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19 April 2024
 
  » arxiv » 1509.4202

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Characterization of a class of weak transport-entropy inequalities on the line
Nathael Gozlan ; Cyril Roberto ; Paul-Marie Samson ; Yan Shu ; Prasad Tetali ;
Date 14 Sep 2015
AbstractWe study an optimal weak transport cost related to the notion of convex order between probability measures. On the real line, we show that this weak transport cost is reached for a coupling that does not depend on the underlying cost function. As an application, we give a necessary and sufficient condition for weak transport-entropy inequalities in dimension one. In particular, we obtain a weak transport-entropy form of the convex Poincar’e inequality in dimension one.
Source arXiv, 1509.4202
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