Stochastic proof of the sharp symmetrized Talagrand inequality
The aim of the paper is to give a short stochastic proof of the sharp symmetrized Talagrand inequality. Stochastic proofs of functional inequalities, in particular using Brownian motion and Girsanov's theorem, go back to Borell's stochastic proof of the Prekópa-Leindler inequality. To analyze the relations between various inequalities and their proofs, the authors take a retrospective look on the connection between the mentioned inequality and the functional Blaschke-Santaló inequality, and also provide a list of papers with various proofs of both. Compared to stochastic proofs of other Gaussian functional inequalities, the new idea in the present paper is a certain coupling induced by time-reversed martingale representations. The importance of the coupling based on time-reversal is highlighted. The presented proof is indeed concise and elegant.
- Symmetrized Talagrand inequalities on Euclidean spaces
- A sharp symmetrized form of Talagrand's transport-entropy inequality for the Gaussian measure
- A new characterization of Talagrand's transport-entropy inequalities and applications
- Short probabilistic proof of the Brascamp-Lieb and Barthe theorems
- A direct proof of the functional Santaló inequality
- A direct proof of the functional Santaló inequality
- A sharp symmetrized form of Talagrand's transport-entropy inequality for the Gaussian measure
- Blaschke-Santaló inequality for many functions and geodesic barycenters of measures
- Characterization of Talagrand's like transportation-cost inequalities on the real line
- Diffusion equations and geometric inequalities
- Exponential integrability and transportation cost related to logarithmic Sobolev inequalities
- scientific article; zbMATH DE number 3842627 (Why is no real title available?)
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- On the Blaschke-Santaló inequality
- Partitions and functional Santaló inequalities
- Representation formula for the entropy and functional inequalities
- Some functional forms of Blaschke-Santaló inequality
- Stability of hypercontractivity, the logarithmic Sobolev inequality, and Talagrand's cost inequality
- Stability of the Shannon-Stam inequality via the Föllmer process
- The Santaló point of a function, and a functional form of the Santaló inequality
- Transport Inequalities. A Survey
- Transportation cost for Gaussian and other product measures
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