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arxiv: 0710.5025 · v1 · submitted 2007-10-26 · 🧮 math.PR

From the Pr\'ekopa-Leindler inequality to modified logarithmic Sobolev inequality

classification 🧮 math.PR
keywords inequalitylogarithmicsobolevmodifiedconvexekopa-leindlerpotentialstrictly
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We develop in this paper an improvement of the method given by S. Bobkov and M. Ledoux. Using the Pr\'ekopa-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.

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