Georgia Institute of Technology College of Sciences

Weighted Poincar\'e inequalities known for various laws such as the exponential or Cauchy ones are shown to follow from the "usual"  Poincar\'e inequality involving the non-local gradient.  A key ingredient in showing so is a covariance representation and Hardy's inequality.  

The framework under study is quite general and comprises infinitely divisible laws as well as some log-concave ones.  This same covariance representation is then used to obtain quantitative concentration inequalities of exponential type, recovering in particular the Gaussian results.  

Joint Work with Benjamin Arras.