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Laurent Miclo

Publications and source records attributed to Laurent Miclo.

38 records · Page 3Linked to original sources

Modified logarithmic Sobolev inequalities in null curvature

We present a logarithmic Sobolev inequality adapted to a log-concave measure. Assume that $Φ$ is a symmetric convex function on $\dR$ satisfying $(1+\e)Φ(x)\leq {x}Φ'(x)\leq(2-\e)Φ(x)$ for $x\geq0$ large enough and with $\e\in]0,1/2]$. We prove that the probability measure on $\dR$ $μ_Φ(dx)=e^{-Φ(x)}/Z_Φdx$ 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{μ_Φ}{f^2}\leq A\int H_Φ\PAR{{\frac{f'}{f}}}f^2dμ_Φ, \text{with} H_Φ(x)= {\begin{array}{rl} Φ^*\PAR{Bx} &\text{if }\ABS{x}\geq D, x^2 &\text{if}\ABS{x}\leq D. \end{array} . \end{equation*}

math.PR↗

Modified logarithmic Sobolev inequalities and transportation inequalities

We present a class of modified logarithmic Sobolev inequality, interpolating between Poincaré and logarithmic Sobolev inequalities, suitable for measures of the type $\exp(-|x|^\al)$ or more complex $\exp(-|x|^\al\log^β(2+|x|))$ ($\al\in]1,2[$ and $\be\in\dR$) which lead to new concentration inequalities. These modified inequalities share common properties with usual logarithmic Sobolev inequalities, as tensorisation or perturbation, and imply as well Poincaré inequality. We also study the link between these new modified logarithmic Sobolev inequalities and transportation inequalities.

math.PR↗