There is no stationary cyclically monotone Poisson matching in 2d (Q6070363)
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scientific article; zbMATH DE number 7768336
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English | There is no stationary cyclically monotone Poisson matching in 2d |
scientific article; zbMATH DE number 7768336 |
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There is no stationary cyclically monotone Poisson matching in 2d (English)
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20 November 2023
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The authors prove that there is no cyclically monotone stationary matching of two independent Poisson processes of unit intensity in dimension \(d = 2\). Therefore, the main result is a theorem of non-existence. The proof combines the harmonic approximation approach with local asymptotics for the two-dimensional matching problem for which the authors give a new self-contained proof using martingale arguments. The interest in this problem is motivated, on the one hand, by work on geometric properties of matching, and on the other hand, by work on optimally coupling random measures. Several extensions and variants of the main theorem are discussed. Previous steps in this direction and the history of the issue are also very carefully discussed.
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cyclically monotone stationary matching
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independent Poisson processes
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two-dimensional matching problem
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harmonic approximation approach
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