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.

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Bibliographic Details
Main Authors: Courtade, Thomas A., Fathi, Max, Mikulincer, Dan
Format: Article
Language:English
Published: Académie des sciences 2024-11-01
Series:Comptes Rendus. Mathématique
Subjects:
Online Access:https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.5802/crmath.681/
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