A new characterization of quadratic transportation-information inequalities (Q2363650)
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English | A new characterization of quadratic transportation-information inequalities |
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A new characterization of quadratic transportation-information inequalities (English)
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25 July 2017
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The author investigates the quadratic transportation-information inequality \(\mathrm{W}_2\mathrm{I}\), the Talagrand inequality \(\mathrm{W}_2\mathrm{H}\) and the log-Sobolev inequality LSI respectively. Specifically, the equivalence between \(\mathrm{W}_2\mathrm{I}\) and the Lyapunov condition, which gives a new characterization inspired by the paper of \textit{P. Cattiaux} et al. [Probab. Theory Relat. Fields 148, No. 1--2, 285--304 (2010; Zbl 1210.60024)] is derived and proved. Also, the stability of \(\mathrm{W}_2\mathrm{I}\) under bounded perturbations was discussed and proved. Finally, it was proved that \(\mathrm{W}_2\mathrm{H}\) can be obtained through a restricted \(\mathrm{W}_2\mathrm{I}\), which gives a counterpart of the restricted LSI derived by \textit{N. Gozlan} et al. [Ann. Probab. 39, No. 3, 857--880 (2011; Zbl 1233.60007)].
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transportation-information inequality
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Talagrand inequality
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log-Sobolev inequality
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Lyapunov condition
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transference principle
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