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Tensorization of a transport-entropy inequality

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Probability inequality Concentration inequality Transport-entropy inequality
Created 2026-09-24 Updated 2026-09-24  0 By others on same topic  0 Discussions Create my own version
If each coordinate law satisfies the same convex transport-entropy inequality, then the product law satisfies the sum-cost version. Sequentially couple conditional coordinates, apply Jensen inequality, and use the chain rule for relative entropy.

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  1. Transport-entropy inequality
  2. Concentration inequality
  3. Probability inequality
  4. Probability theory
  5. Probability and statistics
  6. Area of mathematics
  7. Mathematics
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  • Past exam of the mathematics course of the University of Cambridge / 2026 / iii / Paper 208 / 1 / Solution

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