Title of article :
Asymptotic analysis of the optimal cost in some transportation problems with random locations
Author/Authors :
Torrisi، نويسنده , , Giovanni Luca، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2012
Pages :
29
From page :
305
To page :
333
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 :
Moderate deviations , Monge–Kantorovich problem , Central Limit Theorem , calculus of variations , Large deviations , Matching problem , Optimal transport
Journal title :
Stochastic Processes and their Applications
Serial Year :
2012
Journal title :
Stochastic Processes and their Applications
Record number :
1578492
Link To Document :
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