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24
Exponential integrability and transportation cost related to logarithmic Sobolev inequalities
 J. FUNCT. ANAL
, 1999
"... We study some problems on exponential integrability, concentration of measure, and transportation cost related to logarithmic Sobolev inequalities. On the real line, we then give a characterization of those probability measures which satisfy these inequalities. ..."
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Cited by 81 (4 self)
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We study some problems on exponential integrability, concentration of measure, and transportation cost related to logarithmic Sobolev inequalities. On the real line, we then give a characterization of those probability measures which satisfy these inequalities.
Interpolated inequalities between exponential and Gaussian, Orlicz hypercontractivity and isoperimetry
, 2004
"... ..."
Isoperimetric Constants For Product Probability Measures
 Ann. Probab
, 1995
"... A dimension free lower bound is found for isoperimetric constants of product probability measures. From this, some analytic inequalities are derived. 1 Introduction Let (X; d) be a metric space equipped with a nonatomic, separable Borel probability measure ¯. In the present paper we study the qua ..."
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Cited by 28 (5 self)
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A dimension free lower bound is found for isoperimetric constants of product probability measures. From this, some analytic inequalities are derived. 1 Introduction Let (X; d) be a metric space equipped with a nonatomic, separable Borel probability measure ¯. In the present paper we study the quantity Is(¯) = inf ¯ + (A) min(¯(A); 1 \Gamma ¯(A)) (1:1) Key words: Isoperimetry, Poincar'e Inequalities, Cheeger's inequality, Khinchine Kahane inequality, Holder's Inequality y Research supported in part by the ISF grant NZX000 and NZX300. This author enjoyed the hospitality of the Faculty of Wiskunde and Informatica, Free University of Amsterdam, while part of this research was carried out. z Research supported in part by an NSF Postdoctoral Fellowship. This author enjoyed the hospitality of Le Cermics, ENPC, France, of the Steklov Mathematical Institute (Sankt Petersburg branch) and of the Department of Mathematics, University of Syktyvkar, Russia, while part of this research...
Isoperimetry between exponential and Gaussian
 Electronic J. Prob
"... We study in details the isoperimetric profile of product probability measures with tails between the exponential and the Gaussian regime. In particular we exhibit many examples where coordinate halfspaces are approximate solutions of the isoperimetric problem. 1 ..."
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Cited by 16 (7 self)
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We study in details the isoperimetric profile of product probability measures with tails between the exponential and the Gaussian regime. In particular we exhibit many examples where coordinate halfspaces are approximate solutions of the isoperimetric problem. 1
Laws of large numbers and tail inequalities for random tries and Patricia trees
 Journal of Computational and Applied Mathematics
, 2002
"... Abstract. We consider random tries and random patricia trees constructed from n independent strings of symbols drawn from any distribution on any discrete space. If Hn is the height of this tree, we show that Hn/E{Hn} tends to one in probability. Additional tail inequalities are given for the height ..."
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Cited by 15 (5 self)
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Abstract. We consider random tries and random patricia trees constructed from n independent strings of symbols drawn from any distribution on any discrete space. If Hn is the height of this tree, we show that Hn/E{Hn} tends to one in probability. Additional tail inequalities are given for the height, depth, size, and profile of these trees and ordinary tries that apply without any conditions on the string distributions—they need not even be identically distributed.
Concentration for independent random variables with heavy tails
 AMRX
, 2005
"... If a random variable is not exponentially integrable, it is known that no concentration inequality holds for an infinite sequence of independent copies. Under mild conditions, we establish concentration inequalities for finite sequences of n independent copies, with good dependence in n. 1 ..."
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Cited by 14 (8 self)
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If a random variable is not exponentially integrable, it is known that no concentration inequality holds for an infinite sequence of independent copies. Under mild conditions, we establish concentration inequalities for finite sequences of n independent copies, with good dependence in n. 1
On the role of convexity in isoperimetry, spectralgap and concentration
 Invent. Math
"... We show that for convex domains in Euclidean space, Cheeger’s isoperimetric inequality, spectral gap of the Neumann Laplacian, exponential concentration of Lipschitz functions, and the apriori weakest requirement that Lipschitz functions have arbitrarily slow uniform taildecay, are all quantitativ ..."
