Modified logarithmic Sobolev inequalities and transportation inequalities

Details Modified logarithmic Sobolev inequalities and transportation inequalities Modified logarithmic Sobolev inequalities and transportation inequalities

2004-05-27

arxiv.org/abs/math/0405520v1

Mathematics

Probability

Scientific paper

We present a class of modified logarithmic Sobolev inequality, interpolating between Poincar\'e and logarithmic Sobolev inequalities, suitable for measures of the type $\exp(-|x|^\al)$ or more complex $\exp(-|x|^\al\log^\beta(2+|x|))$ ($\al\in]1,2[$ and $\be\in\dR$) 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.

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