Large deviations for a matching problem related to the -Wasserstein distance

zbMATH Open1390.60112MaRDI QIDQ4638245FDOQ4638245

Authors: José Trashorras 

Publication date: 4 May 2018

Full work available at URL: http://alea.impa.br/articles/v15/15-12.pdf

Recommendations

• Large and moderate deviations for matching problems and empirical discrepancies
• Central limit theorems for the Wasserstein distance between the empirical and the true distributions
• Sanov's theorem in the Wasserstein distance: a necessary and sufficient condition
• Optimal Matching and Empirical Measures
• Behavior of the empirical Wasserstein distance in \({\mathbb R}^d\) under moment conditions

zbMATH Keywords

large deviations\(\infty\)-Wasserstein distanceminimax matching problem

Mathematics Subject Classification ID

Large deviations (60F10) Geometric probability and stochastic geometry (60D05) Combinatorial probability (60C05) Designs and configurations (05B99)

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• The \(L^\infty\) optimal transport: infinite cyclical monotonicity and the existence of optimal transport maps
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• Matching Theorems and Empirical Discrepancy Computations using Majorizing Measures
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Cited In (3)

• Sanov's theorem in the Wasserstein distance: a necessary and sufficient condition
• Convergence of asymptotic costs for random Euclidean matching problems
• Large and moderate deviations for matching problems and empirical discrepancies

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