Transportation cost-information inequalities and applications to random dynamical systems and diffusions

Djellout, H.; Guillin, A.; Wu, L.

Djellout, H. ; Guillin, A. ; Wu, L.

Ann. Probab., Tome 32 (2004) no. 1A, p. 2702-2732 / Harvested from Project Euclid

Résumé

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.

Publié le : 2004-07-14
Classification: Transportation cost-information inequalities, random dynamical systems, diffusions, Girsanov’s transformation, 28A35, 28C20, 60E15, 60G15, 60G99, 60H10, 60J60

@article{1091813628,
     author = {Djellout, H. and Guillin, A. and Wu, L.},
     title = {Transportation cost-information inequalities and applications to random dynamical systems and diffusions},
     journal = {Ann. Probab.},
     volume = {32},
     number = {1A},
     year = {2004},
     pages = { 2702-2732},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1091813628}
}

Djellout, H.; Guillin, A.; Wu, L. Transportation cost-information inequalities and applications to random dynamical systems and diffusions. Ann. Probab., Tome 32 (2004) no. 1A, pp.  2702-2732. http://gdmltest.u-ga.fr/item/1091813628/