We study the two-sample matching problem and its connections with the Monge - Kantorovich problem of optimal transportation of mass. We exploit this connection to obtain moderate and large deviation principles. For the classical problem on the unit square we present a conjecture which, if true, yields an explicit formula for the rate function.
|Translated title of the contribution||Large and moderate deviations for matching problems and empirical discrepancies|
|Pages (from-to)||85 - 98|
|Number of pages||14|
|Journal||Markov Processes and Related Fields|
|Publication status||Published - Jan 2007|