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One-dimensional empirical measures, order statistics, and Kantorovich transport distances /
This work is devoted to the study of rates of convergence of the empirical measures \mu_{n} = \frac {1}{n} \sum_{k=1}^n \delta_{X_k}, n \geq 1, over a sample (X_{k})_{k \geq 1} of independent identically distributed real-valued random variables towards the common distribution \mu in Kantorovich tran...
| Clasificación: | Libro Electrónico |
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| Autores principales: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Providence :
American Mathematical Society,
[2019].
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| Colección: | Memoirs of the American Mathematical Society ;
no. 261. |
| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | This work is devoted to the study of rates of convergence of the empirical measures \mu_{n} = \frac {1}{n} \sum_{k=1}^n \delta_{X_k}, n \geq 1, over a sample (X_{k})_{k \geq 1} of independent identically distributed real-valued random variables towards the common distribution \mu in Kantorovich transport distances W_p. The focus is on finite range bounds on the expected Kantorovich distances \mathbb{E}(W_{p}(\mu_{n}, \mu)) or \big [\mathbb{E}(W_{p}^p(\mu_{n}, \mu)) \big]^1/p in terms of moments and analytic conditions on the measure \mu and its distribution function. The study describes a v. |
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| Notas: | "September 2019, volume 261, number 1259 (third of 7 numbers)." |
| Descripción Física: | 1 online resource (v, 126 pages.). |
| Bibliografía: | Includes bibliographical references. |
| ISBN: | 9781470454012 1470454017 |