Transportation cost-information inequalities and applications to random dynamical systems and diffusions
Probability
2007-05-23 v1
Abstract
We first give a characterization of the L^1-transportation cost-information inequality on a metric space and next find some appropriate sufficient condition to transportation cost-information inequalities for dependent sequences. Applications to random dynamical systems and diffusions are studied.
Cite
@article{arxiv.math/0410172,
title = {Transportation cost-information inequalities and applications to random dynamical systems and diffusions},
author = {H. Djellout and A. Guillin and L. Wu},
journal= {arXiv preprint arXiv:math/0410172},
year = {2007}
}
Comments
Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Probability (http://www.imstat.org/aop/) at http://dx.doi.org/10.1214/009117904000000531