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

Mathematics – Probability

Scientific paper

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Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Probability (http://www.imsta

Scientific paper

10.1214/009117904000000531

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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