English

The Poincar\'e inequality and quadratic transportation-variance inequalities

Probability 2019-12-11 v5

Abstract

It is known that the Poincar\'e inequality is equivalent to the quadratic transportation-variance inequality (namely W22(fμ,μ)CVVarμ(f)W_2^2(f\mu,\mu) \leqslant C_V \mathrm{Var}_\mu(f)), see Jourdain \cite{Jourdain} and most recently Ledoux \cite{Ledoux18}. We give two alternative proofs to this fact. In particular, we achieve a smaller CVC_V than before, which equals the double of Poincar\'e constant. Applying the same argument leads to more characterizations of the Poincar\'e inequality. Our method also yields a by-product as the equivalence between the logarithmic Sobolev inequality and strict contraction of heat flow in Wasserstein space provided that the Bakry-\'Emery curvature has a lower bound (here the control constants may depend on the curvature bound). Next, we present a comparison inequality between W22(fμ,μ)W_2^2(f\mu,\mu) and its centralization W22(fcμ,μ)W_2^2(f_c\mu,\mu) for fc=fμ(f)2Varμ(f)f_c = \frac{|\sqrt{f} - \mu(\sqrt{f})|^2}{\mathrm{Var}_\mu (\sqrt{f})}, which may be viewed as some special counterpart of the Rothaus' lemma for relative entropy. Then it yields some new bound of W22(fμ,μ)W_2^2(f\mu,\mu) associated to the variance of f\sqrt{f} rather than ff. As a by-product, we have another proof to derive the quadratic transportation-information inequality from Lyapunov condition, avoiding the Bobkov-G\"otze's characterization of the Talagrand's inequality.

Keywords

Cite

@article{arxiv.1902.04196,
  title  = {The Poincar\'e inequality and quadratic transportation-variance inequalities},
  author = {Yuan Liu},
  journal= {arXiv preprint arXiv:1902.04196},
  year   = {2019}
}

Comments

17 pages, small mistakes are fixed and the proof of Lemma 3.1 is rewritten due to the referee's comments, one new reference is added