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Characterization of a class of weak transport-entropy inequalities on the line

We study an optimal weak transport cost related to the notion of convex order between probability measures. On the real line, we show that this weak transport cost is reached for a coupling that does not depend on the underlying cost function. As an application, we give a necessary and sufficient condition for weak transport-entropy inequalities in dimension one. In particular, we obtain a weak transport-entropy form of the convex Poincar{é} inequality in dimension one.

preprint2015arXivOpen access
Nathael GozlanCyril RobertoPaul-Marie SamsonYan ShuPrasad Tetali
math.PRmath.FA
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Open access5 authors2 topics
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Nathael GozlanCyril RobertoPaul-Marie SamsonYan ShuPrasad Tetali

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