Score: 0

On a $T_1$ Transport inequality for the adapted Wasserstein distance

Published: July 25, 2025 | arXiv ID: 2507.19215v1

By: Jonghwa Park

Potential Business Impact:

Helps computers understand how things change over time.

Business Areas:
Taxi Service Transportation

The $L^1$ transport-entropy inequality (or $T_1$ inequality), which bounds the $1$-Wasserstein distance in terms of the relative entropy, is known to characterize Gaussian concentration. To extend the $T_1$ inequality to laws of discrete-time processes while preserving their temporal structure, we investigate the adapted $T_1$ inequality which relates the $1$-adapted Wasserstein distance to the relative entropy. Building on the Bolley--Villani inequality, we establish the adapted $T_1$ inequality under the same moment assumption as the classical $T_1$ inequality.

Page Count
10 pages

Category
Mathematics:
Probability