Transport inequalities for random point measures
We derive transport-entropy inequalities for mixed binomial point processes, and for Poisson point processes. We show that when the finite intensity measure satisfies a Talagrand transport inequality, the law of the point process also satisfies a Talagrand type transport inequality. We also show tha...
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Veröffentlicht in: | Journal of functional analysis 2021-11, Vol.281 (9), p.109141, Article 109141 |
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Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | We derive transport-entropy inequalities for mixed binomial point processes, and for Poisson point processes. We show that when the finite intensity measure satisfies a Talagrand transport inequality, the law of the point process also satisfies a Talagrand type transport inequality. We also show that a Poisson point process (with arbitrary σ-finite intensity measure) always satisfies a universal transport-entropy inequality à la Marton. We explore the consequences of these inequalities in terms of concentration of measure and modified logarithmic Sobolev inequalities. In particular, our results allow one to extend a deviation inequality by Reitzner [33], originally proved for Poisson random measures with finite mass. |
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ISSN: | 0022-1236 1096-0783 |
DOI: | 10.1016/j.jfa.2021.109141 |