Discrete versions of the transport equation and the Shepp.Olkin conjecture

Citation
Hillion, Erwan et Johnson, Oliver, Discrete versions of the transport equation and the Shepp.Olkin conjecture, Annals of probability (Online) , 44(1), 2016, pp. 276-306
ISSN journal
2168894X
Volume
44
Issue
1
Year of publication
2016
Pages
276 - 306
Database
ACNP
SICI code
Abstract
We introduce a framework to consider transport problems for integer-valued random variables. We introduce weighting coefficients which allow us to characterize transport problems in a gradient flow setting, and form the basis of our introduction of a discrete version of the Benamou.Brenier formula. Further, we use these coefficients to state a new form of weighted log-concavity. These results are applied to prove the monotone case of the Shepp.Olkin entropy concavity conjecture.