Transportation cost-information inequalities and applications to random dynamical systems and diffusions
Wu, Liming; Guillin, Arnaud; Djellout, Hacene (2004), Transportation cost-information inequalities and applications to random dynamical systems and diffusions, Annals of Probability, 32, 3B, p. 2702-2732. http://dx.doi.org/10.1214/009117904000000531
TypeArticle accepté pour publication ou publié
External document linkhttp://arxiv.org/abs/math/0410172v1
Journal nameAnnals of Probability
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Abstract (EN)We first give a characterization of the L1-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.
Subjects / KeywordsTransportation cost-information inequalities; random dynamical systems; diffusions; Girsanov’s transformation
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