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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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Type
Article accepté pour publication ou publié
Date
2018
Nom de la revue
ALEA : Latin American Journal of Probability and Mathematical Statistics
Volume
15
Pages
247-278
Identifiant publication
Métadonnées
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Auteur(s)
Trashorras, José
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Résumé (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.
Mots-clés
Large deviations; ∞-Wasserstein distance; minimax matching problem