Transport inequalities for random point measures
Abstract
We derive transport-entropy inequalities for mixed binomial point processes, and for Poisson point processes. We show that when the finite intensity measure satisfies a Talagrand transport inequality, the law of the point process also satisfies a Talagrand type transport inequality. We also show that a Poisson point process (with arbitrary -finite intensity measure) always satisfies a universal transport-entropy inequality \`a la Marton. We explore the consequences of these inequalities in terms of concentration of measure and modified logarithmic Sobolev inequalities. In particular, our results allow one to extend a deviation inequality by Reitzner [31], originally proved for Poisson random measures with finite mass.
Cite
@article{arxiv.2002.04923,
title = {Transport inequalities for random point measures},
author = {Nathael Gozlan and Ronan Herry and Giovanni Peccati},
journal= {arXiv preprint arXiv:2002.04923},
year = {2024}
}
Comments
33 pages, comments are welcome