Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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TY - JOUR
T1 - Gaussian isoperimetric inequalities and transportation.
AU - Blower, Gordon
N1 - RAE_import_type : Journal article RAE_uoa_type : Pure Mathematics
PY - 2003/9
Y1 - 2003/9
N2 - Any probability measure on d which satisfies the Gaussian or exponential isoperimetric inequality fulfils a transportation inequality for a suitable cost function. Suppose that W (x) dx satisfies the Gaussian isoperimetric inequality: then a probability density function f with respect to W (x) dx has finite entropy, provided that t . This strengthens the quadratic logarithmic Sobolev inequality of Gross (Amr. J. Math 97 (1975) 1061). Let (dx) = e –(x) dx be a probability measure on d, where is uniformly convex. Talagrand's technique extends to monotone rearrangements in several dimensions (Talagrand, Geometric Funct. Anal. 6 (1996) 587), yielding a direct proof that satisfies a quadratic transportation inequality. The class of probability measures that satisfy a quadratic transportation inequality is stable under multiplication by logarithmically bounded Lipschitz densities.
AB - Any probability measure on d which satisfies the Gaussian or exponential isoperimetric inequality fulfils a transportation inequality for a suitable cost function. Suppose that W (x) dx satisfies the Gaussian isoperimetric inequality: then a probability density function f with respect to W (x) dx has finite entropy, provided that t . This strengthens the quadratic logarithmic Sobolev inequality of Gross (Amr. J. Math 97 (1975) 1061). Let (dx) = e –(x) dx be a probability measure on d, where is uniformly convex. Talagrand's technique extends to monotone rearrangements in several dimensions (Talagrand, Geometric Funct. Anal. 6 (1996) 587), yielding a direct proof that satisfies a quadratic transportation inequality. The class of probability measures that satisfy a quadratic transportation inequality is stable under multiplication by logarithmically bounded Lipschitz densities.
KW - isoperimetric function - transportation - logarithmic Sobolev inequality - Orlicz spaces
U2 - 10.1023/A:1026242611940
DO - 10.1023/A:1026242611940
M3 - Journal article
VL - 7
SP - 203
EP - 224
JO - Positivity
JF - Positivity
SN - 1385-1292
IS - 3
ER -