Equivalence of the Poincaré inequality with a transport-chi-square inequality in dimension one

DOI10.1214/ECP.V17-2115zbMATH Open1253.26031arXiv1206.5931OpenAlexW2039357154MaRDI QIDQ456274FDOQ456274

Authors: Benjamin Jourdain 

Publication date: 23 October 2012

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Abstract: In this paper, we prove that, in dimension one, the Poincar'e inequality is equivalent to a new transport-chi-square inequality linking the square of the quadratic Wasserstein distance with the chi-square pseudo-distance. We also check tensorization of this transport-chi-square inequality.

Full work available at URL: https://arxiv.org/abs/1206.5931

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zbMATH Keywords

Wasserstein distancetransport inequalitychi-square pseudo-distancePoincaré inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Inequalities involving derivatives and differential and integral operators (26D10)

Cited In (3)

• An equivalent condition between Poincaré inequality and \(T_{2}\)-transportation cost inequality
• Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation
• The Poincaré inequality and quadratic transportation-variance inequalities

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