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We develop connections between Stein's approximation method, logarithmic Sobolev and transport inequalities by introducing a new class of functional inequalities involving the relative entropy, the Stein kernel, the relative Fisher…

Probability · Mathematics 2014-07-24 Michel Ledoux , Ivan Nourdin , Giovanni Peccati

We prove that for a probability measure on $\mathbb{R}^n$, the Poincar\'e inequality for convex functions is equivalent to the weak transportation inequality with a quadratic-linear cost. This generalizes recent results by Gozlan et al. and…

Probability · Mathematics 2019-06-18 Radosław Adamczak , Michał Strzelecki

We solve Talagrand's entropy problem: the L_2-covering numbers of every uniformly bounded class of functions are exponential in its shattering dimension. This extends Dudley's theorem on classes of {0,1}-valued functions, for which the…

Functional Analysis · Mathematics 2016-12-23 S. Mendelson , R. Vershynin

This paper is concerned with six variational problems and their mutual connections: The quadratic Monge-Kantorovich optimal transport, the Schr\"odinger problem, Brenier's relaxed model for incompressible fluids, the so-called Br\"odinger…

Analysis of PDEs · Mathematics 2019-08-09 Aymeric Baradat , Léonard Monsaingeon

We study the Lagrangian formulation of a class of the Monge-Kantorovich optimal transportation problem. It can be considered a stochastic optimal transportation problem for absolutely continuous stochastic processes. A cost function and…

Optimization and Control · Mathematics 2023-01-02 Toshio Mikami , Haruka Yamamoto

We study the connection between the concavity properties of a measure $\nu$ and the convexity properties of the associated relative entropy $D(\cdot \Vert \nu)$ along optimal transport. As a corollary we prove a new dimensional…

Metric Geometry · Mathematics 2026-03-24 Gautam Aishwarya , Liran Rotem

This preprint is a text for students and teachers on inequalities. Some standard topics are covered on application of calculus to inequality proving. Many examples are considered, stated, solved or partially solved. Some problems are…

History and Overview · Mathematics 2022-09-07 Sergei Sitnik , Elina Shishkina , Lidiya Kovaleva , Olga Chernova

Divergences often play important roles for study in information science so that it is indispensable to investigate their fundamental properties. There is also a mathematical significance of such results. In this paper, we introduce some…

Statistical Mechanics · Physics 2011-10-19 S. Furuichi , F. -C. Mitroi

The exponential ergodicity of partially dissipative McKean-Vlasov SDEs in the \(L^1\)-Wasserstein distance has been extensively studied using asymptotic reflection coupling. However, the reflection coupling method is not applicable for the…

Probability · Mathematics 2025-11-13 Xing Huang , Eva Kopfer , Panpan Ren

In this paper, we consider Poincar\'e inequalities for non euclidean metrics on $\mathbb{R}^d$. These inequalities enable us to derive precise dimension free concentration inequalities for product measures. This technique is appropriate for…

Probability · Mathematics 2012-03-05 Nathael Gozlan

In this paper, we study some functional inequalities (such as Poincar\'e inequalities, logarithmic Sobolev inequalities, generalized Cheeger isoperimetric inequalities, transportation-information inequalities and transportation-entropy…

Probability · Mathematics 2015-05-19 Yutao Ma , Ran Wang , Liming Wu

We discuss our work on pointwise inequalities for the gradient which are connected with the isoperimetric profile associated to a given geometry. We show how they can be used to unify certain aspects of the theory of Sobolev inequalities.…

Functional Analysis · Mathematics 2014-04-17 Joaquim Martin , Mario Milman

We study Sobolev a priori estimates for the optimal transportation $T = \nabla \Phi$ between probability measures $\mu=e^{-V} \ dx$ and $\nu=e^{-W} \ dx$ on $\R^d$. Assuming uniform convexity of the potential $W$ we show that $\int \| D^2…

Probability · Mathematics 2011-03-09 Alexander V. Kolesnikov

This paper introduces a notion of gradient and an infimal-convolution operator that extend properties of solutions of Hamilton Jacobi equations to more general spaces, in particular to graphs. As a main application, the hypercontractivity…

Functional Analysis · Mathematics 2015-12-09 Yan Shu

We revisit entropy methods to prove new sharp trace logarithmic Sobolev and sharp Gagliardo-Nirenberg-Sobolev inequalities on the half space, with a focus on the entropy inequality itself and not the actual flow, allowing for somewhat…

Analysis of PDEs · Mathematics 2021-12-28 Simon Zugmeyer

We consider the optimal transport problem over convex costs arising from optimal control of linear time-invariant(LTI) systems when the initial and target measures are assumed to be supported on the set of equilibrium points of the LTI…

Optimization and Control · Mathematics 2023-12-19 Karthik Elamvazhuthi , Matt Jacobs

We consider the numerical construction of minimal Lagrangian graphs, which is related to recent applications in materials science, molecular engineering, and theoretical physics. It is known that this problem can be formulated as an…

Numerical Analysis · Mathematics 2021-07-01 Brittany Froese Hamfeldt , Jacob Lesniewski

The aim of this paper is to establish various functional inequalities for the convolution of a compactly supported measure and a standard Gaussian distribution on Rd. We especially focus on getting good dependence of the constants on the…

Probability · Mathematics 2015-07-10 Jean-Baptiste Bardet , Nathaël Gozlan , Florent Malrieu , Pierre-André Zitt

Following Talagrand's concentration results for permutations picked uniformly at random from a symmetric group [Tal95], Luczak and McDiarmid have generalized it to more general groups G of permutations which act suitably 'locally'. Here we…

Probability · Mathematics 2017-06-28 Paul-Marie Samson

Key Words: Hardy inequalities, Sobolev inequalities, Morrey inequality, distance function, mean curvature, best constants, semi-concavity, sets with positive reach, mean convex sets, Cheeger constant, modulus of continuity

Analysis of PDEs · Mathematics 2013-02-19 Georgios Psaradakis
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