Abstract
We first give a characterization of the L1-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.
Citation
H. Djellout. A. Guillin. L. Wu. "Transportation cost-information inequalities and applications to random dynamical systems and diffusions." Ann. Probab. 32 (3B) 2702 - 2732, July 2004. https://doi.org/10.1214/009117904000000531
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