Poincare's inequalities and Talagrand's concentration phenomenon for the exponential distribution

被引:97
作者
Bobkov, S [1 ]
Ledoux, M [1 ]
机构
[1] UNIV TOULOUSE 3,CNRS,DEPT MATH,LAB STAT & PROBABIL,F-31062 TOULOUSE,FRANCE
关键词
D O I
10.1007/s004400050090
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We present a simple proof, based oil modified logarithmic Sobolev inequalities, of Talagrand's concentration inequality for the exponential distribution. We actually observe that every measure satisfying a Poincare inequality shares the same concentration phenomenon. We also discuss exponential integrability under Poincare inequalities and its consequence to sharp diameter upper bounds on spectral gaps.
引用
收藏
页码:383 / 400
页数:18
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