-entropy inequalities and asymmetric covariance estimates for convex measures

Abstract

In this paper, we use the semi-group method and an adaptation of the L2-method of H\"ormander to establish some -entropy inequalities and asymmetric covariance estimates for the strictly convex measures in Rn. These inequalities extends the ones for the strictly log-concave measures to more general setting of convex measures. The -entropy inequalities are turned out to be sharp in the special case of Cauchy measures. Finally, we show that the similar inequalities for log-concave measures can be obtained from our results in the limiting case.

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