Transportation cost-information inequalities and applications to random dynamical systems and diffusions
classification
🧮 math.PR
keywords
cost-informationtransportationapplicationsdiffusionsdynamicalinequalitiesrandomsystems
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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.
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