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Stochastic proof of the sharp symmetrized Talagrand inequality

Published 12 Jul 2024 in math.PR and math.FA | (2407.09465v1)

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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