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相关论文: Transport proofs of weighted Poincar\'e inequaliti…

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We present some classical and weighted Poincar\'e inequalities for some one-dimensional probability measures. This work is the one-dimensional counterpart of a recent study achieved by the authors for a class of spherically symmetric…

概率论 · 数学 2014-11-24 Michel Bonnefont , Aldéric Joulin , Yutao Ma

Brascamp--Lieb-type, weighted Poincar\'{e}-type and related analytic inequalities are studied for multidimensional Cauchy distributions and more general $\kappa$-concave probability measures (in the hierarchy of convex measures). In analogy…

概率论 · 数学 2009-06-10 Sergey G. Bobkov , Michel Ledoux

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…

概率论 · 数学 2007-09-26 Franck Barthe , Alexander V. Kolesnikov

We prove log-concavity of exit probabilities of lattice random walks in certain planar regions.

组合数学 · 数学 2023-05-11 Swee Hong Chan , Igor Pak , Greta Panova

We study functional inequalities (Poincar\'e, Cheeger, log-Sobolev) for probability measures obtained as perturbations. Several explicit results for general measures as well as log-concave distributions are given.The initial goal of this…

概率论 · 数学 2021-01-28 Patrick Cattiaux , Arnaud Guillin

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…

概率论 · 数学 2019-06-18 Yan Shu , Michał Strzelecki

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

We discuss a conjecture about comparability of weak and strong moments of log-concave random vectors and show the conjectured inequality for unconditional vectors in normed spaces with a bounded cotype constant.

概率论 · 数学 2014-09-19 Rafał Latała

We provide a unifying interpretation of various optimal transport problems as a minimisation of a linear functional over the set of all Choquet representations of a given pair of probability measures ordered with respect to a certain convex…

泛函分析 · 数学 2023-03-06 Krzysztof J. Ciosmak

We study the Monge and Kantorovich transportation problems on $\mathbb{R}^{\infty}$ within the class of exchangeable measures. With the help of the de Finetti decomposition theorem the problem is reduced to an unconstrained optimal…

概率论 · 数学 2015-12-01 Alexander V. Kolesnikov , Danila A. Zaev

We show that a mixture of Beta distributions has log-concave density whenever the mixing weights are themselves log-concave. Some economic and statistical applications are provided in the last section.

概率论 · 数学 2013-12-10 Xiaosheng Mu

We show that every symmetric random variable with log-concave tails satisfies the convex infimum convolution inequality with an optimal cost function (up to scaling). As a result, we obtain nearly optimal comparison of weak and strong…

概率论 · 数学 2021-05-18 Marta Strzelecka , Michał Strzelecki , Tomasz Tkocz

We survey some of the mechanisms used to prove that naturally defined sequences in combinatorics are log-concave. Among these mechanisms are Alexandrov's inequality for mixed discriminants, the Alexandrov Fenchel inequality for mixed…

组合数学 · 数学 2024-04-17 Alan Yan

We compare weighted sums of i.i.d. positive random variables according to the usual stochastic order. The main inequalities are derived using majorization techniques under certain log-concavity assumptions. Specifically, let $Y_i$ be i.i.d.…

概率论 · 数学 2011-07-19 Yaming Yu

Using calculus we show how to prove some combinatorial inequalities of the type log-concavity or log-convexity. It is shown by this method that binomial coefficients and Stirling numbers of the first and second kinds are log-concave, and…

组合数学 · 数学 2007-05-23 Tomislav Došlić , Darko Veljan

We give a new proof of the Caffarelli contraction theorem, which states that the Brenier optimal transport map sending the standard Gaussian measure onto a uniformly log-concave probability measure is Lipschitz. The proof combines a recent…

概率论 · 数学 2019-04-15 Max Fathi , Nathael Gozlan , Maxime Prodhomme

We will prove a reverse Rogers-Shephard inequality for log-concave functions. In some particular cases, the method used for general log-concave functions can be slightly improved, allowing us to prove volume estimates for polars of…

度量几何 · 数学 2017-05-18 David Alonso-Gutiérrez

We introduce a new non-linear optimal transport formulation for a pair of probability measures on $\mathbb{R}^d$ sharing a common barycentre, in which admissible transference plans satisfy two martingale-type constraints. This bi-martingale…

概率论 · 数学 2025-11-03 Karol Bołbotowski

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…

概率论 · 数学 2007-05-23 Patrick Cattiaux , Arnaud Guillin

Let $\mu$ and $\nu$ be two probability measures on $\R^d$, where $\mu(\d x)= \e^{-V(x)}\d x$ for some $V\in C^1(\R^d)$. Explicit sufficient conditions on $V$ and $\nu$ are presented such that $\mu*\nu$ satisfies the log-Sobolev, Poincar\'e…

概率论 · 数学 2015-01-27 Feng-Yu Wang , Jian Wang