Related papers: A variational approach to some transport inequalit…
The aim of this paper is to show that a probability measure concentrates independently of the dimension like a gaussian measure if and only if it verifies Talagrand's $\T_2$ transportation-cost inequality. This theorem permits us to give a…
In this paper, we introduce weak optimal entropy transport problems that cover both optimal entropy transport problems and weak optimal transport problems introduced by Liero, Mielke, and Savar\'{e} [27]; and Gozlan, Roberto, Samson and…
In this survey we review Hamilton's entropy and Perelman's entropy, and provide motivations for these concepts. Then we review recent results on the logarithmic Sobolev inequality, the Sobolev inequalities and kappa-noncollapsing estimates…
We give an alternative proof and some extensions of results of Carlier, Figalli and Santambrogio on polynomial upper bounds on the Brenier map between probability measures under various conditions on the densities. The proofs are based on…
The existence of extremal functions for the Sobolev trace inequalities is studied using the concentration compactness theorem. The conjectured extremal, the function of conformal factor, is considered and is proved to be an actual extremal…
The optimal transport problem studies how to transport one measure to another in the most cost-effective way and has wide range of applications from economics to machine learning. In this paper, we introduce and study an information…
We study the transportation problem on the unit sphere $S^{n-1}$ for symmetric probability measures and the cost function $c(x,y) = \log \frac{1}{\langle x, y \rangle}$. We calculate the variation of the corresponding Kantorovich functional…
We construct a transport map from Poisson point processes onto ultra-log-concave measures over the natural numbers, and show that this map is a contraction. Our approach overcomes the known obstacles to transferring functional inequalities…
Through the main example of the Ornstein-Uhlenbeck semigroup, the Bakry-Emery criterion is presented as a main tool to get functional inequalities as Poincar\'e or logarithmic Sobolev inequalities. Moreover an alternative method using the…
We derive sufficient conditions for a probability measure on a finite product space (a spin system) to satisfy a (modified) logarithmic Sobolev inequality. We establish these conditions for various examples, such as the (vertex-weighted)…
In the paper we pursue the analysis from the section 5 of the Talagrand's paper "Sample boundedness of stochastic processes under increment conditions." Ann. Probab. 18, No. 1, 1-49. In particular we give the proof of some Sobolev…
By using Girsanov transformation and martingale representation, Talagrand-type transportation cost inequalities, with respect to both the uniform and the $L^2$ distances on the global free path space, are established for the segment process…
Biane proved the free analog of the logarithmic Sobolev inequality for probability measures on the real line by means of random matrix approximation procedure. We show that the same method can be applied to reprove Biane and Voiculescu's…
We propose and study a system of Schr\"odinger's problems and functional equations in probability theory. More precisely, we consider a system of variational problems of relative entropies for probability measures on a Euclidean space with…
We discuss a space of Young measures in connection with some variational problems. We use it to present a proof of the Theorem of Tonelli on the existence of minimizing curves. We generalize a recent result of Ambrosio, Gigli and Savar\'e…
In their seminal work, Cordero-Erausquin, Nazaret and Villani [Adv. Math., 2004] proved sharp Sobolev inequalities in Euclidean spaces via Optimal Mass Transportation, raising the question whether their approach is powerful enough to…
The de cit in the logarithmic Sobolev inequality for the Gaussian measure is considered and estimated by means of transport and information-theoretic distances.
We give a sufficient and necessary condition for a probability measure $\mu$ on the real line to satisfy the logarithmic Sobolev inequality for convex functions. The condition is expressed in terms of the unique left-continuous and…
In this article we derive Talagrand's $T_2$ inequality on the path space w.r.t. the maximum norm for various stochastic processes, including solutions of one-dimensional stochastic differential equations with measurable drifts, backward…
We review some simple techniques based on monotone mass transport that allow to obtain transport-type inequalities for any log-concave probability measure, and for more general measures as well. We discuss quantitative forms of these…