2009
DOI: 10.1051/ps:2008018
|View full text |Cite
|
Sign up to set email alerts
|

Matchings and the variance of Lipschitz functions

Abstract: Abstract. We are interested in the rate function of the moderate deviation principle for the twosample matching problem. This is related to the determination of 1-Lipschitz functions with maximal variance. We give an exact solution for random variables which have normal law, or are uniformly distributed on the Euclidean ball.Mathematics Subject Classification. 60D05, 60F10, 26D10.

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
1
1

Citation Types

0
2
0

Year Published

2012
2012
2013
2013

Publication Types

Select...
2
1

Relationship

0
3

Authors

Journals

citations
Cited by 3 publications
(2 citation statements)
references
References 9 publications
0
2
0
Order By: Relevance
“…A numerical investigation of the distribution of the statistic was given in [8]. Matchings on the Euclidean ball were investigated in [3]. The paper [13] investigates the rate of convergence in abstract settings.…”
Section: Historymentioning
confidence: 99%
“…A numerical investigation of the distribution of the statistic was given in [8]. Matchings on the Euclidean ball were investigated in [3]. The paper [13] investigates the rate of convergence in abstract settings.…”
Section: Historymentioning
confidence: 99%
“…In particular, their main result consist in a MDP over the unit square as well as a LDP over a compact metric space, where the rate function is characterized as a solution to a variational problem. Later Barthe and O'Connell [2009] extended this result to compact support in R d , and they obtained that the exact moderate deviation rate function on the unit hypercube, is equal to (d+2) 4 x 2 . Their proof is essentially the same, combining large and moderate deviation results for empirical measures given in Wu [1994] (which relies heavily on earlier work of Ledoux [1992]) with convergence rates for empirical measures in the Monge-Kantorovich distance due to Dudley [1969] and for the unbounded case to Rachev [1991].…”
Section: Introductionmentioning
confidence: 94%