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Inequalities between transportation costs and Fisher information are known to characterize certain concentration properties of Markov processes around their invariant measures. This note provides a new characterization of the quadratic…

概率论 · 数学 2020-12-07 Daniel Lacker , Lane Chun Yeung

We give an alternative look at the log-Sobolev inequality (LSI in short) for log-concave measures by semigroup tools. The similar idea yields a heat flow proof of LSI under some quadratic Lyapunov condition for symmetric diffusions on…

概率论 · 数学 2016-04-29 Yuan Liu

We continue our investigation on the transportation-information inequalities $W_pI$ for a symmetric markov process, introduced and studied in \cite{GLWY}. We prove that $W_pI$ implies the usual transportation inequalities $W_pH$, then the…

概率论 · 数学 2009-02-13 Arnaud Guillin , Christian Leonard , Feng-Yu Wang , Liming Wu

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

HWI inequalities are interpolation inequalities relating entropy, Fisher information and optimal transport distances. We adapt an argument of Y. Wu for proving the Gaussian HWI inequality via a coupling argument to the discrete setting,…

概率论 · 数学 2023-12-05 Thomas A. Courtade , Max Fathi

Quantum Markov semigroups characterize the time evolution of an important class of open quantum systems. Studying convergence properties of such a semigroup, and determining concentration properties of its invariant state, have been the…

量子物理 · 物理学 2017-09-22 Cambyse Rouzé , Nilanjana Datta

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…

概率论 · 数学 2008-10-31 Patrick Cattiaux , Arnaud Guillin , Liming Wu

We establish an improved form of the classical logarithmic Sobolev inequality for the Gaussian measure restricted to probability densities which satisfy a Poincar\'e inequality. The result implies a lower bound on the deficit in terms of…

概率论 · 数学 2014-10-28 Max Fathi , Emanuel Indrei , Michel Ledoux

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…

概率论 · 数学 2011-04-08 Nathael Gozlan , Cyril Roberto , Paul-Marie Samson

In this paper, one investigates the following type of transportation-information $T_cI$ inequalities: $\alpha(T_c(\nu,\mu))\le I(\nu|\mu)$ for all probability measures $\nu$ on some metric space $(\XX, d)$, where $\mu$ is a given…

概率论 · 数学 2010-04-13 Arnaud Guillin , Christian Leonard , Liming Wu , Nian Yao

It is known that the Poincar\'e inequality is equivalent to the quadratic transportation-variance inequality (namely $W_2^2(f\mu,\mu) \leqslant C_V \mathrm{Var}_\mu(f)$), see Jourdain \cite{Jourdain} and most recently Ledoux…

概率论 · 数学 2019-12-11 Yuan Liu

In this paper, we prove a Talagrand's T2 transportation cost-information inequality for the law of a stochastic wave equation in spatial dimension d=3 driven by the Gaussian random field, white in time and correlated in space, on the…

概率论 · 数学 2019-01-25 Yumeng Li , Xinyu Wang

We introduce the notion of an interpolating path on the set of probability measures on finite graphs. Using this notion, we first prove a displacement convexity property of entropy along such a path and derive Prekopa-Leindler type…

概率论 · 数学 2012-07-24 Nathaël Gozlan , Cyril Roberto , Paul-Marie Samson , Prasad Tetali

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…

概率论 · 数学 2019-09-04 Michel Ledoux

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…

概率论 · 数学 2012-03-05 Nathael Gozlan

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

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 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…

概率论 · 数学 2007-12-20 Feng-Yu Wang

Time-uniform log-Sobolev inequalities (LSI) satisfied by solutions of semi-linear mean-field equations have recently appeared to be a key tool to obtain time-uniform propagation of chaos estimates. This work addresses the more general…

概率论 · 数学 2024-11-08 Pierre Monmarché , Zhenjie Ren , Songbo Wang

In this paper, we give necessary and sufficient conditions for Talagrand's like transportation cost inequalities on the real line. This brings a new wide class of examples of probability measures enjoying a dimension-free concentration of…

概率论 · 数学 2007-05-23 Nathael Gozlan
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