English

Transportation Cost Inequality on Path Spaces with Uniform Distance

Probability 2007-12-20 v1 Differential Geometry

Abstract

Starting from a sequence of independent Wright-Fisher diffusion processes on [0,1][0,1], we construct a class of reversible infinite dimensional diffusion processes on \DD:={xLet\DD_\infty:= \{{\bf x}\in Let MbeacompleteRiemnnianmanifoldand be a complete Riemnnian manifold and \muthedistributionofthediffusionprocessgeneratedby the distribution of the diffusion process generated by \ff 1 2\DD+Zwhere where Zisa is a C^1vectorfield.When-vector field. When \Ric-\nn Zisboundedbelowand is bounded below and Zhas,forinstance,lineargrowth,thetransportationcostinequalitywithrespecttotheuniformdistanceisestablishedfor has, for instance, linear growth, the transportation-cost inequality with respect to the uniform distance is established for \muonthepathspaceover on the path space over M$. A simple example is given to show the optimality of the condition.

Keywords

Cite

@article{arxiv.0712.3139,
  title  = {Transportation Cost Inequality on Path Spaces with Uniform Distance},
  author = {Shizan Fang and Feng-Yu Wang and Bo Wu},
  journal= {arXiv preprint arXiv:0712.3139},
  year   = {2007}
}

Comments

to appear in Stochastic Processes and Applications

R2 v1 2026-06-21T09:55:40.051Z