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

2004/10/06 by H. Djellout, A. Guillin, L. Wu · 3 citations
Mathematics · #math.PR #msc:28A35 #msc:28C20 #msc:60E15 #msc:60G15 #msc:60G99 #msc:60H10 #msc:60J60

paper · pdf · doi:10.1214/009117904000000531

published as Annals of Probability 2004, Vol. 32, No. 3B, 2702-2732 · 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

arxiv created 2004/10/06 · arxiv updated 2009/12/01

Abstract

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.

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