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轨道空间上的运费不等式

TRANSPORTATION COST INEQUALITIES ON PATH SPACE
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摘要 研究了一类概率距离dp,它是全变差范数的自然推广 .为方便运用这一抽象的距离 ,利用Wasserstein耦合方法 ,在Polish空间上用相对熵给出dp 的上界 .最后将这类距离推广到轨道空间上 。 A new probability distance, denoted by d p , is a more natural extension of the classical variational norm. By Wasserstein coupling approach, a upper bound of d p is given by ralative entropy on Polish space, therefore one can handle this distance conveniently. Moreover, applying to path space, some transportation cost inequalities are constructed.
出处 《北京师范大学学报(自然科学版)》 CAS CSCD 北大核心 2003年第5期589-594,共6页 Journal of Beijing Normal University(Natural Science)
基金 国家自然科学基金资助项目 (10 12 110 1 10 0 2 5 10 5 )
关键词 轨道空间 运费不等式 相对熵 Wasserstein耦合方法 transportation cost inequality entropy path space
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参考文献6

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