A large deviation approach to some transportation cost inequalities - Université Paris Nanterre Accéder directement au contenu
Article Dans Une Revue Probability Theory and Related Fields Année : 2007

A large deviation approach to some transportation cost inequalities

Résumé

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.
Fichier principal
Vignette du fichier
trld-hal.pdf (454.2 Ko) Télécharger le fichier
Loading...

Dates et versions

hal-00012764 , version 1 (27-10-2005)

Identifiants

Citer

Nathael Gozlan, Christian Léonard. A large deviation approach to some transportation cost inequalities. Probability Theory and Related Fields, 2007, 139, pp.235-283. ⟨hal-00012764⟩
148 Consultations
122 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More