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

• H. Djellout ^[1] ; A. Guillin ^[2] ; L. Wu ^[1]
  1. [1] Blaise Pascal University

     Blaise Pascal University

     Arrondissement de Clermont-Ferrand, Francia

     
  2. [2] Université Paris IX Dauphine
• Localización: Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 32, Nº. 3, 2, 2004, págs. 2702-2732
• Idioma: inglés
• DOI: 10.1214/009117904000000531
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• Resumen

  • 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.