New Brunn--Minkowski and functional inequalities via convexity of entropy

Abstract: We study the connection between the concavity properties of a measure $\nu$ and the convexity properties of the associated relative entropy $D(\cdot \Vert \nu)$ along optimal transport. As a corollary we prove a new dimensional Brunn-Minkowski inequality for centered star-shaped bodies, when the measure $\nu$ is log-concave with a p-homogeneous potential (such as the Gaussian measure). Our method allows us to go beyond the usual convexity assumption on the sets that is fundamentally essential for the standard differential-geometric technique in this area. We then take a finer look at the convexity properties of the Gaussian relative entropy, which yields new functional inequalities. First we obtain curvature and dimensional reinforcements to Otto--Villani's "HWI" inequality in the Gauss space, when restricted to even strongly log-concave measures. As corollaries, we obtain improved versions of Gross' logarithmic Sobolev inequality and Talgrand's transportation cost inequality in this setting.