Modified logarithmic Sobolev inequalities in null curvature

Details Modified logarithmic Sobolev inequalities in null curvature Modified logarithmic Sobolev inequalities in null curvature

2005-03-25

arxiv.org/abs/math/0503585v1

Mathematics

Probability

Scientific paper

We present a logarithmic Sobolev inequality adapted to a log-concave measure. Assume that $\Phi$ is a symmetric convex function on $\dR$ satisfying $(1+\e)\Phi(x)\leq {x}\Phi'(x)\leq(2-\e)\Phi(x)$ for $x\geq0$ large enough and with $\e\in]0,1/2]$. We prove that the probability measure on $\dR$ $\mu_\Phi(dx)=e^{-\Phi(x)}/Z_\Phi dx$ satisfies a modified and adapted logarithmic Sobolev inequality : there exist three constant $A,B,D>0$ such that for all smooth $f>0$, \begin{equation*} \ent{\mu_\Phi}{f^2}\leq A\int H_{\Phi}\PAR{{\frac{f'}{f}}}f^2d\mu_\Phi, \text{with} H_{\Phi}(x)= {\begin{array}{rl} \Phi^*\PAR{Bx} &\text{if }\ABS{x}\geq D, x^2 &\text{if}\ABS{x}\leq D. \end{array} . \end{equation*}

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