Geodesic
Matchings and the variance of Lipschitz functions
ESAIM: Probability and Statistics, Tome 13 (2009), pp. 400-408 Cet article a éte moissonné depuis la source Numdam

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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.

DOI : 10.1051/ps:2008018
Classification : 60D05, 60F10, 26D10
Keywords: matching problem, large deviations, variance, spectral gap, euclidean ball 
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     author = {Barthe, Franck and O{\textquoteright}Connell, Neil},
     title = {Matchings and the variance of {Lipschitz} functions},
     journal = {ESAIM: Probability and Statistics},
     pages = {400--408},
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     doi = {10.1051/ps:2008018},
     mrnumber = {2554962},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/ps:2008018/}
}
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Barthe, Franck; O’Connell, Neil. Matchings and the variance of Lipschitz functions. ESAIM: Probability and Statistics, Tome 13 (2009), pp. 400-408. doi: 10.1051/ps:2008018

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