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We give a new proof of the sharp symmetrized form of Talagrand's transport-entropy inequality. Compared to stochastic proofs of other Gaussian functional inequalities, the new idea here is a certain coupling induced by time-reversed…

Probability · Mathematics 2024-07-15 Thomas A. Courtade , Max Fathi , Dan Mikulincer

We establish a dimension-free improvement of Talagrand's Gaussian transport-entropy inequality, under the assumption that the measures satisfy a Poincar\'e inequality. We also study stability of the inequality, in terms of relative entropy,…

Probability · Mathematics 2021-04-27 Dan Mikulincer

It is known that a quadratic transportation-information inequality $\mathrm{W_2I}$ interpolates between the Talagrand's inequality $\mathrm{W_2H}$ and the log-Sobolev inequality (LSI for short). The aim of the present paper is threefold:…

Probability · Mathematics 2016-06-08 Yuan Liu

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…

Probability · Mathematics 2007-05-23 Witold Bednorz

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…

Probability · Mathematics 2024-06-21 Nathael Gozlan , Ronan Herry , Giovanni Peccati

We give a short proof of the free analogue of the Talagrand inequality for the transportation cost to the semicircular which was originally proved by Biane and Voiculescu. The proof is based on a convexity argument and is in the spirit of…

Classical Analysis and ODEs · Mathematics 2008-02-18 Ionel Popescu

We establish dimension-free quantum Talagrand-type inequalities with explicit constants on the quantum Boolean cube, via a unified variance-decay perspective. For individual observables, short-time variance decay along the depolarizing…

Functional Analysis · Mathematics 2026-02-18 Fan Chang , Peijie Li

In this survey, we consider the sharp Sobolev inequality in convex cones. We also prove it by using the optimal transport technique. Then we present some results related to the Euler-Lagrange equation of the Sobolev inequality: the…

Analysis of PDEs · Mathematics 2022-09-28 Alberto Roncoroni

In this paper, we prove a Talagrand's T2 transportation cost-information inequality for the law of a stochastic wave equation in spatial dimension d=3 driven by the Gaussian random field, white in time and correlated in space, on the…

Probability · Mathematics 2019-01-25 Yumeng Li , Xinyu Wang

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…

Probability · Mathematics 2020-08-12 Daniel Bartl , Ludovic Tangpi

We prove an Hopf-Lax-Oleinik formula for the solutions of some Hamilton- Jacobi equations on a general metric space. As a first consequence, we show in full gener- ality that the log-Sobolev inequality is equivalent to an hypercontractivity…

Probability · Mathematics 2012-03-14 Nathael Gozlan , Cyril Roberto , Paul-Marie Samson

We extend the dimension free Talagrand inequalities for convex distance \cite{talagrand:1995} using an extension of Marton's weak transport \cite{marton:1996a} to other metrics than the Hamming distance. We study the dual form of these weak…

Probability · Mathematics 2014-03-06 Olivier Wintenberger

This note presents a sharp transport-entropy inequality that improves on Talagrand's inequality for the Gaussian measure, arising as a dual formulation of the functional Santal\'o inequality. We also discuss some extensions and connections…

Probability · Mathematics 2018-06-19 Max Fathi

We prove a log-Sobolev inequality for a certain class of log-concave measures in high dimension. These are the probability measures supported on the unit cube in R^n whose density takes the form exp(-H) where the function H is assumed to be…

Metric Geometry · Mathematics 2012-12-18 Bo'az Klartag

In this paper we give optimal constants in Talagrand's concentration inequalities for maxima of empirical processes associated to independent and eventually nonidentically distributed random variables. Our approach is based on the entropy…

Probability · Mathematics 2007-05-23 T. Klein , E. Rio

For displacement convex functionals in the probability space equip\-ped with the Monge-Kantorovich metric we prove the equivalence between the gradient and functional type \L oja\-sie\-wicz inequalities. \chg{We also discuss the more…

Analysis of PDEs · Mathematics 2018-10-09 Jérôme Bolte , Adrien Blanchet

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…

Probability · Mathematics 2012-05-11 Jianhai Bao , Feng-Yu Wang , Chenggui Yuan

We survey several Talagrand type inequalities and their application to influences with the tool of hypercontractivity for both discrete and continuous, and product and non-product models. The approach covers similarly by a simple…

Probability · Mathematics 2011-05-24 D. Cordero-Erausquin , M. Ledoux

We characterize the symmetric measures which satisfy the one dimensional convex infimum convolution inequality of Maurey. For these measures the tensorization argument yields the two level Talagrand's concentration inequalities for their…

Probability · Mathematics 2015-05-04 Naomi Feldheim , Arnaud Marsiglietti , Piotr Nayar , Jing Wang

This paper consists of four parts. In the first part, we explain what eigenvalues we are interested in and show the difficulties of the study on the first (non-trivial) eigenvalue through examples. In the second part, we present some (dual)…

Probability · Mathematics 2007-05-23 Mu-Fa Chen