Functional inequalities for Gaussian convolutions of compactly supported measures: Explicit bounds and dimension dependence

Abstract

The aim of this paper is to establish various functional inequalities for the convolution of a compactly supported measure and a standard Gaussian distribution on $\mathbb{R}^{d}$. We especially focus on getting good dependence of the constants on the dimension. We prove that the Poincaré inequality holds with a dimension-free bound. For the logarithmic Sobolev inequality, we improve the best known results (Zimmermann, JFA 2013) by getting a bound that grows linearly with the dimension. We also establish transport-entropy inequalities for various transport costs.