paper
Transport inequalities for log-concave measures, quantitative forms and applications
Dario Cordero-Erausquin
Transport inequalities for log-concave measures, quantitative forms and applications
Dario Cordero-Erausquin
Paper2015-04-22English
quantitative financearxiv
Description
We review some simple techniques based on monotone mass transport that allow to obtain transport-type inequalities for any log-concave probability measure, and for more general measures as well. We discuss quantitative forms of these inequalities, with application to the Brascamp-Lieb variance inequality.
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