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We study an optimal weak transport cost related to the notion of convex order between probability measures. On the real line, we show that this weak transport cost is reached for a coupling that does not depend on the underlying cost…

概率论 · 数学 2015-12-25 Nathael Gozlan , Cyril Roberto , Paul-Marie Samson , Yan Shu , Prasad Tetali

We review some simple techniques based on monotone mass transport that allow to obtain transport-type inequalities for any log-concave probability measure, and for more general measures as well. We discuss quantitative forms of these…

概率论 · 数学 2016-06-14 Dario Cordero-Erausquin

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 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

New transportation cost inequalities are derived by means of elementary large deviation reasonings. Their dual characterization is proved; this provides an extension of a well-known result of S. Bobkov and F. G\"{o}tze. Their tensorization…

概率论 · 数学 2007-05-23 Nathael Gozlan , Christian Léonard

For probability measures on a complete separable metric space, we present sufficient conditions for the existence of a solution to the Kantorovich transportation problem. We also obtain sufficient conditions (which sometimes also become…

概率论 · 数学 2007-06-13 S. Ekisheva , C. Houdré

We derive transport-entropy inequalities for mixed binomial point processes, and for Poisson point processes. We show that when the finite intensity measure satisfies a Talagrand transport inequality, the law of the point process also…

概率论 · 数学 2024-06-21 Nathael Gozlan , Ronan Herry , Giovanni Peccati

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 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 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

We first give a characterization of the L^1-transportation cost-information inequality on a metric space and next find some appropriate sufficient condition to transportation cost-information inequalities for dependent sequences.…

概率论 · 数学 2007-05-23 H. Djellout , A. Guillin , L. Wu

In this work we consider dimensional improvements of the logarithmic Sobolev, Talagrand and Brascamp-Lieb inequalities. For this we use optimal transport methods and the Borell-Brascamp-Lieb inequality. These refinements can be written as a…

概率论 · 数学 2017-03-16 François Bolley , Ivan Gentil , Arnaud Guillin

In this paper, we study some functional inequalities (such as Poincar\'e inequalities, logarithmic Sobolev inequalities, generalized Cheeger isoperimetric inequalities, transportation-information inequalities and transportation-entropy…

概率论 · 数学 2015-05-19 Yutao Ma , Ran Wang , Liming Wu

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

Let $L=\DD+Z$ for a $C^1$ vector field $Z$ on a complete Riemannian manifold possibly with a boundary. By using the uniform distance, a number of transportation-cost inequalities on the path space for the (reflecting) $L$-diffusion process…

概率论 · 数学 2009-08-21 Feng-Yu Wang

Quantum functional inequalities (e.g. the logarithmic Sobolev- and Poincar\'e inequalities) have found widespread application in the study of the behavior of primitive quantum Markov semigroups. The classical counterparts of these…

量子物理 · 物理学 2017-10-11 Cambyse Rouzé , Nilanjana Datta

Various properties of isoperimetric, functional, Transport-Entropy and concentration inequalities are studied on a Riemannian manifold equipped with a measure, whose generalized Ricci curvature is bounded from below. First, stability of…

泛函分析 · 数学 2010-11-11 Emanuel Milman

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

We are interested in Sobolev type inequalities and their relationship with concentration properties on higher dimensions. We consider unbounded spin systems on the d-dimensional lattice with interactions that increase slower than a…

概率论 · 数学 2019-07-05 Ioannis Papageorgiou

We study the log-concave measures, their characterization via the Pr\'ekopa-Leindler property and also define a subset of it whose elements are called super log-concave measures which have the property of satisfying a logarithmic Sobolev…

概率论 · 数学 2010-05-28 Denis Feyel , A. Suleyman Ustunel