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We prove that reflected Brownian motion with normal reflections in a convexdomain satisfies a dimension free Talagrand type transportationcost-information inequality. The result is generalized to other reflecteddiffusions with suitable drifts and diffusions. We apply this to get such aninequality for interacting Brownian particles with rank-based drift anddiffusion coefficients such as the infinite Atlas model. This is an improvementover earlier dimension-dependent results.

A Note on Transportation Cost Inequalities for Diffusions with Reflections