Stochastic proof of the sharp symmetrized Talagrand inequality

Fuente: arXiv
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Autori principali: Courtade, Thomas A., Fathi, Max, Mikulincer, Dan
Natura: Preprint
Pubblicazione: 2024
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author Courtade, Thomas A.
Fathi, Max
Mikulincer, Dan
author_facet Courtade, Thomas A.
Fathi, Max
Mikulincer, Dan
contents We give a new proof of the sharp symmetrized form of Talagrand's transport-entropy inequality. Compared to stochastic proofs of other Gaussian functional inequalities, the new idea here is a certain coupling induced by time-reversed martingale representations.
format Preprint
id arxiv_https___arxiv_org_abs_2407_09465
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Stochastic proof of the sharp symmetrized Talagrand inequality
Courtade, Thomas A.
Fathi, Max
Mikulincer, Dan
Probability
Functional Analysis
We give a new proof of the sharp symmetrized form of Talagrand's transport-entropy inequality. Compared to stochastic proofs of other Gaussian functional inequalities, the new idea here is a certain coupling induced by time-reversed martingale representations.
title Stochastic proof of the sharp symmetrized Talagrand inequality
topic Probability
Functional Analysis
url https://arxiv.org/abs/2407.09465