Weighted poincaré-type inequalities for cauchy and other convex measures

Abstract

Brascamp-Lieb-type, weighted Poincaré-type and related analytic inequalities are studied for multidimensional Cauchy distributions and more general ?-concave probability measures (in the hierarchy of convex measures). In analogy with the limiting (infinite-dimensional log-concave) Gaussian model, the weighted inequalities fully describe the measure concentration and large deviation properties of this family of measures. Cheegertype isoperimetric inequalities are investigated similarly, giving rise to a common eight in the class of concave probability measures under consideration. © Institute of Mathematical Statistics, 2009.