.369Z