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

H. Djellout, A. Guillin, L. Wu

math.PRarXiv:math/0410172

Abstract

We first give a characterization of the L1-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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