Related papers: Transport proofs of some functional inverse Santal…
In 2024, Courtade, Fathi and Mikulincer gave a proof of the symmetrized Talagrand inequality based on stochastic calculus, in the spirit of Borell's proof of the Pr\'ekopa-Leindler inequality. The symmetrized Talagrand inequality can be…
We prove, using optimal transport tools, weighted Poincar'e inequalities for log-concave random vectors satisfying some centering conditions. We recover by this way similar results by Klartag and Barthe-Cordero-Erausquin for log-concave…
In this paper, we provide a characterization of a large class of transportation-cost inequalities in terms of exponential integrability of the cost function under the reference probability measure. Our results completely extend the previous…
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…
This article studies problems of optimal transport, by embedding them in a general functional analytic framework of convex optimization. This provides a unified treatment of a large class of related problems in probability theory and allows…
The purpose of this note is to give the general solution of two functional equations connected to the Shannon entropy and also to the Tsallis entropy. As a result of this, we present the regular solution of these equations, as well.…
Optimal transport has recently started to be successfully employed to define misfit or loss functions in inverse problems. However, it is a problem intrinsically defined for positive (probability) measures and therefore strategies are…
We develop a synthetic, variational framework for deriving comparison principles in infinite-dimensional Banach spaces. Unlike traditional approaches that rely on the regularity of minimizers and Euler--Lagrange equations, our method…
The objective of this paper is to develop a duality between a novel Entropy Martingale Optimal Transport problem (A) and an associated optimization problem (B). In (A) we follow the approach taken in the Entropy Optimal Transport (EOT)…
Inspired by the recent theory of Entropy-Transport problems and by the $\mathbf{D}$-distance of Sturm on normalised metric measure spaces, we define a new class of complete and separable distances between metric measure spaces of possibly…
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…
Based on an extension of the martingale comparison method some comparison results for path-dependent functions of semimartingales are established. The proof makes essential use of the functional It\^o calculus. A main tool is an extension…
The joint convexity of the map $(X,A) \mapsto X^* A^{-1} X$, an integral representation of operator convex functions, and an observation of Ando are used to obtain a simple proof of both the joint convexity of relative entropy and a trace…
We show that a certain entropy-like function is convex, under an optimal transport problem that is adapted to Ricci flow. We use this to reprove the monotonicity of Perelman's reduced volume.
We prove that all entire transcendental entire functions have infinite topological entropy.
In this work we derive a convex dual representation for increasing convex functionals on a space of real-valued Borel measurable functions defined on a countable product of metric spaces. Our main assumption is that the functionals fulfill…
A general framework is given to analyze the falsifiability of economic models based on a sample of their observable components. It is shown that, when the restrictions implied by the economic theory are insufficient to identify the unknown…
In this paper, we study the connection between entropic optimal transport and entropy power inequality (EPI). First, we prove an HWI-type inequality making use of the infinitesimal displacement convexity of optimal transport map. Second, we…
In this paper our aim is to prove some monotonicity and convexity results for the modified Struve function of the second kind by using its integral representation. Moreover, as consequences of these results, we present some functional…
We show that if the random walk on a graph has positive coarse Ricci curvature in the sense of Ollivier, then the stationary measure satisfies a W^1 transport-entropy inequality. Peres and Tetali have conjectured a stronger consequence,…