The Gaussian Isoperimetric Inequality and Transportation

Any probability measure on ^d which satisfies the Gaussian or exponential isoperimetric inequality fulfils a transportation inequality for a suitable cost function. Suppose that W (x) dx satisfies the Gaussian isoperimetric inequality: then a probability density function f with respect to W (x) dx has finite entropy, provided that t. This strengthens the quadratic logarithmic Sobolev inequality of Gross (Amr. J. Math 97 (1975) 1061). Let (dx) = e^–(x) dx be a probability measure on ^d, where is uniformly convex. Talagrand's technique extends to monotone rearrangements in several dimensions (Talagrand, Geometric Funct. Anal. 6 (1996) 587), yielding a direct proof that satisfies a quadratic transportation inequality. The class of probability measures that satisfy a quadratic transportation inequality is stable under multiplication by logarithmically bounded Lipschitz densities.