Logarithmic Sobolev Inequalities and Concentration of Measure for Convex Functions and Polynomial Chaoses

Details Logarithmic Sobolev Inequalities and Concentration of Measure for Convex Functions and Polynomial Chaoses Logarithmic Sobolev Inequalities and Concentration of Measure for Convex Functions and Polynomial Chaoses

2005-05-10

arxiv.org/abs/math/0505175v2

Mathematics

Probability

Slightly enlarged and updated with respect to the previous version. Some misprints corrected

Scientific paper

We prove logarithmic Sobolev inequalities and concentration results for convex functions and a class of product random vectors. The results are used to derive tail and moment inequalities for chaos variables (in spirit of Talagrand and Arcones, Gine). We also show that the same proof may be used for chaoses generated by log-concave random variables, recovering results by Lochowski and present an application to exponential integrability of Rademacher chaos.

Affiliated with

Also associated with

No associations

Rating

Logarithmic Sobolev Inequalities and Concentration of Measure for Convex Functions and Polynomial Chaoses does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Logarithmic Sobolev Inequalities and Concentration of Measure for Convex Functions and Polynomial Chaoses, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Logarithmic Sobolev Inequalities and Concentration of Measure for Convex Functions and Polynomial Chaoses will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-312927