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arXiv 1807.09031math.PR
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矩条件下R^d中经验Wasserstein距离的行为

Behavior of the empirical Wasserstein distance in R^d under moment conditions

Jérôme Dedecker, Florence Merlevède

摘要:

建立了独立同分布的Rd值随机变量的经验测度与其公共分布之间的p阶Wasserstein距离$\in$ [1,$\infty$)的偏差不等式、矩界和几乎必然结果.我们只假设存在一个(强或弱)矩的rp阶为某些r > 1,我们讨论的最优性的界限。数学学科分类。60 B10、60 F10、60 F15、60 E15。

英文摘要:

We establish some deviation inequalities, moment bounds and almost sure results for the Wasserstein distance of order p $\in$ [1, $\infty$) between the empirical measure of independent and identically distributed R d-valued random variables and the common distribution of the variables. We only assume the existence of a (strong or weak) moment of order rp for some r > 1, and we discuss the optimality of the bounds. Mathematics subject classification. 60B10, 60F10, 60F15, 60E15.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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