Transportation-information Inequalities for Markov Processes

  title={Transportation-information Inequalities for Markov Processes},
  author={Arnaud Guillin and Christian L{\'e}onard and Wu Liming and Nian Yao},
In this paper, one investigates the following type of transportation-information TcI inequalities: α(Tc(ν, μ)) ≤ I(ν|μ) for all probability measures ν on some metric space (X , d), where μ is a given probability measure, Tc(ν, μ) is the transportation cost from ν to μ with respect to some cost function c(x, y) on X , I(ν|μ) is the FisherDonsker-Varadhan information of ν with respect to μ and α : [0,∞) → [0,∞] is some left continuous increasing function. Using large deviation techniques, it is… CONTINUE READING
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