一类变形的传输不等式与多项式型聚集不等式

A Kind of Transportation Cost Inequalities and Polynomial Concentration Inequalities

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摘要得到了一类变形的传输不等式,给出了判断其是否成立的充分条件和必要条件,并且利用这类不等式,对于指数阶矩不存在的概率测度,建立了相应的多项式型的聚集不等式. The authors introduce a new kind of transportation cost inequalities and present a necessary condition and a tractable sufficient condition for it.Using this kind of inequalities, polynomial concentration inequalities for probability measures without exponential moments is established.

作者丁盈张新生

机构地区复旦大学管理学院统计系浙江工业大学应用数学系

出处《数学年刊（A辑）》 CSCD 北大核心 2010年第3期283-294,共12页 Chinese Annals of Mathematics

基金国家自然科学基金(No.10671037) 上海市重点学科建设基金(No.B210)资助的项目

关键词 Wasserstein距离传输不等式多项式型聚集不等式 Wasserstein distance Transportation cost inequalities Polynomial concentration inequalities

分类号 O178 [理学—基础数学]

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1徐丽平,李治.由分数布朗运动驱动的随机泛函微分方程传输不等式[J].长江大学学报（自科版）（上旬）,2016,13(1):70-76.
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数学年刊（A辑）

2010年第3期

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一类变形的传输不等式与多项式型聚集不等式

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