Abstract
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 |
|---|---|
| Original language | English |
| Pages (from-to) | 85 - 98 |
| Number of pages | 14 |
| Journal | Markov Processes and Related Fields |
| Volume | 13 (1) |
| Publication status | Published - Jan 2007 |