Four Talagrand inequalities under the same umbrella
Probability
2019-09-04 v1
Abstract
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 inequality, the - variance inequality, the quadratic transportation cost inequality, and the inequality on the supremum of empirical processes.
Keywords
Cite
@article{arxiv.1909.00363,
title = {Four Talagrand inequalities under the same umbrella},
author = {Michel Ledoux},
journal= {arXiv preprint arXiv:1909.00363},
year = {2019}
}