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Cited by 12 (3 self)
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We show that for convex domains in Euclidean space, Cheeger’s isoperimetric inequality, spectral gap of the Neumann Laplacian, exponential concentration of Lipschitz functions, and the apriori weakest requirement that Lipschitz functions have arbitrarily slow uniform taildecay, are all quantitatively equivalent (to within universal constants, independent of the dimension). This substantially extends previous results of Maz’ya, Cheeger, Gromov– Milman, Buser and Ledoux. As an application, we conclude a sharp quantitative stability result for the spectral gap of convex domains under convex perturbations which preserve volume (up to constants) and under maps which are “onaverage ” Lipschitz. We also provide a new characterization (up to constants) of the spectral gap of a convex domain, as one over the square of the average distance from the “worst ” subset having half the measure of the domain. In addition, we easily recover and extend many previously known lower bounds on the spectral gap of convex domains, due to Payne–Weinberger, Li–Yau, Kannan– Lovász–Simonovits, Bobkov and Sodin. The proof involves estimates on the diffusion semigroup following Bakry–Ledoux and a result from Riemannian Geometry on the concavity of the isoperimetric profile. Our results extend to the more general setting of Riemannian manifolds with density which satisfy the CD(0, ∞) curvaturedimension condition of BakryÉmery. 1
On the infimum convolution inequality
"... In the paper we study the infimum convolution inequalites. Such an inequality was first introduced by B. Maurey to give the optimal concentration of measure behaviour for the product exponential measure. We show how IC inequalities are tied to concentration and study the optimal cost functions for a ..."
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Cited by 6 (0 self)
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In the paper we study the infimum convolution inequalites. Such an inequality was first introduced by B. Maurey to give the optimal concentration of measure behaviour for the product exponential measure. We show how IC inequalities are tied to concentration and study the optimal cost functions for an arbitrary probability measure µ. In particular, we show the optimal IC inequality for product log–concave measures and for uniform measures on the ℓ n p balls. Such an optimal inequality implies, for a given measure, in particular the Central Limit Theorem of Klartag and the tail estimates of Paouris. 1
Functional inequalities for heavy tails distributions and application to isoperimetry
, 2008
"... Abstract. This paper is devoted to the study of probability measures with heavy tails. Using the Lyapunov function approach we prove that such measures satisfy different kind of functional inequalities such as weak Poincaré and weak Cheeger, weighted Poincaré and weighted Cheeger inequalities and th ..."
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Cited by 5 (4 self)
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Abstract. This paper is devoted to the study of probability measures with heavy tails. Using the Lyapunov function approach we prove that such measures satisfy different kind of functional inequalities such as weak Poincaré and weak Cheeger, weighted Poincaré and weighted Cheeger inequalities and their dual forms. Proofs are short and we cover very large situations. For product measures onR n we obtain the optimal dimension dependence using the mass transportation method. Then we derive (optimal) isoperimetric inequalities. Finally we deal with spherically symmetric measures. We recover and improve many previous results.
Modified logarithmic Sobolev inequalities on R
, 2008
"... We provide a sufficient condition for a measure on the real line to satisfy a modified logarithmic Sobolev inequality, thus extending the criterion of Bobkov and Götze. Under mild assumptions the condition is also necessary. Concentration inequalities are derived. This completes the picture given in ..."
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Cited by 5 (2 self)
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We provide a sufficient condition for a measure on the real line to satisfy a modified logarithmic Sobolev inequality, thus extending the criterion of Bobkov and Götze. Under mild assumptions the condition is also necessary. Concentration inequalities are derived. This completes the picture given in recent contributions by Gentil, Guillin and Miclo. 1