
Large Deviations for a matching problem related to the ∞ -Wasserstein distance
Trashorras, José (2018), Large Deviations for a matching problem related to the ∞ -Wasserstein distance, ALEA : Latin American Journal of Probability and Mathematical Statistics, 15, p. 247-278. 10.30757/ALEA.v15-12
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Article accepté pour publication ou publiéDate
2018Journal name
ALEA : Latin American Journal of Probability and Mathematical StatisticsVolume
15Pages
247-278
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Show full item recordAbstract (EN)
Let (E,d) be a compact metric space, X=(X1,…,Xn,…) and Y=(Y1,…,Yn,…) two independent sequences of independent E-valued random variables and (LXn)n≥1 and (LYn)n≥1 the associated sequences of empirical measures. We establish a Large Deviations Principle for (W∞(LXn,LYn))n≥1 where W∞ is the ∞-Wasserstein distance.Subjects / Keywords
Large deviations; ∞-Wasserstein distance; minimax matching problemRelated items
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