Transport inequalities for random point measures
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Abstract: We derive transport-entropy inequalities for mixed binomial point processes, and for Poisson point processes. We show that when the finite intensity measure satisfies a Talagrand transport inequality, the law of the point process also satisfies a Talagrand type transport inequality. We also show that a Poisson point process (with arbitrary -finite intensity measure) always satisfies a universal transport-entropy inequality `a la Marton. We explore the consequences of these inequalities in terms of concentration of measure and modified logarithmic Sobolev inequalities. In particular, our results allow one to extend a deviation inequality by Reitzner [31], originally proved for Poisson random measures with finite mass.
Let \(\mu\) be a probability measure satisfying Talagrand's transportation-cost inequality, and let \(\kappa\) be a probability measure on the set of non-negative integers. The Talagarnd inequality is established for the distribution of random point measure \[\sum_{i=0}^N \delta_{X_i},\] where \(\{X_i\}\) are i.i.d. sequence with distribution \(\mu\), and \(N\) is a random variable with distribution \(\kappa\) independent of \(\{X_i\}\).
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Cited in
(10)- Invariant transports of stationary random measures and mass-stationarity
- Transportation of measure, Young diagrams and random matrices
- Modified log-Sobolev inequalities, Beckner inequalities and moment estimates
- Transport-entropy inequalities on locally acting groups of permutations
- Transport type metrics on the space of probability measures involving singular base measures
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- Exponential inequalities and laws of the iterated logarithm for multiple Poisson-Wiener integrals and Poisson U-statistics
- Concentration inequalities for Poisson U-statistics
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