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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

Type
Article accepté pour publication ou publié
External document link
http://arxiv.org/abs/math/0410172v1
Date
2004
Journal name
Annals of Probability
Volume
32
Number
3B
Publisher
Institute of Mathematical Statistics
Pages
2702-2732
Publication identifier
Metadata
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Author(s)
Wu, Liming
Guillin, Arnaud
Djellout, Hacene
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 / Keywords
Transportation cost-information inequalities; random dynamical systems; diffusions; Girsanov’s transformation