From concentration to logarithmic Sobolev and Poincare inequalities

Nathael Gozlan (1) , Cyril Roberto (1) , Paul-Marie Samson (1)

1 LAMA - Laboratoire d'Analyse et de Mathématiques Appliquées

We give a new proof of the fact that Gaussian concentration implies the logarithmic Sobolev inequality when the curvature is bounded from below, and also that exponential concentration implies Poincare inequality under null curvature condition. Our proof holds on non-smooth structures, such as length spaces, and provides a universal control of the constants. We also give a new proof of the equivalence between dimension free Gaussian concentration and Talagrand's transport inequality. (C) 2010 Elsevier Inc. All rights reserved.

Domaines: Physique mathématique [math-ph]

Nathael Gozlan, Cyril Roberto, Paul-Marie Samson. From concentration to logarithmic Sobolev and Poincare inequalities. Journal of Functional Analysis, 2011, 260 (5), pp.1491--1522. ⟨10.1016/j.jfa.2010.11.010⟩. ⟨hal-00692994⟩