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.
Authors
- Max Fathi
- Thomas A. Courtade (ORCID: https://orcid.org/0000-0001-7106-7358)
- Dan Mikulincer (ORCID: https://orcid.org/0000-0003-3597-3550)
Publication Details
- Journal
- Comptes Rendus Mathématique
- Published
- 2024-11-25
- DOI
- https://doi.org/10.5802/crmath.681
- Citations
- 2
- Primary Topic
- Point processes and geometric inequalities
- Type
- article
- Field-Weighted Citation Impact
- 1.95