A characterization of dimension free concentration in terms of transportation inequalities
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Publication:971948
DOI10.1214/09-AOP470zbMATH Open1201.60016arXiv0804.3089MaRDI QIDQ971948FDOQ971948
Authors: N. Gozlan 
Publication date: 17 May 2010
Published in: The Annals of Probability (Search for Journal in Brave)
Abstract: The aim of this paper is to show that a probability measure concentrates independently of the dimension like a gaussian measure if and only if it verifies Talagrand's transportation-cost inequality. This theorem permits us to give a new and very short proof of a result of Otto and Villani. Generalizations to other types of concentration are also considered. In particular, one shows that the Poincar'e inequality is equivalent to a certain form of dimension free exponential concentration. The proofs of these results rely on simple Large Deviations techniques.
Full work available at URL: https://arxiv.org/abs/0804.3089
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logarithmic Sobolev inequalitiesconcentration of measureSanov's theoremtransportation-cost inequalities
Large deviations (60F10) Inequalities; stochastic orderings (60E15) Inequalities involving derivatives and differential and integral operators (26D10)
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