A new characterization of Talagrand's transport-entropy inequalities and applications

DOI10.1214/10-AOP570zbMATH Open1233.60007arXiv1104.1303OpenAlexW3100376590MaRDI QIDQ533741FDOQ533741

C. Roberto, N. Gozlan, P.-M. Samson

Publication date: 6 May 2011

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: We show that Talagrand's transport inequality is equivalent to a restricted logarithmic Sobolev inequality. This result clarifies the links between these two important functional inequalities. As an application, we give the first proof of the fact that Talagrand's inequality is stable under bounded perturbations.

Full work available at URL: https://arxiv.org/abs/1104.1303

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zbMATH Keywords

Hamilton-Jacobi equationslogarithmic Sobolev inequalitiesconcentration of measureTalagrand inequalitytransport inequalities

Mathematics Subject Classification ID

Large deviations (60F10) Inequalities; stochastic orderings (60E15) Inequalities involving derivatives and differential and integral operators (26D10)

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Cited In (21)

• Functional inequalities and Hamilton-Jacobi equations in geodesic spaces
• From concentration to logarithmic Sobolev and Poincaré inequalities
• Concentration for multidimensional diffusions and their boundary local times
• Talagrand inequality on free path space and application to stochastic reaction diffusion equations
• Hamilton Jacobi equations on metric spaces and transport entropy inequalities
• Around the entropic talagrand inequality
• Kantorovich duality for general transport costs and applications
• Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality
• Transport-entropy inequalities on the line
• Transportation cost inequalities for stochastic reaction diffusion equations on the whole real line
• A variational approach to some transport inequalities
• Transport inequalities for random point measures
• Characterization of a class of weak transport-entropy inequalities on the line
• Log-Hessian and deviation bounds for Markov semi-groups, and regularization effect in \(\mathbb{L}^1 \)
• Transportation cost inequalities for SDEs with irregular drifts
• Properties of isoperimetric, functional and transport-entropy inequalities via concentration
• Characterization of Talagrand's transport-entropy inequalities in metric spaces
• Transportation cost inequalities for neutral functional stochastic equations
• A new characterization of quadratic transportation-information inequalities
• Some remarks on the stability of the log-Sobolev inequality for the Gaussian measure
• The Poincaré inequality and quadratic transportation-variance inequalities

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