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We give a new proof of the sharp symmetrized form of Talagrand's transport-entropy inequality. Compared to stochastic proofs of other Gaussian functional inequalities, the new idea here is a certain coupling induced by time-reversed…

概率论 · 数学 2024-07-15 Thomas A. Courtade , Max Fathi , Dan Mikulincer

Talagrand's inequalities make a link between two fundamentals concepts of probability: transport of measures and entropy. The study of the counterpart of these inequalities in the context of free probability has been initiated by Biane and…

概率论 · 数学 2012-09-12 Mylène Maïda , Édouard Maurel-Segala

We give a short proof of the free analogue of the Talagrand inequality for the transportation cost to the semicircular which was originally proved by Biane and Voiculescu. The proof is based on a convexity argument and is in the spirit of…

经典分析与常微分方程 · 数学 2008-02-18 Ionel Popescu

In this paper, we study the symmetrized Talagrand inequality that was proved by Fathi and has a connection with the Blaschke-Santal\'{o} inequality in convex geometry. As corollaries of our results, we have several refined functional…

微分几何 · 数学 2020-04-28 Hiroshi Tsuji

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

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 extend the dimension free Talagrand inequalities for convex distance \cite{talagrand:1995} using an extension of Marton's weak transport \cite{marton:1996a} to other metrics than the Hamming distance. We study the dual form of these weak…

概率论 · 数学 2014-03-06 Olivier Wintenberger

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

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

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

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 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

We establish transportation cost inequalities (TCI) with respect to the quantum Wasserstein distance by introducing quantum extensions of well-known classical methods: first, using a non-commutative version of Ollivier's coarse Ricci…

量子物理 · 物理学 2022-05-04 Giacomo De Palma , Cambyse Rouzé

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

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

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 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 establish a dimension-free improvement of Talagrand's Gaussian transport-entropy inequality, under the assumption that the measures satisfy a Poincar\'e inequality. We also study stability of the inequality, in terms of relative entropy,…

概率论 · 数学 2021-04-27 Dan Mikulincer

This work is devoted to direct mass transportation proofs of families of functional inequalities in the context of one-dimensional free probability, avoiding random matrix approximation. The inequalities include the free form of the…

泛函分析 · 数学 2009-03-24 Michel Ledoux , Ionel Popescu
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