A large deviation approach to some transportation cost inequalities (Q2641905): Difference between revisions

Let \(c:\mathcal X \times \mathcal X \rightarrow [0, \infty) \) be a measurable function on the product space \(\mathcal X \times \mathcal X.\) For any two probability measures \(\mu \) and \(\nu\) on \(\mathcal X,\) the transporation cost (associated with the cost function \(c\)) of \(\mu\) on \(\nu\) is \(T_c(\mu, \nu)= \inf_\pi \int_{\mathcal X \times \mathcal X }c(x,y) \,\pi(dx,dy)\) where the infimum is taken over all the probability measures \(\pi\) on \(\mathcal X \times \mathcal X\) with the first marginal \(\pi(dx \times \mathcal X) = \mu(dx) \) and the second marginal \(\pi(\mathcal X \times dy)= \nu(dy).\) The authors obtain bounds on the transportion costs \(T_c\) by means of large deviation reasonings extending the work of \textit{S. G. Bobkov} and \textit{F. Götze} [J. Funct. Anal. 163, 1--28 (1999; Zbl 0924.46027)] and others.