Transportation-information inequalities for Markov processes

In this paper, one investigates the transportation-information T c I inequalities: α ( T c ( ν, μ )) ≤ I ( ν | μ ) for all probability measures ν on a metric space , where μ is a given probability measure, T c ( ν, μ ) is the transportation cost from ν to μ with respect to the cost function c ( x...

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Vydáno v:	Probability theory and related fields Ročník 144; číslo 3-4; s. 669 - 695
Hlavní autoři:	Guillin, Arnaud, Léonard, Christian, Wu, Liming, Yao, Nian
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Berlin/Heidelberg Springer-Verlag 01.07.2009 Springer Springer Nature B.V Springer Verlag
Témata:	Continuity (mathematics) Cost function Economics Entropy Exact sciences and technology Finance Functional Analysis General topics Inequalities Inequality Inference from stochastic processes; time series analysis Insurance Management Markov analysis Markov processes Mathematical and Computational Biology Mathematical and Computational Physics Mathematics Mathematics and Statistics Metric space Operating costs Operations Research/Decision Theory Probability Probability and statistics Probability Theory and Stochastic Processes Probability theory on algebraic and topological structures Quantitative Finance Random variables Sciences and techniques of general use Statistics Statistics for Business Theoretical Transportation 60E15 60G99 60F10 26D10 60J60 60J25 47D07 Markov process Reversible processes Metric space Probability theory 60G99 . 60J25 Ergodicity Continuous function Large deviation Fisher information Sufficient condition Cost function Sobolev inequality Ergodic process 26D10 . 47D07 Probability measure Markov processes logarithmic Sobolev inequalities Transportation inequalities Poincaré inequality
ISSN:	0178-8051, 1432-2064
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