On the Rate of Convergence of Empirical Measures in ∞-transportation Distance
Canadian journal of mathematics, Tome 67 (2015) no. 6, pp. 1358-1383

Voir la notice de l'article provenant de la source Cambridge University Press

We consider random i.i.d. samples of absolutely continuous measures on bounded connected domains. We prove an upper bound on the $\infty $ -transportation distance between the measure and the empirical measure of the sample. The bound is optimal in terms of scaling with the number of sample points.
DOI : 10.4153/CJM-2014-044-6
Mots-clés : 60B10, 60D05, 05C70, optimal transportation, optimal matching, infinity transportation distance, min-maxdistance, empirical measure
Trillos, Nicolás García; Slepčev, Dejan. On the Rate of Convergence of Empirical Measures in ∞-transportation Distance. Canadian journal of mathematics, Tome 67 (2015) no. 6, pp. 1358-1383. doi: 10.4153/CJM-2014-044-6
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