Stochastic proof of the sharp symmetrized Talagrand inequality
A new proof of the sharp symmetrized form of Talagrand’s transport-entropy inequality is given. Compared to stochastic proofs of other Gaussian functional inequalities, the new idea here is a certain coupling induced by time-reversed martingale representations.
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Académie des sciences
2024-11-01
|
| Series: | Comptes Rendus. Mathématique |
| Subjects: | |
| Online Access: | https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.5802/crmath.681/ |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1825206198087974912 |
|---|---|
| author | Courtade, Thomas A. Fathi, Max Mikulincer, Dan |
| author_facet | Courtade, Thomas A. Fathi, Max Mikulincer, Dan |
| author_sort | Courtade, Thomas A. |
| collection | DOAJ |
| description | A new proof of the sharp symmetrized form of Talagrand’s transport-entropy inequality is given. Compared to stochastic proofs of other Gaussian functional inequalities, the new idea here is a certain coupling induced by time-reversed martingale representations. |
| format | Article |
| id | doaj-art-e71adfc4869f40378b658dee5539ba7f |
| institution | Kabale University |
| issn | 1778-3569 |
| language | English |
| publishDate | 2024-11-01 |
| publisher | Académie des sciences |
| record_format | Article |
| series | Comptes Rendus. Mathématique |
| spelling | doaj-art-e71adfc4869f40378b658dee5539ba7f2025-02-07T11:26:37ZengAcadémie des sciencesComptes Rendus. Mathématique1778-35692024-11-01362G121779178410.5802/crmath.68110.5802/crmath.681Stochastic proof of the sharp symmetrized Talagrand inequalityCourtade, Thomas A.0Fathi, Max1Mikulincer, Dan2Department of Electrical Engineering and Computer Sciences, University of California, Berkeley, CA 94720 USADMA, École normale supérieure, Université PSL, CNRS, 75005 Paris, France; Institut Universitaire de France; Université Paris Cité and Sorbonne Université, CNRS, Laboratoire Jacques-Louis Lions and Laboratoire de Probabilités, Statistique et Modélisation, F-75013 Paris, FranceDepartment of Mathematics, MIT, Cambridge, MA 02139 USAA new proof of the sharp symmetrized form of Talagrand’s transport-entropy inequality is given. Compared to stochastic proofs of other Gaussian functional inequalities, the new idea here is a certain coupling induced by time-reversed martingale representations.https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.5802/crmath.681/Transport inequalitiesGaussian inequalitiesBlaschke–Santaló inequalityMartingale representations |
| spellingShingle | Courtade, Thomas A. Fathi, Max Mikulincer, Dan Stochastic proof of the sharp symmetrized Talagrand inequality Comptes Rendus. Mathématique Transport inequalities Gaussian inequalities Blaschke–Santaló inequality Martingale representations |
| title | Stochastic proof of the sharp symmetrized Talagrand inequality |
| title_full | Stochastic proof of the sharp symmetrized Talagrand inequality |
| title_fullStr | Stochastic proof of the sharp symmetrized Talagrand inequality |
| title_full_unstemmed | Stochastic proof of the sharp symmetrized Talagrand inequality |
| title_short | Stochastic proof of the sharp symmetrized Talagrand inequality |
| title_sort | stochastic proof of the sharp symmetrized talagrand inequality |
| topic | Transport inequalities Gaussian inequalities Blaschke–Santaló inequality Martingale representations |
| url | https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.5802/crmath.681/ |
| work_keys_str_mv | AT courtadethomasa stochasticproofofthesharpsymmetrizedtalagrandinequality AT fathimax stochasticproofofthesharpsymmetrizedtalagrandinequality AT mikulincerdan stochasticproofofthesharpsymmetrizedtalagrandinequality |