Proves dimension-free long-time reverse transportation inequality for non-globally-dissipative Langevin dynamics with non-convex potentials controlling Rényi divergence.
A variational representation for certain functionals of Brownian motion.The Annals of Probability, 26(4):1641–1659, 1998
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Long-time reverse transportation inequalities for non-globally-dissipative Langevin dynamics
Proves dimension-free long-time reverse transportation inequality for non-globally-dissipative Langevin dynamics with non-convex potentials controlling Rényi divergence.