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Matchings and the variance of Lipschitz functions
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Barthe, Franck and O'Connell, Neil (2009) Matchings and the variance of Lipschitz functions. ESAIM: Probability and Statistics, Vol.13 . pp. 400-408. doi:10.1051/ps:2008018
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Official URL: http://dx.doi.org/10.1051/ps:2008018
Abstract
We are interested in the rate function of the moderate deviation principle for the two-sample 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.
| Item Type: | Journal Article | ||||
|---|---|---|---|---|---|
| Subjects: | Q Science > QA Mathematics | ||||
| Divisions: | Faculty of Science > Mathematics | ||||
| Journal or Publication Title: | ESAIM: Probability and Statistics | ||||
| Publisher: | E D P Sciences | ||||
| ISSN: | 1292-8100 | ||||
| Official Date: | July 2009 | ||||
| Dates: |
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| Volume: | Vol.13 | ||||
| Page Range: | pp. 400-408 | ||||
| DOI: | 10.1051/ps:2008018 | ||||
| Status: | Peer Reviewed | ||||
| Publication Status: | Published | ||||
| Access rights to Published version: | Restricted or Subscription Access |
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