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arXiv · 2407.09465

Stochastic proof of the sharp symmetrized Talagrand inequality

Thomas A. Courtade·Max Fathi·Dan Mikulincer
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Abstract

We give a new proof of the sharp symmetrized form of Talagrand's transport-entropy inequality. 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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Thomas A. Courtade, Max Fathi, Dan Mikulincer. 2024-07-12. Stochastic proof of the sharp symmetrized Talagrand inequality. https://arxiv.org/abs/2407.09465

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