Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155885 | Stochastic Processes and their Applications | 2012 | 29 Pages |
Abstract
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.
Keywords
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Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Giovanni Luca Torrisi,