Talagrand concentration inequalities for stochastic partial differential equations
From MaRDI portal
Publication:2303976
Abstract: One way to define the concentration of measure phenomenon is via Talagrand inequalities, also called transportation-information inequalities. That is, a comparison of the Wasserstein distance from the given measure to any other absolutely continuous measure with finite relative entropy. Such transportation-information inequalities were recently established for some stochastic differential equations. Here, we develop a similar theory for some stochastic partial differential equations.
Recommendations
- Talagrand concentration inequalities for stochastic heat-type equations under uniform distance
- Talagrand's \(T_2\)-transportation inequality and log-Sobolev inequality for dissipative SPDEs and applications to reaction-diffusion equations
- Information inequalities and concentration of measure
- Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality
- Around the entropic talagrand inequality
Cites work
- A measure concentration inequality for contracting Markov chains
- A note on Talagrand's transportation inequality and logarithmic Sobolev inequality
- A note on transportation cost inequalities for diffusions with reflections
- Bounding \(\bar d\)-distance by informational divergence: A method to prove measure concentration
- Complex graphs and networks
- Concentration for multidimensional diffusions and their boundary local times
- Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.
- Concentration inequalities for Markov chains by Marton couplings and spectral methods
- Concentration inequalities. A nonasymptotic theory of independence
- Concentration of measure and isoperimetric inequalities in product spaces
- Concentration of measure for Brownian particle systems interacting through their ranks
- Concentration of measure for the analysis of randomized algorithms.
- Concentration of measure inequalities for Markov chains and \(\Phi\)-mixing processes.
- Concentration of the information in data with log-concave distributions
- Diffusions and Elliptic Operators
- Exponential integrability and transportation cost related to logarithmic Sobolev inequalities
- Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
- From concentration to logarithmic Sobolev and Poincaré inequalities
- Functional inequalities for heavy tailed distributions and application to isoperimetry
- Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality
- Heat kernel estimates for stable-like processes on d-sets.
- Heat kernel estimates for the Dirichlet fractional Laplacian
- scientific article; zbMATH DE number 3984248 (Why is no real title available?)
- scientific article; zbMATH DE number 1302005 (Why is no real title available?)
- scientific article; zbMATH DE number 1538134 (Why is no real title available?)
- Information inequalities and concentration of measure
- Large deviations techniques and applications.
- Liquidity, risk measures, and concentration of measure
- Martingale representations and holomorphic processes
- Measure concentration for a class of random processes
- Measure transport on Wiener space and the Girsanov theorem.
- Monge-Kantorovitch measure transportation and Monge-Ampère equation on Wiener space
- New concentration inequalities in product spaces
- On concentration of empirical measures and convergence to the semi-circle law
- On quadratic transportation cost inequalities
- On stochastic partial differential equations with variable coefficients in C^1 domains
- On the solutions of nonlinear stochastic fractional partial differential equations in one spatial dimension
- Optimal Transport
- Repr�sentation de martingales vectorielles de carr� int�grable � valeurs dans des espaces de Hilbert r�els s�parables
- Semi log-concave Markov diffusions
- Sharper bounds for Gaussian and empirical processes
- Some non-linear s. p. d. e's that are second order in time
- Space-time fractional stochastic partial differential equations
- SPDEs with coloured noise: Analytic and stochastic approaches
- Stochastic Equations in Infinite Dimensions
- Stochastic integrals for SPDEs: a comparison
- Stochastic PDEs, regularity structures, and interacting particle systems
- Talagrand's \(T_2\)-transportation inequality and log-Sobolev inequality for dissipative SPDEs and applications to reaction-diffusion equations
- The concentration of measure phenomenon
- Transformation of measure on Wiener space
- Transportation cost for Gaussian and other product measures
- Transportation cost inequalities for diffusions under uniform distance
- Transportation cost-information inequalities and applications to random dynamical systems and diffusions.
- Transportation inequalities for stochastic heat equations
- Weak dimension-free concentration of measure
Cited in
(25)- Talagrand inequality on free path space and application to stochastic reaction diffusion equations
- Transportation cost-information inequality for stochastic wave equation
- Quadratic transportation cost inequality for scalar stochastic conservation laws
- Transportation inequalities for stochastic heat equation with rough dependence in space
- Concentration inequalities for stochastic differential equations with additive fractional noise
- Talagrand concentration inequalities for stochastic heat-type equations under uniform distance
- Talagrand's quadratic transportation cost inequalities for reflected SPDEs driven by space-time white noise
- A note on transportation cost inequalities for diffusions with reflections
- Talagrand's quadratic transportation cost inequalities for SPDEs driven by fractional noises with two reflection walls
- Fenchel-Moreau Conjugation Inequalities with Three Couplings and Application to Stochastic Bellman Equation
- Stability of Talagrand's inequality under concentration topology
- Talagrand's transportation inequality for SPDEs with locally monotone drifts
- Transportation cost-information inequality for a stochastic heat equation driven by fractional-colored noise
- Stochastic evolutionary p-Laplace equation: large deviation principles and transportation cost inequality
- Transportation inequality for a fractional stochastic heat equation with colored noise
- A transportation inequality for reflected SPDEs on infinite spatial domain
- Transportation cost inequalities for stochastic reaction diffusion equations on the whole real line
- Transportation cost-information inequality for non-linear time-fractional stochastic heat equation driven by space-time white noise
- Nonlinear stochastic Laplace equation: large deviation and measure concentration
- Time-space fractional stochastic Ginzburg-Landau equations: global solvability, Sobolev-Hölder regularity, and Talagrand's transportation inequality
- Transportation cost inequalities for the stochastic Ginzburg-Landau equation driven by space-time white noises
- Quadratic transportation cost inequalities for a space-time fractional stochastic heat equation with fractional noise
- Transportation cost-information inequality for stochastic wave equation with spatially inhomogeneous white noise
- Transportation inequalities under uniform metric for a stochastic heat equation driven by time-white and space-colored noise
- Transportation inequalities for stochastic differential equations of pure jumps
This page was built for publication: Talagrand concentration inequalities for stochastic partial differential equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2303976)
