Transport inequalities for random point measures (Q1982484): Difference between revisions

Let \(\mu\) be a probability measure satisfying Talagrand's transportation-cost inequality, and let \(\kappa\) be a probability measure on the set of non-negative integers. The Talagarnd inequality is established for the distribution of random point measure \[\sum_{i=0}^N \delta_{X_i},\] where \(\{X_i\}\) are i.i.d. sequence with distribution \(\mu\), and \(N\) is a random variable with distribution \(\kappa\) independent of \(\{X_i\}\).