Related papers: Four Talagrand inequalities under the same umbrell…
In this article, we employ a standard convex argument to obtain new and refined inequalities related to the matrix mean of two accretive matrices, the numerical radius and the Tsallis relative operator entropy.
During the last two decades, concentration of measure has been a subject of various exciting developments in convex geometry, functional analysis, statistical physics, high-dimensional statistics, probability theory, information theory,…
We prove characterization theorems for relative entropy (also known as Kullback-Leibler divergence), q-logarithmic entropy (also known as Tsallis entropy), and q-logarithmic relative entropy. All three have been characterized axiomatically…
In this paper, one investigates the following type of transportation-information $T_cI$ inequalities: $\alpha(T_c(\nu,\mu))\le I(\nu|\mu)$ for all probability measures $\nu$ on some metric space $(\XX, d)$, where $\mu$ is a given…
We propose new variational principles for traffic assignment problems. So to find equillibrium we have to solve large-scale convex optimization problem of special type. We propose some kind of "algebra" on different models and corresponding…
We review here some recent results by the authors, and various coauthors, on (weak,super) Poincar\'e inequalities, transportation-information inequalities or logarithmic Sobolev inequality via a quite simple and efficient technique:…
The $L^1$ transport-entropy inequality (or $T_1$ inequality), which bounds the $1$-Wasserstein distance in terms of the relative entropy, is known to characterize Gaussian concentration. To extend the $T_1$ inequality to laws of…
In this Doctoral Dissertation we propose new variational principles for traffic assignment problems. So to find equillibrium we have to solve large-scale convex optimization problem of special (multilevel) type. We propose different…
We prove an inequality for the entropy numbers in terms of nonlinear Kolmogorov's widths. This inequality is in a spirit of known inequalities of this type and it is adjusted to the form convenient in applications for $m$-term…
Talagrand's fundamental result on the entropy numbers is slightly improved. Our proof uses different ideas based on results from greedy approximation.
Ptolemy's inequality is a classic relationship between the distances among four points in Euclidean space. Another relationship between six distances is the 4-point condition, an inequality satisfied by the lengths of the six paths that…
We consider Talagrand-type transportation inequalities for the law of Brownian motion on Carnot groups. An important example is the lift of standard Brownian motion to the Brownian rough path. We present a direct proof on enhanced path…
In this paper we establish several Hardy and Hardy-Sobolev type inequalities with homogeneous weights on the first orthant $\displaystyle \mathbb{R}_{*}^n:=\{(x_1, \ldots, x_n):x_1>0, \ldots, x_n>0 \}$. We then use some of them to produce…
We give an alternative, simple method to prove isoperimetric inequalities over the hypercube. In particular, we show: 1. An elementary proof of classical isoperimetric inequalities of Talagrand, as well as a stronger isoperimetric result…
We investigate the convergence rate of the optimal entropic cost $v_\varepsilon$ to the optimal transport cost as the noise parameter $\varepsilon \downarrow 0$. We show that for a large class of cost functions $c$ on $\mathbb{R}^d\times…
In this paper we describe some recent works on quantitative unique continuation for elliptic, parabolic and dispersive equations. The elliptic results are joint work with J.Bourgain, while the remainder of the works discussed are joint…
The problem of unification of Gravitation and Electromagnetism in four dimensions; some new ideas involving mixtures of commuting and anti-commuting co-ordinates. Maxwell's equations are extracted in terms of the curvature of the…
We study a class of martingale inequalities involving the running maximum process. They are derived from pathwise inequalities introduced by Henry_Labordere et al. (2013) and provide an upper bound on the expectation of a function of the…
The aim of this paper is to prove an inequality between relative entropy and the sum of average conditional relative entropies of the following form: For a fixed probability measure $q^n$ on $\mathcal X^n$, ($\mathcal X$ is a finite set),…
Kolmogorov's exponential inequalities are basic tools for studying the strong limit theorems such as the classical laws of the iterated logarithm for both independent and dependent random variables. This paper establishes the Kolmogorov…