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In this paper, we use the semi-group method and an adaptation of the method of H"ormander to establish some entropy inequalities and asymmetric covariance estimates for the strictly convex measures in $\mathbb R^n$. These inequalities extends the ones for the strictly log-concave measures to more general setting of convex measures. The entropy inequalities are turned out to be sharp in the special case of Cauchy measures. Finally, we show that the similar inequalities for log-concave measures can be obtained from our results in the limiting case.

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