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相关论文: Transport-entropy inequalities on the line

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In the paper we pursue the analysis from the section 5 of the Talagrand's paper "Sample boundedness of stochastic processes under increment conditions." Ann. Probab. 18, No. 1, 1-49. In particular we give the proof of some Sobolev…

概率论 · 数学 2007-05-23 Witold Bednorz

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…

概率论 · 数学 2015-05-19 Yutao Ma , Ran Wang , Liming Wu

In this paper we provide a proof of the Sobolev-Poincar\'e inequality for variable exponent spaces by means of mass transportation methods. The importance of this approach is that the method is exible enough to deal with different…

偏微分方程分析 · 数学 2015-03-11 Juan Pablo Borthagaray , Julián Fernández Bonder , Analía Silva

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…

概率论 · 数学 2025-12-16 Jonghwa Park

Let $q(x)$ and $p(x)$ denote density functions on the $n$-dimensional Euclidean space, and let $p_i(\cdot|y_1,..., y_{i-1},y_{i+1},..., y_n)$ and $Q_i(\cdot|x_1,..., x_{i-1},x_{i+1},..., x_n)$ denote their local specifications. For a class…

泛函分析 · 数学 2012-06-22 Katalin Marton

We present a class of modified logarithmic Sobolev inequality, interpolating between Poincar\'e and logarithmic Sobolev inequalities, suitable for measures of the type $\exp(-|x|^\al)$ or more complex $\exp(-|x|^\al\log^\beta(2+|x|))$…

概率论 · 数学 2016-09-07 Ivan Gentil , Arnaud Guillin , Laurent Miclo

It is known that a quadratic transportation-information inequality $\mathrm{W_2I}$ interpolates between the Talagrand's inequality $\mathrm{W_2H}$ and the log-Sobolev inequality (LSI for short). The aim of the present paper is threefold:…

概率论 · 数学 2016-06-08 Yuan Liu

We develop transportation-entropy inequalities which are saturated for measures such that their log-density with respect to the background measure is an affine function, in the setting of the uniform measure on the discrete hypercube and…

概率论 · 数学 2019-03-20 Fanny Augeri

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…

概率论 · 数学 2007-05-23 Nathael Gozlan

We study the behaviour of various Lyapunov functionals (relative entropies) along the solutions of a family of nonlinear drift-diffusion-reaction equations coming from statistical mechanics and population dynamics. These equations can be…

泛函分析 · 数学 2019-04-09 Stanislav Kondratyev , Dmitry Vorotnikov

We first give a characterization of the L^1-transportation cost-information inequality on a metric space and next find some appropriate sufficient condition to transportation cost-information inequalities for dependent sequences.…

概率论 · 数学 2007-05-23 H. Djellout , A. Guillin , L. Wu

Reverse H\"{o}lder inequalities for a class of functions on a probability space constitute an important tool in Analysis in Probability. After revisiting how a (modified) log-Sobolev inequality can be used to derive reverse H\"{o}lder…

泛函分析 · 数学 2020-12-01 Emanuel 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…

概率论 · 数学 2011-03-09 Alexander V. Kolesnikov

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…

We establish weak limits for the empirical entropy regularized optimal transport cost, the expectation of the empirical plan and the conditional expectation. Our results require only uniform boundedness of the cost function and no…

统计理论 · 数学 2023-05-18 Alberto González-Sanz , Shayan Hundrieser

For probability measures on a complete separable metric space, we present sufficient conditions for the existence of a solution to the Kantorovich transportation problem. We also obtain sufficient conditions (which sometimes also become…

概率论 · 数学 2007-06-13 S. Ekisheva , C. Houdré

We study the concentration phenomenon for discrete-time random dynamical systems with an unbounded state space. We develop a heuristic approach towards obtaining exponential concentration inequalities for dynamical systems using an entirely…

机器学习 · 统计学 2022-12-08 Muhammad Abdullah Naeem , Miroslav Pajic

We introduce a transport-majorization argument that establishes a majorization in the convex order between two densities, based on control of the gradient of a transportation map between them. As applications, we give elementary derivations…

泛函分析 · 数学 2022-09-20 James Melbourne , Cyril Roberto

We consider a one dimensional nonlocal transport equation and its natural multi-dimensional analogues. By using a new pointwise inequality for the Hilbert transform, we give a short proof of a nonlinear inequality first proved by…

偏微分方程分析 · 数学 2020-02-27 Dong Li , Jose Rodrigo

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…

算子代数 · 数学 2007-05-23 Fumio Hiai , Denes Petz , Yoshimichi Ueda