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The paper proves transportation inequalities for probability measures on spheres for the Wasserstein metrics with respect to cost functions that are powers of the geodesic distance. Let be a probability measure on the sphere of the form where is the rotation invariant probability measure, and , where . Then any probability measure of finite relative entropy with respect to satisfies . The proof uses an explicit formula for the relative entropy which is also valid on connected and compact smooth Riemannian manifolds without boundary. A variation of this entropy formula gives the Lichnérowicz integral.

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