A characterization of dimension free concentration in terms of transportation inequalities

Nathael Gozlan

Published 2008-04-18Version 1

The aim of this paper is to show that a probability measure concentrates independently of the dimension like a gaussian measure if and only if it verifies Talagrand's $\T_2$ transportation-cost inequality. This theorem permits us to give a new and very short proof of a result of Otto and Villani. Generalizations to other types of concentration are also considered. In particular, one shows that the Poincar\'e inequality is equivalent to a certain form of dimension free exponential concentration. The proofs of these results rely on simple Large Deviations techniques.