A sharp symmetrized form of Talagrand’s transport-entropy inequality for the Gaussian measure

Electronic Communications in Probability

Max Fathi¹ 

关键词: transport inequalities;    concentration of measure;   

DOI  :  10.1214/18-ECP179

学科分类：统计和概率

来源: Institute of Mathematical Statistics

【 摘 要 】

This note presents a sharp transport-entropy inequality that improves on Talagrand’s inequality for the Gaussian measure, arising as a dual formulation of the functional Santaló inequality. We also discuss some extensions and connections with concentration of measure.

【 授权许可】

CC BY