A. Guillin

activity

20032025

most citedTransportation cost-information inequalities and applications to random dynamical systems and diffusions

255 citations · 949 across the 71 of their papers we have counts for

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Showing 2003 · math.PRShow all

2 papers · 2 filters

math.PR2003★ 2 cited

A criterion for Talagrand's quadratic transportation cost inequality

Patrick Cattiaux, Arnaud Guillin

We show that the quadratic transportation cost inequality $T_{2}$ is equivalent to both a Poincaré inequality and a strong form of the Gaussian concentration property. The main ingre…

math.PR2003

MDP for integral functionals of fast and slow processes with averaging

A. Guillin, R. Liptser

We establish large deviation principle (LDP) for the family of vector-valued random processes $(X^{ε}, Y^{ε}), ε \to 0$ defined as $$ X^ε_t=\frac{1}{ε^κ}\int_0^t H(ξ^ε_s,Y^ε_s)ds, dY^ε_t=…