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

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.

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

References in corpus (1)

• The Monge-Kantorovitch Problem and Monge-Ampere Equation on Wiener Space

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