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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
 
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7. Date (YYYY-MM-DD) 2010-04-09
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
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
 
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