Equivalence of the Poincaré inequality with a transport-chi-square inequality in dimension one

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Abstract

In this paper, we prove that, in dimension one, the Poincaré inequality is equivalent to a new transport-chi-square inequality linking the square of the quadratic Wasserstein distance with the chi-square pseudo-distance. We also check tensorization of this transport-chi-square inequality.

Original languageEnglish
JournalElectronic Communications in Probability
Volume17
DOIs
Publication statusPublished - 10 Oct 2012

Keywords

  • Chi-square pseudo-distance
  • Poincaré inequality
  • Transport inequality
  • Wasserstein distance

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