A new characterization of Talagrand's transport-entropy inequalities and applications

ANNALS OF PROBABILITY(2011)

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摘要
We show that Talaurand's transport inequality is equivalent to a restricted logarithmic Sobolev inequality. This result clarifies the links between these two important functional inequalities. As an application, we give the first proof of the fact that Talagrand's inequality is stable under bounded perturbations.
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关键词
Concentration of measure,transport inequalities,Hamilton-Jacobi equations,logarithmic-Sobolev inequalities
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