Title: Talagrand's Mass Transportation Inequality on a Riemannian Manifold
Speaker: Elton Hsu
Speaker Info: Northwestern University
Brief Description:
Special Note:
Abstract:
Talagrand's mass transportation inequality bounds the quadratic transportation cost from a probability measure to the standard Gaussian measure by the entropy of the probability measure. We will first give a proof of this well known inequality by using Brownian motion. This inequality has been extended to the setting of a Riemannian manifold. I will present a new proof by showing that with the idea of mirror coupling the same probabilistic proof can be modified to this new setting.Date: Monday, March 04, 2013