Transport proofs of weighted Poincaré inequalities for log-concave distributions

DOI10.3150/15-BEJ739zbMATH Open1378.60044arXiv1407.3217OpenAlexW2950479832WikidataQ113701736 ScholiaQ113701736MaRDI QIDQ502860FDOQ502860

Authors: D. Cordero-Erausquin, N. Gozlan 

Publication date: 11 January 2017

Published in: Bernoulli (Search for Journal in Brave)

Abstract: We prove, using optimal transport tools, weighted Poincar'e inequalities for log-concave random vectors satisfying some centering conditions. We recover by this way similar results by Klartag and Barthe-Cordero-Erausquin for log-concave random vectors with symmetries. In addition, we prove that the variance conjecture is true for increments of log-concave martingales.

Full work available at URL: https://arxiv.org/abs/1407.3217

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zbMATH Keywords

log-concave measurestransport inequalitiesweighted Poincaré inequalities

Mathematics Subject Classification ID

Variational problems in a geometric measure-theoretic setting (49Q20) Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42)

Cited In (7)

• A proof of a Loomis-Whitney type inequality via optimal transport
• Isoperimetric weights and generalized uncertainty inequalities in metric measure spaces
• Transport inequalities for log-concave measures, quantitative forms and applications
• Weighted Poincaré inequalities, concentration inequalities and tail bounds related to Stein kernels in dimension one
• On the Poincaré constant of log-concave measures
• Weighted Csiszár-Kullback-Pinsker inequalities and applications to transportation inequalities
• On the convex Poincaré inequality and weak transportation inequalities

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