Modified logarithmic Sobolev inequalities in null curvature

被引:0
作者
Gentil, Ivan
Guillin, Arnaud
Miclo, Laurent
机构
[1] Univ Paris 09, UMR 7534, CEREMADE, F-75775 Paris 16, France
[2] CNRS, F-75775 Paris, France
[3] Univ Aix Marseille 1, Ecole Cent Marseille, UMR 6632, F-13453 Marseille 13, France
[4] Univ Aix Marseille 1, LATP, UMR 6632, F-13453 Marseille 13, France
[5] CNRS, F-13453 Marseille 13, France
[6] Univ Aix Marseille 1, UMR 6632, Lab Anal Topol & Probabil, F-13453 Marseille 13, France
关键词
logarithmic Sobolev inequality; Poincare inequality; concentration inequality; log-concave measure;
D O I
暂无
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We present a new logarithmic Sobolev inequality adapted to a log-concave measure on R between the exponential and the Gaussian measure. More precisely, assume that Phi is a symmetric convex function on R satisfying (1 + epsilon)Phi(x) <= x Phi' (x) <= (2 - epsilon)Phi(x) for x >= 0 large enough and with epsilon is an element of]0, 1/2]. We prove that the probability measure on R u(Phi)(dx) = e(-Phi(x))/Z(Phi)dx satisfies a modified and adapted logarithmic Sobolev inequality: there exist three constants A, B, C > 0 such that for all smooth functions f > 0, Ent(mu Phi) (f(2)) <= A integral H-Phi ((f)/(f')) f(2)d mu(Phi), with H Phi (x) = {(x2)(Phi* (Bx)) (if vertical bar x vertical bar >= C,)/(if vertical bar x vertical bar < C), where Phi* is the Legendre-Fenchel transform of Phi.
引用
收藏
页码:235 / 258
页数:24
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