The Poincar\'e inequality and quadratic transportation-variance inequalities
Abstract
It is known that the Poincar\'e inequality is equivalent to the quadratic transportation-variance inequality (namely ), see Jourdain \cite{Jourdain} and most recently Ledoux \cite{Ledoux18}. We give two alternative proofs to this fact. In particular, we achieve a smaller 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 and its centralization for , which may be viewed as some special counterpart of the Rothaus' lemma for relative entropy. Then it yields some new bound of associated to the variance of rather than . 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