Upper bounds on Rubinstein distances on configuration spaces and applications - Département Informatique et Réseaux Accéder directement au contenu
Article Dans Une Revue Communications on Stochastic Analysis Année : 2010

Upper bounds on Rubinstein distances on configuration spaces and applications

Résumé

In this paper, we provide upper bounds on several Rubinstein-type distances on the configuration space equipped with the Poisson measure. Our inequalities involve the two well-known gradients, in the sense of Malliavin calculus, which can be defined on this space. Actually, we show that depending on the distance between configurations which is considered, it is one gradient or the other which is the most effective. Some applications to distance estimates between Poisson and other more sophisticated processes are also provided, and an application of our results to tail and isoperimetric estimates completes this work.
Fichier principal
Vignette du fichier
cosa_format.pdf (249.12 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-00347899 , version 1 (17-12-2008)
hal-00347899 , version 2 (22-03-2010)

Identifiants

Citer

Laurent Decreusefond, Aldéric Joulin, Nicolas Savy. Upper bounds on Rubinstein distances on configuration spaces and applications. Communications on Stochastic Analysis, 2010, 4 (3), pp.377--399. ⟨hal-00347899v2⟩
279 Consultations
162 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More