A large deviation approach to some transportation cost inequalitiesReport as inadecuate

A large deviation approach to some transportation cost inequalities - Download this document for free, or read online. Document in PDF available to download.

1 MODAL-X - Modélisation aléatoire de Paris X 2 CMAP - Centre de Mathématiques Appliquées

Abstract : New transportation cost inequalities are derived by means of elementary large deviation reasonings. Their dual characterization is proved; this provides an extension of a well-known result of S. Bobkov and F. Götze. Their tensorization properties are investigated. Sufficient conditions and necessary conditions too for these inequalities are stated in terms of the integrability of the reference measure. Applying these results leads to new deviation results: concentration of measure and deviations of empirical processes.

Keywords : Transportation cost inequalities Large deviations Concentration of measure

Author: Nathael Gozlan - Christian Léonard -

Source: https://hal.archives-ouvertes.fr/


Related documents