Transport proofs of weighted Poincaré inequalities for log-concave distributions
Author(s) -
Dario Cordero–Erausquin,
Nathaël Gozlan
Publication year - 2016
Publication title -
bernoulli
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.814
H-Index - 72
eISSN - 1573-9759
pISSN - 1350-7265
DOI - 10.3150/15-bej739
Subject(s) - mathematics , mathematical proof , conjecture , poincaré conjecture , homogeneous space , concave function , variance (accounting) , combinatorics , pure mathematics , regular polygon , geometry , accounting , business
We prove, using optimal transport tools, weighted Poincar'e inequalities for log-concave random vectors satisfying some centering conditions. We recover by this way similar results by Klartag and Barthe-Cordero-Erausquin for log-concave random vectors with symmetries. In addition, we prove that the variance conjecture is true for increments of log-concave martingales.
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