Thumbnail

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

View/Open
Type
Article accepté pour publication ou publié
Date
2018
Journal name
ALEA : Latin American Journal of Probability and Mathematical Statistics
Volume
15
Pages
247-278
Publication identifier
Metadata
Show full item record
Author(s)
Trashorras, José
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Abstract (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 problem