Transport proofs of weighted Poincaré inequalities for log-concave distributions

DOI10.3150/15-BEJ739MaRDI QIDQ502860zbMATH OpenOpenAlexWikidataFDO

Authors D. Cordero-Erausquin, N. Gozlan

Publication date 11 January 2017

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1407.3217, https://projecteuclid.org/euclid.bj/1475001351

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)

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.

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Cited in

(7)

• On the convex Poincaré inequality and weak transportation inequalities
• 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

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