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This note presents a sharp transport-entropy inequality that improves on Talagrand's inequality for the Gaussian measure, arising as a dual formulation of the functional Santal\'o inequality. We also discuss some extensions and connections…

概率论 · 数学 2018-06-19 Max Fathi

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

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…

概率论 · 数学 2016-04-27 Joaquin Fontbona , Nathael Gozlan , Jean-Francois Jabir

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

In this paper, following the recent work of Fathi (2018) in the classical case, we provide by two different methods a sharp symmetrized free Talagrand inequality for the semicircular law, which improves the free TCI of Biane and Voiculescu…

算子代数 · 数学 2024-12-30 Charles-Philippe Diez

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

By using Girsanov transformation and martingale representation, Talagrand-type transportation cost inequalities, with respect to both the uniform and the $L^2$ distances on the global free path space, are established for the segment process…

概率论 · 数学 2012-05-11 Jianhai Bao , Feng-Yu Wang , Chenggui Yuan

We explore alternative functional or transport-entropy formulations of the Blaschke-Santal{\'o} inequality and of its conjectured counterpart due to Mahler. In particular, we obtain new direct and reverse Blaschke-Santal{\'o} inequalities…

泛函分析 · 数学 2023-07-11 Matthieu Fradelizi , Nathael Gozlan , Shay Sadovsky , Simon Zugmeyer

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

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…

概率论 · 数学 2019-07-02 Giovanni Conforti , Luigia Ripani

In this paper, we study the connection between entropic optimal transport and entropy power inequality (EPI). First, we prove an HWI-type inequality making use of the infinitesimal displacement convexity of optimal transport map. Second, we…

信息论 · 计算机科学 2024-07-01 Shuchan Wang , Photios A. Stavrou , Mikael Skoglund

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…

概率论 · 数学 2018-11-28 Davar Khoshnevisan , Andrey Sarantsev

We prove a stochastic formula for the Gaussian relative entropy in the spirit of Borell's formula for the Laplace transform. As an application, we give unified and short proofs of a number of functional inequalities.

概率论 · 数学 2011-07-18 Joseph Lehec

In 2024, Courtade, Fathi and Mikulincer gave a proof of the symmetrized Talagrand inequality based on stochastic calculus, in the spirit of Borell's proof of the Pr\'ekopa-Leindler inequality. The symmetrized Talagrand inequality can be…

泛函分析 · 数学 2025-12-10 Joseph Lehec

We give a characterization of transport-entropy inequalities in metric spaces. As an application we deduce that such inequalities are stable under bounded perturbation (Holley-Stroock perturbation Lemma).

概率论 · 数学 2013-10-07 Nathaël Gozlan , Cyril Roberto , Paul-Marie Samson

In this paper, we present a simple proof of a recent result of the second author which establishes that functional inverse-Santal{\'o} inequalities follow from Entropy-Transport inequalities. Then, using transport arguments together with…

泛函分析 · 数学 2021-09-10 Matthieu Fradelizi , Nathael Gozlan , Simon Zugmeyer

We present a simple proof of the entropy-power inequality using an optimal transportation argument which takes the form of a simple change of variables. The same argument yields a reverse inequality involving a conditional differential…

信息论 · 计算机科学 2017-03-07 Olivier Rioul

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 introduce a general notion of transport cost that encompasses many costs used in the literature (including the classical one and weak transport costs introduced by Talagrand and Marton in the 90's), and prove a Kantorovich type duality…

概率论 · 数学 2015-12-25 Nathael 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
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