From the Prékopa-Leindler inequality to modified logarithmic Sobolev inequality
Abstract
We develop in this paper an improvement of the method given by S. Bobkov and M. Ledoux. Using the Prékopa-Leindler inequality, we prove a modified logarithmic Sobolev inequality adapted for all measures on $\dR^n$, with a strictly convex and super-linear potential. This inequality implies modified logarithmic Sobolev inequality for all uniform strictly convex potential as well as the Euclidean logarithmic Sobolev inequality.
Domains
Probability [math.PR]
Origin : Files produced by the author(s)
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