An observation about submatrices.
Inégalités isopérimétriques en analyse et probabilités
Une remarque sur la convergence des martingales à deux indices
A note on large deviations for Wiener chaos
La loi du logarithme itéré pour les variables aléatoires prégaussiennes à valeurs dans un espace de Banach à norme régulière
La loi du logarithme itéré bornée dans les espaces de Banach
Inégalités isopérimétriques et calcul stochastique
Arrêt par régions de
Concentration of measure and logarithmic Sobolev inequalities
Logarithmic Sobolev inequalities for unbounded spin systems revisited
On Talagrand's deviation inequalities for product measures
Transformées de Burkholder et sommabilité de Martingales à deux paramètres.
Sur les déviations modérées des sommes de variables aléatoires vectorielles indépendantes de même loi
Classe et martingales fortes à paramètre bidimensionnel
Analytic and Geometric Logarithmic Sobolev Inequalities
We survey analytic and geometric proofs of classical logarithmic Sobolev inequalities for Gaussian and more general strictly log-concave probability measures. Developments of the last decade link the two approaches through heat kernel and Hamilton-Jacobi equations, inequalities in convex geometry and mass transportation.
The geometry of Markov diffusion generators
Sobolev-Kantorovich Inequalities
In a recent work, E. Cinti and F. Otto established some new interpolation inequalities in the study of pattern formation, bounding the Lr(μ)-norm of a probability density with respect to the reference measure μ by its Sobolev norm and the Kantorovich-Wasserstein distance to μ. This article emphasizes this family of interpolation inequalities, called Sobolev-Kantorovich inequalities, which may be established in the rather large setting of non-negatively curved (weighted) Riemannian manifolds by means...
On Talagrand's deviation inequalities for product measures
We present a new and simple approach to some of the deviation inequalities for product measures deeply investigated by M. Talagrand in the recent years. Our method is based on functional inequalities of Poincaré and logarithmic Sobolev type and iteration of these inequalities. In particular, we establish with theses tools sharp deviation inequalities from the mean on norms of sums of independent random vectors and empirical processes. Concentration for the Hamming distance may also be deduced...
Martingale representation and a simple proof of logarithmic Sobolev inequalities on path spaces.
A logarithmic Sobolev form of the Li-Yau parabolic inequality.
We present a finite dimensional version of the logarithmic Sobolev inequality for heat kernel measures of non-negatively curved diffusion operators that contains and improves upon the Li-Yau parabolic inequality. This new inequality is of interest already in Euclidean space for the standard Gaussian measure. The result may also be seen as an extended version of the semigroup commutation properties under curvature conditions. It may be applied to reach optimal Euclidean logarithmic Sobolev inequalities...
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