Quantitative logarithmic Sobolev inequalities and stability estimates

preprint2014arXivOpen access

Abstract

We establish an improved form of the classical logarithmic Sobolev inequality for the Gaussian measure restricted to probability densities which satisfy a Poincaré inequality. The result implies a lower bound on the deficit in terms of the quadratic Kantorovich-Wasserstein distance. We similarly investigate the deficit in the Talagrand quadratic transportation cost inequality this time by means of an L1{\rm L}^1-Kantorovich-Wasserstein distance, optimal for product measures, and deduce a lower bound on the deficit in the logarithmic Sobolev inequality in terms of this metric. Applications are given in the context of the Bakry-Émery theory and the coherent state transform. The proofs combine tools from semigroup and heat kernel theory and optimal mass transportation.

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