INTEGRAL CRITERIA FOR TRANSPORTATION-COST INEQUALITIES

Nathael Gozlan (1)

1 Laboratoire d'Analyse et de Mathématiques Appliquées

In this paper, we provide a characterization of a large class of transportation-cost inequalities in terms of exponential integrability of the cost function under the reference probability measure. Our results completely extend the previous works by Djellout, Guilin and Wu and Bolley and Villani.

Mots clés: Transportation-cost inequalities; Orlicz Spaces

Domaines: Probabilités [math.PR]

Nathael Gozlan. INTEGRAL CRITERIA FOR TRANSPORTATION-COST INEQUALITIES. Electronic Communications in Probability, 2006, 11, pp.64--77. ⟨10.1214/ECP.v11-1198⟩. ⟨hal-00017036⟩