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Logarithmic Sobolev Inequalities

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Abstract

There is an interesting connection between our considerations here and L. Gross’s theory of logarithmic Sobolev inequalities. For our purposes, it is best to describe a logarithmic Sobolev inequality in the following terms. Let {Px: x ∈ E} satisfy (S.C.) with respect to m ∈ m1 (E). A logarithmic Sobolev inequality is a statement of the form:

$$ {J_m} \leqslant \alpha {J_{\sigma }} $$
((9.1))

for some α > 0, where Jm: m1(E) → [0, ∞) ∪ {∞} is defined by: Obviously, (9.1) has interesting implications for the large deviation theory associated with {Px: x ∈ E}.

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© 1984 Springer-Verlag New York Inc.

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Stroock, D.W. (1984). Logarithmic Sobolev Inequalities. In: An Introduction to the Theory of Large Deviations. Universitext. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-8514-1_10

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  • DOI: https://doi.org/10.1007/978-1-4613-8514-1_10

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-0-387-96021-0

  • Online ISBN: 978-1-4613-8514-1

  • eBook Packages: Springer Book Archive

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