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arxiv: 1505.05493 · v2 · pith:AFGM7PUCnew · submitted 2015-05-20 · 🧮 math.PR

Modified log-Sobolev inequalities for convex functions on the real line. Sufficient conditions

classification 🧮 math.PR
keywords convexlog-sobolevfunctionsinequalitiesinequalitymodifiedlinereal
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We provide a mild sufficient condition for a probability measure on the real line to satisfy a modified log-Sobolev inequality for convex functions, interpolating between the classical log-Sobolev inequality and a Bobkov-Ledoux type inequality. As a consequence we obtain dimension-free two-level concentration results for convex function of independent random variables with sufficiently regular tail decay. We also provide a link between modified log-Sobolev inequalities for convex functions and weak transport-entropy inequalities, complementing recent work by Gozlan, Roberto, Samson, and Tetali.

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