Transportation cost-information inequalities and applications to random dynamical systems and diffusions

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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.
Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Probability (http://www.imstat.org/aop/) at http://dx.doi.org/10.1214/009117904000000531

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Probability, 28A35, 28C20, 60E15, 60G15, 60G99, 60H10, 60J60 (Primary)

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http://salesiana.dossiersoluciones.com/handle/123456789/72785

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0410172
 http://arxiv.org/abs/math/0410172
 Annals of Probability 2004, Vol. 32, No. 3B, 2702-2732
 doi:10.1214/009117904000000531

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arXiv