A sharp symmetrized form of Talagrand's transport-entropy inequality for the Gaussian measure

Published 17 Jun 2018 in math.PR | (1806.06389v1)

Abstract: This note presents a sharp transport-entropy inequality that improves on Talagrand's inequality for the Gaussian measure, arising as a dual formulation of the functional Santal\'o inequality. We also discuss some extensions and connections with concentration of measure.

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Max Fathi

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