Transportation cost-information inequalities and applications to random dynamical systems and diffusions
成果类型:
Article
署名作者:
Djellout, H; Guillin, A; Wu, L
署名单位:
Universite Clermont Auvergne (UCA); Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Universite PSL; Universite Paris-Dauphine; Wuhan University
刊物名称:
ANNALS OF PROBABILITY
ISSN/ISSBN:
0091-1798
DOI:
10.1214/009117904000000531
发表日期:
2004
页码:
2702-2732
关键词:
摘要:
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.