## The Annals of Probability

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

#### 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.

#### Article information

Source
Ann. Probab., Volume 32, Number 3B (2004), 2702-2732.

Dates
First available in Project Euclid: 6 August 2004

https://projecteuclid.org/euclid.aop/1091813628

Digital Object Identifier
doi:10.1214/009117904000000531

Mathematical Reviews number (MathSciNet)
MR2078555

Zentralblatt MATH identifier
1061.60011

#### Citation

Djellout, H.; Guillin, A.; Wu, L. Transportation cost-information inequalities and applications to random dynamical systems and diffusions. Ann. Probab. 32 (2004), no. 3B, 2702--2732. doi:10.1214/009117904000000531. https://projecteuclid.org/euclid.aop/1091813628

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