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Moment measures and stability for Gaussian inequalities

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 Added by Egor Kosov
 Publication date 2017
  fields
and research's language is English




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Let $gamma$ be the standard Gaussian measure on $mathbb{R}^n$ and let $mathcal{P}_{gamma}$ be the space of probability measures that are absolutely continuous with respect to $gamma$. We study lower bounds for the functional $mathcal{F}_{gamma}(mu) = {rm Ent}(mu) - frac{1}{2} W^2_2(mu, u)$, where $mu in mathcal{P}_{gamma}, u in mathcal{P}_{gamma}$, ${rm Ent}(mu) = int logbigl( frac{mu}{gamma}bigr) d mu$ is the relative Gaussian entropy, and $W_2$ is the quadratic Kantorovich distance. The minimizers of $mathcal{F}_{gamma}$ are solutions to a dimension-free Gaussian analog of the (real) Kahler-Einstein equation. We show that $mathcal{F}_{gamma}(mu) $ is bounded from below under the assumption that the Gaussian Fisher information of $ u$ is finite and prove a priori estimates for the minimizers. Our approach relies on certain stability estimates for the Gaussian log-Sobolev and Talagrand transportation inequalities.

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