Upper bounds on Rubinstein distances on configuration spaces and applications

Details Upper bounds on Rubinstein distances on configuration spaces and applications Upper bounds on Rubinstein distances on configuration spaces and applications

2008-12-17

arxiv.org/abs/0812.3221v2

Mathematics

Probability

To appear in Communications on Stochastic Analysis and Applications

Scientific paper

In this paper, we provide upper bounds on several Rubinstein-type distances on the configuration space equipped with the Poisson measure. Our inequalities involve the two well-known gradients, in the sense of Malliavin calculus, which can be defined on this space. Actually, we show that depending on the distance between configurations which is considered, it is one gradient or the other which is the most effective. Some applications to distance estimates between Poisson and other more sophisticated processes are also provided, and an application of our results to tail and isoperimetric estimates completes this work.

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