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

dc.contributor.author	Trashorras, José
dc.date.accessioned	2011-11-16T15:42:46Z
dc.date.available	2011-11-16T15:42:46Z
dc.date.issued	2011
dc.identifier.uri	https://basepub.dauphine.fr/handle/123456789/7529
dc.language.iso	en	en
dc.subject	minimax matching problem	en
dc.subject	infinity - wasserstein distance	en
dc.subject	Large deviations	en
dc.subject.ddc	519	en
dc.title	Large Deviations for a matching problem related to the ∞-Wasserstein distance	en
dc.type	Document de travail / Working paper
dc.description.abstracten	Let $(E,d)$ be a compact metric space, $X=(X_1,\dots,X_n,\dots)$ and $Y=(Y_1,\dots,Y_n,\dots)$ two independent sequences of independent $E$-valued random variables and $(L^X_n)_{n \geq 1}$ and $(L^Y_n)_{n \geq 1}$ the associated sequences of empirical measures. We establish a Large Deviations Principle for $(W_{\infty}(L^X_n,L^Y_n))_{n \geq 1}$ where $W_{\infty}$ is the $\infty$-Wasserstein distance.	en
dc.publisher.name	Université Paris-Dauphine	en
dc.publisher.city	Paris	en
dc.identifier.citationpages	21	en
dc.identifier.urlsite	http://hal.archives-ouvertes.fr/hal-00641378/fr/	en
dc.description.sponsorshipprivate	oui	en
dc.subject.ddclabel	Probabilités et mathématiques appliquées	en
hal.author.function	aut

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