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

被引：172

作者：

Djellout, H ^{[1
]}

Guillin, A

Wu, L

机构：

[1] Univ Clermont Ferrand, CNRS, UMR 6620, Lab Math Apll, F-63177 Aubiere, France

[2] Univ Paris 09, CEREMADE, CNRS, UMR 7534, F-75775 Paris, France

[3] Wuhan Univ, Dept Math, Wuhan 430072, Peoples R China

来源：

ANNALS OF PROBABILITY | 2004年 / 32卷 / 3B期

关键词：

Diffusions; Girsanov's transformation; Random dynamical systems; Transportation cost-information inequalities;

D O I：

10.1214/009117904000000531

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：2702 / 2732

页数：31

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