Characterization of Talagrand's Like Transportation-Cost Inequalities on the Real Line

Details Characterization of Talagrand's Like Transportation-Cost Inequalities on the Real Line Characterization of Talagrand's Like Transportation-Cost Inequalities on the Real Line

2006-08-10

arxiv.org/abs/math/0608241v1

Mathematics

Probability

Scientific paper

In this paper, we give necessary and sufficient conditions for Talagrand's
like transportation cost inequalities on the real line. This brings a new wide
class of examples of probability measures enjoying a dimension-free
concentration of measure property. Another byproduct is the characterization of
modified Log-Sobolev inequalities for Log-concave probability measures on R.

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