[Mise à l'échelle et théorèmes d'appariement non-standard]
Consider the standard Gaussian measure μ on
(1) |
Considérons une suite indépendente
(1) |
Accepté le :
Publié le :
Michel Talagrand 1
@article{CRMATH_2018__356_6_692_0, author = {Michel Talagrand}, title = {Scaling and non-standard matching theorems}, journal = {Comptes Rendus. Math\'ematique}, pages = {692--695}, publisher = {Elsevier}, volume = {356}, number = {6}, year = {2018}, doi = {10.1016/j.crma.2018.04.018}, language = {en}, }
Michel Talagrand. Scaling and non-standard matching theorems. Comptes Rendus. Mathématique, Volume 356 (2018) no. 6, pp. 692-695. doi : 10.1016/j.crma.2018.04.018. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2018.04.018/
[1] On optimal matchings, Combinatorica, Volume 4 (1984) no. 4, pp. 259-264
[2] A PDE approach to a 2-dimensional matching problem, Probab. Theory Relat. Fields (2016) (in press)
[3] On optimal matching of Gaussian samples, Zap. Nauč. Semin. POMI, Volume 457 (2017) (Veroyatnost' i Statistika 25 226–264)
[4] Upper and Lower Bounds for Stochastic Processes http://michel.talagrand.net/ULB.pdf (new edition in preparation, available at)
[5] Some generalizations of the Euclidean two-sample matching problem, Probability in Banach Spaces, 8, Progress in Probability, vol. 30, Birkhäuser, 1992, pp. 55-66
- Central limit theorems for general transportation costs, Annales de l'Institut Henri Poincaré. Probabilités et Statistiques, Volume 60 (2024) no. 2, pp. 847-873 | DOI:10.1214/22-aihp1356 | Zbl:1546.49083
- Random matching in 2D with exponent 2 for Gaussian densities, Journal of Statistical Physics, Volume 191 (2024) no. 5, p. 34 (Id/No 62) | DOI:10.1007/s10955-024-03275-y | Zbl:1542.60020
- Optimal matching of random samples and rates of convergence of empirical measures, Mathematics going forward. Collected mathematical brushstrokes, Cham: Springer, 2023, pp. 615-627 | DOI:10.1007/978-3-031-12244-6_43 | Zbl:1536.60015
- Maximum Spectral Measures of Risk with Given Risk Factor Marginal Distributions, Mathematics of Operations Research, Volume 48 (2023) no. 2, p. 1158 | DOI:10.1287/moor.2022.1299
- Wasserstein asymptotics for the empirical measure of fractional Brownian motion on a flat torus, Stochastic Processes and their Applications, Volume 155 (2023), pp. 1-26 | DOI:10.1016/j.spa.2022.09.008 | Zbl:1508.60050
- On the quadratic random matching problem in two-dimensional domains, Electronic Journal of Probability, Volume 27 (2022), p. 35 (Id/No 54) | DOI:10.1214/22-ejp784 | Zbl:1487.60017
- On optimal matching of Gaussian samples. III, Probability and Mathematical Statistics, Volume 41 (2021) no. 2, pp. 237-265 | DOI:10.37190/0208-4147.41.2.3 | Zbl:1482.60013
- Antithetic multilevel sampling method for nonlinear functionals of measure, The Annals of Applied Probability, Volume 31 (2021) no. 3, pp. 1100-1139 | DOI:10.1214/20-aap1614 | Zbl:1479.60005
- Matching Theorems, Upper and Lower Bounds for Stochastic Processes, Volume 60 (2021), p. 111 | DOI:10.1007/978-3-030-82595-9_4
- , 2020 IEEE 18th World Symposium on Applied Machine Intelligence and Informatics (SAMI) (2020), p. 157 | DOI:10.1109/sami48414.2020.9108754
- The Dyck bound in the concave 1-dimensional random assignment model, Journal of Physics A: Mathematical and Theoretical, Volume 53 (2020) no. 6, p. 25 (Id/No 064001) | DOI:10.1088/1751-8121/ab4a34 | Zbl:1511.82019
- Euclidean random matching in 2D for non-constant densities, Journal of Statistical Physics, Volume 181 (2020) no. 3, pp. 854-869 | DOI:10.1007/s10955-020-02608-x | Zbl:1458.60020
- Finer estimates on the
-dimensional matching problem, Journal de l'École Polytechnique – Mathématiques, Volume 6 (2019), pp. 737-765 | DOI:10.5802/jep.105 | Zbl:1434.60054 - Anomalous scaling of the optimal cost in the one-dimensional random assignment problem, Journal of Statistical Physics, Volume 174 (2019) no. 4, pp. 846-864 | DOI:10.1007/s10955-018-2212-9 | Zbl:1451.90137
Cité par 14 documents. Sources : Crossref, zbMATH
Commentaires - Politique