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Exponential inequalities in probability spaces revisited
- Publication Year :
- 2023
-
Abstract
- We revisit several results on exponential integrability in probability spaces and derive some new ones. In particular, we give a quantitative form of recent results by Cianchi-Musil and Pick in the framework of Moser-Trudinger-type inequalities, and recover Ivanisvili-Russell's inequality for the Gaussian measure. One key ingredient is the use of a dual argument, which is new in this context, that we also implement in the discrete setting of the Poisson measure on integers.
- Subjects :
- Mathematics - Probability
Mathematics - Functional Analysis
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2306.00209
- Document Type :
- Working Paper