Ali Barki (ModalX)
Exponential inequalities in probability spaces revisited
In this talk, 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. This is a joint work with Sergey Bobkov, Esther Bou Dagher and Cyril Roberto.
