Dimensional improvements of the logarithmic Sobolev, Talagrand and Brascamp.Lieb inequalities

Citation
Bolley, François et al., Dimensional improvements of the logarithmic Sobolev, Talagrand and Brascamp.Lieb inequalities, Annals of probability (Online) , 46(1), 2020, pp. 261-301
ISSN journal
2168894X
Volume
46
Issue
1
Year of publication
2020
Pages
261 - 301
Database
ACNP
SICI code
Abstract
In this work, we consider dimensional improvements of the logarithmic Sobolev, Talagrand and Brascamp.Lieb inequalities. For this, we use optimal transport methods and the Borell.Brascamp.Lieb inequality. These refinements can be written as a deficit in the classical inequalities. They have the right scale with respect to the dimension. They lead to sharpened concentration properties as well as refined contraction bounds, convergence to equilibrium and short time behavior for the laws of solutions to stochastic differential equations.