The Annals of Probability

Characterization of Talagrand’s transport-entropy inequalities in metric spaces

N. Gozlan, C. Roberto, and P.-M. Samson

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Abstract

We give a characterization of transport-entropy inequalities in metric spaces. As an application we deduce that such inequalities are stable under bounded perturbation (Holley–Stroock perturbation lemma).

Article information

Source
Ann. Probab. Volume 41, Number 5 (2013), 3112-3139.

Dates
First available in Project Euclid: 12 September 2013

Permanent link to this document
http://projecteuclid.org/euclid.aop/1378991833

Digital Object Identifier
doi:10.1214/12-AOP757

Mathematical Reviews number (MathSciNet)
MR3127876

Zentralblatt MATH identifier
1283.60029

Subjects
Primary: 60E15: Inequalities; stochastic orderings 26D10: Inequalities involving derivatives and differential and integral operators

Keywords
Transport-entropy inequalities logarithmic-Sobolev inequalities metric spaces concentration of measure

Citation

Gozlan, N.; Roberto, C.; Samson, P.-M. Characterization of Talagrand’s transport-entropy inequalities in metric spaces. Ann. Probab. 41 (2013), no. 5, 3112--3139. doi:10.1214/12-AOP757. http://projecteuclid.org/euclid.aop/1378991833.


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