Transportation-information inequalities for Markov processes

DOI10.1007/s00440-008-0159-5zbMath1169.60304arXiv0706.4193OpenAlexW1995600142MaRDI QIDQ2391174

Nian Yao, Christian Léonard, Li-ming Wu, Arnaud Guillin

Publication date: 24 July 2009

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0706.4193

zbMATH Keywords

Poincaré inequalitiesconcentration inequalitytransportation costlog-Sobolev inequalitiesFisher-Donsker-Varadhan information

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Continuous-time Markov processes on general state spaces (60J25) One-parameter semigroups and linear evolution equations (47D06) Diffusion processes (60J60) Large deviations (60F10) Inequalities involving derivatives and differential and integral operators (26D10)

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