A large deviation approach to some transportation cost inequalities
A large deviation approach to some transportation cost inequalities
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DOI：
10.1007/s00440-006-0045-y
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发表时间：
2005-10
影响因子：
2
通讯作者：
N. Gozlan;C. Léonard
中科院分区：
文献类型：
--
作者：
N. Gozlan;C. Léonard
新的运输成本不平等是通过基本的大偏差推理得出的。他们的双重特征得到了证明；这提供了 S. Bobkov 和 F. Götze 著名结果的扩展。研究了它们的张量化特性。这些不等式的充分条件（也是必要条件）是根据参考测度的可积性来说明的。应用这些结果会导致新的偏差结果：测量的集中和经验过程的偏差。
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.