Moment estimates implied by modified log-Sobolev inequalities
Abstract
We study a class of logarithmic Sobolev inequalities with a general form of the energy functional. The class generalizes various examples of modified logarithmic Sobolev inequalities considered previously in the literature. Refining a method of Aida and Stroock for the classical logarithmic Sobolev inequality, we prove that if a measure on $\mathbb{R}^n$ satisfies a modified logarithmic Sobolev inequality then it satisfies a family of $L^p$-Sobolev-type inequalities with non-Euclidean norms of gradients (and dimension-independent constants). The latter are shown to yield various concentration-type estimates for deviations of smooth (not necessarily Lipschitz) functions and measures of enlargements of sets corresponding to non-Euclidean norms. We also prove a two-level concentration result for functions of bounded Hessian and measures satisfying the classical logarithmic Sobolev inequality.
- Publication:
-
arXiv e-prints
- Pub Date:
- September 2015
- DOI:
- 10.48550/arXiv.1509.07565
- arXiv:
- arXiv:1509.07565
- Bibcode:
- 2015arXiv150907565A
- Keywords:
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- Mathematics - Probability;
- Mathematics - Functional Analysis;
- 60E15;
- 26D10