Integral Criteria for Transportation-Cost Inequalities

Details Integral Criteria for Transportation-Cost Inequalities Integral Criteria for Transportation-Cost Inequalities

2006-01-16

arxiv.org/abs/math/0601384v1

Mathematics

Probability

Scientific paper

In this paper, we provide a characterization of a large class of
transportation-cost inequalities in terms of exponential integrability of the
cost function under the reference probability measure. Our results completely
extend the previous works by Djellout, Guilin and Wu and Bolley and Villani.

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