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Transport proofs of weighted Poincaré inequalities for log-concave distributions (1407.3217v1)

Published 11 Jul 2014 in math.PR and math.FA

Abstract: We prove, using optimal transport tools, weighted Poincar'e inequalities for log-concave random vectors satisfying some centering conditions. We recover by this way similar results by Klartag and Barthe-Cordero-Erausquin for log-concave random vectors with symmetries. In addition, we prove that the variance conjecture is true for increments of log-concave martingales.

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