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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 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

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

We prove the free analogue of the transportation cost inequality for tracial distributions of non-commutative self-adjoint (also unitary) multi-variables based on random matrix approximation procedure.

算子代数 · 数学 2019-05-21 Fumio Hiai , Yoshimichi Ueda

We prove that for a probability measure on $\mathbb{R}^n$, the Poincar\'e inequality for convex functions is equivalent to the weak transportation inequality with a quadratic-linear cost. This generalizes recent results by Gozlan et al. and…

概率论 · 数学 2019-06-18 Radosław Adamczak , Michał Strzelecki

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 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 give a new proof of the free transportation cost inequality for measures on the circle following M. Ledoux's idea.

算子代数 · 数学 2007-05-23 F. Hiai , D. Petz

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, 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 discuss transportation cost inequalities for uniform measures on convex bodies, and connections with other geometric and functional inequalities. In particular, we show how transportation inequalities can be applied to the slicing…

度量几何 · 数学 2008-02-08 Mark W. Meckes

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

The aim of this paper is to prove an inequality between relative entropy and the sum of average conditional relative entropies of the following form: For a fixed probability measure $q^n$ on $\mathcal X^n$, ($\mathcal X$ is a finite set),…

概率论 · 数学 2015-07-13 Katalin Marton

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 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 provide a mild sufficient condition for a probability measure on the real line to satisfy a modified log-Sobolev inequality for convex functions, interpolating between the classical log-Sobolev inequality and a Bobkov-Ledoux type…

概率论 · 数学 2016-08-08 Radosław Adamczak , Michał Strzelecki

We provide deficit estimates for Nelson's hypercontractivity inequality, the logarithmic Sobolev inequality, and Talagrand's transportation cost inequality under the restriction that the inputs are semi-log-subharmonic, semi-log-convex, or…

偏微分方程分析 · 数学 2022-06-08 Neal Bez , Shohei Nakamura , Hiroshi Tsuji

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 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 describe some analogy between optimal transport and the Schr\"odinger problem where the transport cost is replaced by an entropic cost with a reference path measure. A dual Kantorovich type formulation and a Benamou-Brenier type…

概率论 · 数学 2016-05-23 Ivan Gentil , Christian Léonard , Luigia Ripani
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