Transportation cost-information inequalities and applications to random dynamical systems and diffusions.
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Publication:1889796
DOI10.1214/009117904000000531zbMATH Open1061.60011arXivmath/0410172OpenAlexW2021657319MaRDI QIDQ1889796FDOQ1889796
Authors: Hacène Djellout, Arnaud Guillin, Liming Wu 
Publication date: 10 December 2004
Published in: The Annals of Probability (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/math/0410172
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random dynamical systemsdiffusionsGirsanov's transformationstransportation cost-information inequalities
Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Measures and integrals in product spaces (28A35)
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