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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 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 defined as $$ X^ε_t=\frac{1}{ε^κ}\int_0^t H(ξ^ε_s,Y^ε_s)ds, dY^ε_t=…