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Large Deviations for a matching problem related to the ∞ -Wasserstein distance

hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorTrashorras, José
dc.date.accessioned2019-01-11T10:47:00Z
dc.date.available2019-01-11T10:47:00Z
dc.date.issued2018
dc.identifier.issn1980-0436
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/18365
dc.language.isoenen
dc.subjectLarge deviationsen
dc.subject∞-Wasserstein distanceen
dc.subjectminimax matching problemen
dc.subject.ddc519en
dc.titleLarge Deviations for a matching problem related to the ∞ -Wasserstein distanceen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenLet (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.en
dc.relation.isversionofjnlnameALEA : Latin American Journal of Probability and Mathematical Statistics
dc.relation.isversionofjnlvol15en
dc.relation.isversionofjnldate2018
dc.relation.isversionofjnlpages247-278en
dc.relation.isversionofdoi10.30757/ALEA.v15-12en
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.relation.forthcomingnonen
dc.relation.forthcomingprintnonen
dc.description.ssrncandidatenonen
dc.description.halcandidatenonen
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.relation.Isversionofjnlpeerreviewedouien
dc.relation.Isversionofjnlpeerreviewedouien
dc.date.updated2019-01-11T10:30:49Z
hal.author.functionaut


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