Functional Inequalities for Heavy Tailed Distributions and Application to Isoperimetry
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1. | Title | Title of document | Functional Inequalities for Heavy Tailed Distributions and Application to Isoperimetry |
2. | Creator | Author's name, affiliation, country | Patrick Cattiaux; Université de Toulouse; France |
2. | Creator | Author's name, affiliation, country | Nathael Gozlan; Université Paris-Est Marne-la-Vallée; France |
2. | Creator | Author's name, affiliation, country | Arnaud Guillin; Université Blaise Pascal; France |
2. | Creator | Author's name, affiliation, country | Cyril Roberto; Université Paris-Est Marne-la-Vallée; France |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | weighted Poincaré inequalities, weighted Cheeger inequalities, Lyapunov function, weak inequalities, isoperimetric profile |
3. | Subject | Subject classification | 60E15 - 26D10 |
4. | Description | 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 on $\mathbb{R}^n$ 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 result |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | |
7. | Date | (YYYY-MM-DD) | 2010-04-09 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ejp.ejpecp.org/article/view/754 |
10. | Identifier | Digital Object Identifier | 10.1214/EJP.v15-754 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Journal of Probability; Vol 15 |
12. | Language | English=en | |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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