English

A new characterization of quadratic transportation-information inequalities

Probability 2016-06-08 v3

Abstract

It is known that a quadratic transportation-information inequality W2I\mathrm{W_2I} interpolates between the Talagrand's inequality W2H\mathrm{W_2H} and the log-Sobolev inequality (LSI for short). The aim of the present paper is threefold: (1) To prove the equivalence of W2I\mathrm{W_2I} and the Lyapunov condition, which gives a new characterization inspired by Cattiaux-Guillin-Wu [8]. (2) To prove the stability of W2I\mathrm{W_2I} under bounded perturbations, which gives a transference principle in the sense of Holley-Stroock. (3) To prove W2H\mathrm{W_2H} through a restricted W2I\mathrm{W_2I}, which gives a counterpart of the restricted LSI presented by Gozlan-Roberto-Samson [15].

Keywords

Cite

@article{arxiv.1506.02489,
  title  = {A new characterization of quadratic transportation-information inequalities},
  author = {Yuan Liu},
  journal= {arXiv preprint arXiv:1506.02489},
  year   = {2016}
}

Comments

12 pages, modified according to the referee's review