Statistics and Data Science Seminar
Elton Hsu
Northwestern University
Transportation Cost Inequality for Gaussian Measure and Coupling of Brownian Motion
Abstract: We will show how to use synchronizing Brownian motion to prove
Talagrand's transportation cost inequality for the standard Gaussian measure. This proof can be
readily generalized to a generalization of this inequality to the heat kernel measure on a
Riemannian manifold using the synchronizing coupling of Riemannian Brownian motion.
Wednesday November 9, 2011 at 4:00 PM in SEO 636