Poincar\'e inequality for non euclidean metrics and transportation cost inequalities on $\mathbb{R}^d$

TL;DR

This paper develops Poincaré inequalities for non-Euclidean metrics on , leading to dimension-free concentration inequalities for product measures with various concentration rates, and explores their relations to transportation-cost and infimum convolution inequalities.

Contribution

It introduces new Poincaré inequalities for non-Euclidean metrics and links them to transportation-cost inequalities, expanding the scope of concentration inequalities.

Findings

Dimension-free concentration inequalities derived for product measures.

Applicable to a range of concentration rates from exponential to Gaussian.

Comparison with generalized Beckner-Latala-Oleszkiewicz inequalities.

Abstract

In this paper, we consider Poincar\'e inequalities for non euclidean metrics on $\mathbb{R}^d$. These inequalities enable us to derive precise dimension free concentration inequalities for product measures. This technique is appropriate for a large scope of concentration rate: between exponential and gaussian and beyond. We give different equivalent functional forms of these Poincar\'e type inequalities in terms of transportation-cost inequalities and infimum convolution inequalities. Workable sufficient conditions are given and a comparison is made with generalized Beckner-Latala-Oleszkiewicz inequalities.