A fluctuation result for the displacement in the optimal matching problem

DOI10.1214/21-AOP1562MaRDI QIDQ2139105zbMATH OpenOpenAlexFDO

Authors M. Goldman, Martin Huesmann

Publication date 17 May 2022

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2105.02915

zbMATH Keywords

Poisson equationGaussian free fieldoptimal matching problem

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05)

Abstract: The aim of this paper is to justify in dimensions two and three the ansatz of Caracciolo et al. stating that the displacement in the optimal matching problem is essentially given by the solution to the linearized equation i.e. the Poisson equation. Moreover, we prove that at all mesoscopic scales, this displacement is close in suitable negative Sobolev spaces to a curl-free Gaussian free field. For this we combine a quantitative estimate on the difference between the displacement and the linearized object, which is based on the large-scale regularity theory recently developed in collaboration with F. Otto, together with a qualitative convergence result for the linearized problem.

Recommendations

• On the optimal map in the 2-dimensional random matching problem
• New estimates on the matching problem
• A PDE approach to a 2-dimensional matching problem
• On the fluctuations of simple matching
• Convergence of asymptotic costs for random Euclidean matching problems

Cites work

• A PDE approach to a 2-dimensional matching problem
• A simple Fourier analytic proof of the AKT optimal matching theorem
• A theory of regularity structures
• Asymptotics for L₂ functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances
• Combinatorial Optimization Over Two Random Point Sets
• Constructive quantization: approximation by empirical measures
• On optimal matchings
• On the optimal map in the 2-dimensional random matching problem
• On the rate of convergence in Wasserstein distance of the empirical measure
• On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
• One-dimensional empirical measures, order statistics, and Kantorovich transport distances
• Optimal transport from Lebesgue to Poisson
• Probability theory of classical Euclidean optimization problems
• Quantitative linearization results for the Monge-Ampère equation
• Quantitative stochastic homogenization and large-scale regularity
• Quasilinear SPDEs via rough paths
• Stein's method for normal approximation in Wasserstein distances with application to the multivariate central limit theorem
• The transportation cost from the uniform measure to the empirical measure in dimension \(\geq 3\)
• Theory of function spaces II
• Upper and lower bounds for stochastic processes. Modern methods and classical problems

Cited in

(6)

• On the quadratic random matching problem in two-dimensional domains
• Annealed quantitative estimates for the quadratic 2D-discrete random matching problem
• Optimal transport methods for combinatorial optimization over two random point sets
• Geometric linearisation for optimal transport with strongly \(p\)-convex cost
• Sharp PDE estimates for random two-dimensional bipartite matching with power cost function
• Optimal Matching of Random Samples and Rates of Convergence of Empirical Measures

This page was built for publication: A fluctuation result for the displacement in the optimal matching problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2139105)