1. Poincaré inequalities and dimension free concentration of measure.
- Author
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Gozlan, Nathael
- Subjects
- *
MATHEMATICAL inequalities , *NON-Euclidean geometry , *MATHEMATICAL convolutions , *GAUSSIAN processes , *PROBABILITY theory , *MATHEMATICAL statistics - Abstract
In this paper, we consider Poincaré inequalities for non-Euclidean metrics on ℝd. These inequalities enable us to derive precise dimension free concentration inequalities for product measures. This technique is appropriate for a large scope of concentration rate: between exponential and Gaussian and beyond. We give equivalent functional forms of these Poincaré type inequalities in terms of transportation-cost inequalities and inf-convolution inequalities. Workable sufficient conditions are given and a comparison is made with super Poincaré inequalities. [ABSTRACT FROM AUTHOR]
- Published
- 2010
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