Related papers: Talagrand Inequality on Free Path Space and Applic…
By using Girsanov transformation and martingale representation, Talagrand-type transportation cost inequalities, with respect to both the uniform and the $L^2$ distances on the global free path space, are established for the segment process…
In this article we derive Talagrand's $T_2$ inequality on the path space w.r.t. the maximum norm for various stochastic processes, including solutions of one-dimensional stochastic differential equations with measurable drifts, backward…
In this paper, we established a quadratic transportation cost inequality for solutions of stochastic reaction diffusion equations driven by multiplicative space-time white noise based on a new inequality we proved for the moments (under the…
In this paper, we prove a Talagrand's T2 transportation cost-information inequality for the law of a stochastic wave equation in spatial dimension d=3 driven by the Gaussian random field, white in time and correlated in space, on the…
In this paper, we established quadratic transportation cost inequalities for solutions of stochastic reaction diffusion equations driven by multiplicative space-time white noise on the whole line $\mathbb{R}$. Since the space variable is…
Path-wise observables--functionals of stochastic trajectories--are at the heart of time-average statistical mechanics and are central to thermodynamic inequalities such as uncertainty relations, speed limits, and correlation-bounds. They…
For stochastic reaction-diffusion equations with L\'evy noises and non-Lipschitz reaction terms, we prove that $W_1H$ transportation cost inequalities hold for their invariant probability measures and for their process-level laws on the…
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.…
Given a positive energy solution of the Klein-Gordon equation, the motion of the free, spinless, relativistic particle is described in a fixed Lorentz frame by a Markov diffusion process with non-constant diffusion coefficient. Proper time…
The dynamics of a point particle in a periodic array of spherical scatterers converges, in the limit of small scatterer size, to a random flight process, whose paths are piecewise linear curves generated by a Markov process with memory two.…
We prove the transportation inequality with the uniform norm for the laws of diffusion processes with Lipschitz and/or dissipative coefficients and apply them to some singular stochastic differential equations of interest.
We study three classes of continuous time Markov processes (inclusion process, exclusion process, independent walkers) and a family of interacting diffusions (Brownian energy process). For each model we define a boundary driven process…
For a stochastic process with state space some Polish space, this paper gives sufficient conditions on the initial and conditional distributions for the joint law to satisfy Gaussian concentration inequalities, transportation inequalities…
We establish Talagrand's $T_1$ and $T_2$ inequalities for the law of the solution of a stochastic differential equation driven by a fractional Brownian motion with Hurst parameter $H>1/2$. We use the $L^2$ metric and the uniform metric on…
Biochemical reactions can happen on different time scales and also the abundance of species in these reactions can be very different from each other. Classical approaches, such as deterministic or stochastic approach, fail to account for or…
Starting from a sequence of independent Wright-Fisher diffusion processes on $[0,1]$, we construct a class of reversible infinite dimensional diffusion processes on $\DD_\infty:= \{{\bf x}\in Let $M$ be a complete Riemnnian manifold and…
In this paper, we give necessary and sufficient conditions for Talagrand's like transportation cost inequalities on the real line. This brings a new wide class of examples of probability measures enjoying a dimension-free concentration of…
We prove transportation-cost inequalities for the law of SDE solutions driven by general Gaussian processes. Examples include the fractional Brownian motion, but also more general processes like bifractional Brownian motion. In case of…
We investigate the transportation cost-information inequalities for bifurcating Markov chains which are a class of processes indexed by binary tree. These processes provide models for cell growth when each individual in one generation gives…
We prove that reflected Brownian motion with normal reflections in a convex domain satisfies a dimension free Talagrand type transportation cost-information inequality. The result is generalized to other reflected diffusions with suitable…