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

H. Djellout·A. Guillin·L. Wu
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Abstract

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. Applications to random dynamical systems and diffusions are studied.

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BibTeXRIS

H. Djellout, A. Guillin, L. Wu. 2004-10-06. Transportation cost-information inequalities and applications to random dynamical systems and diffusions. https://doi.org/10.1214/009117904000000531

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