二维欧几里得随机匹配问题的精确渐近性
Exact Asymptotics for the 2D Euclidean Random Matching Problem
- ETH Zürich(苏黎世联邦理工学院)
- CMAP, CNRS, École polytechnique, Institut Polytechnique de Paris(巴黎综合理工学院)
- Università di Pisa(比萨大学)
机构由 AI 辅助整理,请以论文原文为准。
中文总结 AI 辅助
本文确定了平坦环面上二维随机二分匹配期望最优代价的精确一阶渐近性,适用于所有有限幂代价,并借助正则化白噪声源的 p-Poisson 方程能量及变分鞅问题求解,回答了 Talagrand 的周期情形问题。
中文摘要 AI 辅助
我们确定了平坦环面上二维随机二分匹配中期望最优代价的精确一阶渐近性,适用于每个有限幂代价 $q \ge 1$。在端点情形 $q=1$ 时,这回答了 Talagrand 在周期情形下的一个问题。论证涉及具有正则化白噪声源的 $p$-Poisson 方程解的能量密切相关渐近性。在正则化参数趋于零的极限中,我们将该能量识别为极限高斯滤波上的变分鞅问题的解,其值由抛物型 Monge-Ampère 流刻画。
英文摘要
We determine the exact first-order asymptotics of the expected optimal cost in two-dimensional random bipartite matching, for every finite power cost $q \ge 1$, on the flat torus. In the endpoint case $q=1$, this answers a question by Talagrand, in the periodic case. The argument involves the closely related asymptotics of the energy of the solution of the $p$-Poisson equation with a regularized white-noise source. In the limit of vanishing regularization parameter, we identify this energy as the solution of a Variational Martingale Problem on a limiting Gaussian filtration, whose value is characterized by a parabolic Monge-Ampère flow.