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We give a necessary and sufficient condition for transport-entropy inequalities in dimension one. As an application, we construct a new example of a probability distribution verifying Talagrand's T2 inequality and not the logarithmic…

Probability · Mathematics 2012-03-05 Nathael Gozlan

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…

Probability · Mathematics 2019-06-18 Yan Shu , Michał Strzelecki

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

We discuss transportation cost inequalities for uniform measures on convex bodies, and connections with other geometric and functional inequalities. In particular, we show how transportation inequalities can be applied to the slicing…

Metric Geometry · Mathematics 2008-02-08 Mark W. Meckes

We show that Talagrand's transport inequality is equivalent to a restricted logarithmic Sobolev inequality. This result clarifies the links between these two important functional inequalities. As an application, we give the first proof of…

Probability · Mathematics 2011-04-08 Nathael Gozlan , Cyril Roberto , Paul-Marie Samson

We derive weighted log-Sobolev inequalities from a class of super Poincar\'e inequalities. As an application, the Talagrand inequality with larger distances are obtained. In particular, on a complete connected Riemannian manifold, we prove…

Probability · Mathematics 2007-12-20 Feng-Yu Wang

We show that the quadratic transportation cost inequality $T_2$ is equivalent to both a Poincar\'e inequality and a strong form of the Gaussian concentration property. The main ingredient in the proof is a new family of inequalities, called…

Probability · Mathematics 2007-05-23 Patrick Cattiaux , Arnaud Guillin

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 provide a mild sufficient condition for a probability measure on the real line to satisfy a modified log-Sobolev inequality for convex functions, interpolating between the classical log-Sobolev inequality and a Bobkov-Ledoux type…

Probability · Mathematics 2016-08-08 Radosław Adamczak , Michał Strzelecki

We give by simple arguments sufficient conditions, so called Lyapunov conditions, for Talagrand's transportation information inequality and for the logarithmic Sobolev inequality. Those sufficient conditions work even in the case where the…

Probability · Mathematics 2008-10-31 Patrick Cattiaux , Arnaud Guillin , Liming Wu

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…

Probability · Mathematics 2013-03-04 Nathael Gozlan

We develop the optimal transportation approach to modified log-Sobolev inequalities and to isoperimetric inequalities. Various sufficient conditions for such inequalities are given. Some of them are new even in the classical log-Sobolev…

Probability · Mathematics 2007-09-26 Franck Barthe , Alexander V. Kolesnikov

We relate transport-entropy inequalities to the study of critical points of functionals defined on the space of probability measures. This approach leads in particular to a new proof of a result by Otto and Villani [43] showing that the…

Probability · Mathematics 2016-04-27 Joaquin Fontbona , Nathael Gozlan , Jean-Francois Jabir

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…

Operator Algebras · Mathematics 2007-05-23 Fumio Hiai , Denes Petz , Yoshimichi Ueda

One way to define the concentration of measure phenomenon is via Talagrand inequalities, also called transportation-information inequalities. That is, a comparison of the Wasserstein distance from the given measure to any other absolutely…

Probability · Mathematics 2018-11-28 Davar Khoshnevisan , Andrey Sarantsev

In this article we study generalization of the classical Talagrand transport-entropy inequality in which the Wasserstein distance is replaced by the entropic transportation cost. This class of inequalities has been introduced in the recent…

Probability · Mathematics 2019-07-02 Giovanni Conforti , Luigia Ripani

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

This note reviews the studies of the last decades emphasizing a common principle based on entropy, logarithmic Sobolev inequality and hypercontractivity, behind four most celebrated inequalities by M. Talagrand: the convex distance…

Probability · Mathematics 2019-09-04 Michel Ledoux

We provide deficit estimates for Nelson's hypercontractivity inequality, the logarithmic Sobolev inequality, and Talagrand's transportation cost inequality under the restriction that the inputs are semi-log-subharmonic, semi-log-convex, or…

Analysis of PDEs · Mathematics 2022-06-08 Neal Bez , Shohei Nakamura , Hiroshi Tsuji

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…

Probability · Mathematics 2007-05-23 Nathael Gozlan
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