One useful form of the modified logarithmic Sobolev inequality is the following. For a function of independent coordinates, let
and . If and , the inequality gives
and the Herbst argument yields
Talagrand's one-sided bounded differences inequality gives the complementary tail under the same one-sided bounded-difference condition:
Equivalent versions use an independent coordinate replacement and its conditional positive-part variance proxy.
The same one-sided proxy lets Talagrand's one-sided bounded differences inequality control the opposite deviation:
The variance estimate in part b verifies the finite-variance hypothesis in formulations of Talagrand's inequality that state it explicitly.
Talagrand's one-sided bounded differences inequality Created 2026-09-24 Updated 2026-11-05
A useful precise version of Talagrand's one-sided bounded differences inequality assumes that independent random variables enter a measurable function for which there are nonnegative coordinate weights satisfying the global comparison
Put and . When and is integrable,
The global comparison is stronger than bounding separate coordinate changes at one input. This distinction matters for a lower tail.[ref]
For a differentiable convex function on , the supporting-gradient inequality verifies the comparison with . Thus controls the lower tail. Applying the theorem to the negative of a concave function gives its upper tail. For example, has , giving as a valid, though conservative, lower-tail bound.