53 research outputs found

    Characterization of Talagrand's Like Transportation-Cost Inequalities on the Real Line

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    In this paper, we give necessary and sufficient conditions for Talagrand's like transportation cost inequalities on the real line. This brings a new wide class of examples of probability measures enjoying a dimension-free concentration of measure property. Another byproduct is the characterization of modified Log-Sobolev inequalities for Log-concave probability measures on R

    Poincar\'e inequality for non euclidean metrics and transportation cost inequalities on Rd\mathbb{R}^d

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    In this paper, we consider Poincar\'e inequalities for non euclidean metrics on Rd\mathbb{R}^d. These inequalities enable us to derive precise dimension free concentration inequalities for product measures. This technique is appropriate for a large scope of concentration rate: between exponential and gaussian and beyond. We give different equivalent functional forms of these Poincar\'e type inequalities in terms of transportation-cost inequalities and infimum convolution inequalities. Workable sufficient conditions are given and a comparison is made with generalized Beckner-Latala-Oleszkiewicz inequalities

    Transport-entropy inequalities on the line

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    We give a necessary and sufficient condition for transport-entropy inequalities in dimension one. As an application, we construct a new example of a probability distribution verifying Talagrand's T2 inequality and not the logarithmic Sobolev inequality

    Transport Inequalities. A Survey

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    This is a survey of recent developments in the area of transport inequalities. We investigate their consequences in terms of concentration and deviation inequalities and sketch their links with other functional inequalities and also large deviation theory.Comment: Proceedings of the conference Inhomogeneous Random Systems 2009; 82 pages

    On A Mixture Of Brenier and Strassen Theorems

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    We give a characterization of optimal transport plans for a variant of the usual quadratic transport cost introduced in [33]. Optimal plans are composition of a deterministic transport given by the gradient of a continuously differentiable convex function followed by a martingale coupling. We also establish some connections with Caffarelli's contraction theorem [14]

    Inégalités fonctionnelles, transport optimal et grandes déviations

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    Ce document présente une synthèse des travaux menés sur les inégalités fonctionnelles et leurs liens avec le phénomène de concentration de la mesure
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