کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1155885 958780 2012 29 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Asymptotic analysis of the optimal cost in some transportation problems with random locations
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Asymptotic analysis of the optimal cost in some transportation problems with random locations
چکیده انگلیسی

In this paper we provide an asymptotic analysis of the optimal transport cost in some matching problems with random locations. More precisely, under various assumptions on the distribution of the locations and the cost function, we prove almost sure convergence, and large and moderate deviation principles. In general, the rate functions are given in terms of infinite-dimensional variational problems. For a suitable one-dimensional transportation problem, we provide the expression of the large deviation rate function in terms of a one-dimensional optimization problem, which allows the numerical estimation of the rate function. Finally, for certain one-dimensional transportation problems, we prove a central limit theorem.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 122, Issue 1, January 2012, Pages 305–333
نویسندگان
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