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

DOI10.1214/ECP.V17-2115MaRDI QIDQ456274zbMATH OpenOpenAlexFDO

Authors Benjamin Jourdain

Publication date 23 October 2012

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

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

zbMATH Keywords

chi-square pseudo-distancePoincaré inequalitytransport inequalityWasserstein distance

Mathematics Subject Classification ID

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

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.

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