Sobolev inequalities for probability measures on the real line
Résumé
We give a characterization of those probability measures on the real line which satisfy certain Sobolev inequalities. Our starting point is a simpler approach to the Bobkov-Gotze characterization of measures satisfying a logarithmic Sobolev inequality. As an application of the criterion we present a soft proof of the Latala-Oleszkiewicz inequality for exponential measures, and describe the measures on the line which have the same property. New concentration inequalities for product measures follow.