文章基本信息

标题：A note on transportation cost inequalities for diffusions with reflections
本地全文：下载
作者：Soumik Pal ; Andrey Sarantsev
期刊名称：Electronic Communications in Probability
印刷版ISSN：1083-589X
出版年度：2019
卷号：24
DOI：10.1214/19-ECP223
语种：English
出版社：Electronic Communications in Probability
摘要：We prove that reflected Brownian motion with normal reflections in a convex domain satisfies a dimension free Talagrand type transportation cost-information inequality. The result is generalized to other reflected diffusion processes with suitable drift and diffusion coefficients. We apply this to get such an inequality for interacting Brownian particles with rank-based drift and diffusion coefficients such as the infinite Atlas model. This is an improvement over earlier dimension-dependent results.