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Sobolev inequalities for probability measures on the real line

F. BartheC. Roberto — 2003

Studia Mathematica

We give a characterization of those probability measures on the real line which satisfy certain Sobolev inequalities. Our starting point is a simpler approach to the Bobkov-Götze characterization of measures satisfying a logarithmic Sobolev inequality. As an application of the criterion we present a soft proof of the Latała-Oleszkiewicz inequality for exponential measures, and describe the measures on the line which have the same property. New concentration inequalities for product measures follow....

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