A new modified logarithmic Sobolev inequality for Poisson point processes and several applications
成果类型:
Article
署名作者:
Wu, LM
署名单位:
Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Universite Clermont Auvergne (UCA); Wuhan University
刊物名称:
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN:
0178-8051
DOI:
10.1007/PL00008749
发表日期:
2000
页码:
427-438
关键词:
摘要:
By means of the martingale representation, we establish a new modified logarithmic Sobolev inequality, which covers the previous modified logarithmic Sobolev inequalities of Bobkov-Ledoux and the L-1-logarithmic Sobolev inequality obtained in our previous work. From it we derive several sharp deviation inequalities of Talagrand's type, by following the powerful Herbst method developed recently by Ledoux and al. Moreover this new modified logarithmic Sobolev inequality is transported on the discontinuous path space with respect to the law of a Levy process.
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