Cahiers du CEREMADE

Unité Mixte de Recherche du C.N.R.S. N°7534
 
Abstract : We first give a characterization of the L1-transportation cost-information inequality on a metric space and next find some ppropriate sufficient condition to transportation cost-information inequalities for dependent sequences. Applications to random dynamical systems and diffusions are studied.
 
 
TRANSPORTATION COST-INFORMATION INEQUALITIES FOR RANDOM DYNAMICAL SYSTEMS AND DIFFUSIONS
DJELLOUT H., GUILLIN Arnaud, WU L.
2002-42
10-12-2002
 
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