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One-Dimensional Empirical Measures, Order Statistics, and Kantorovich Transport Distances [Pehme köide]

  • Formaat: Paperback / softback, 126 pages, kõrgus x laius: 254x178 mm, kaal: 260 g
  • Sari: Memoirs of the American Mathematical Society
  • Ilmumisaeg: 30-Dec-2019
  • Kirjastus: American Mathematical Society
  • ISBN-10: 1470436507
  • ISBN-13: 9781470436506
Teised raamatud teemal:
  • Formaat: Paperback / softback, 126 pages, kõrgus x laius: 254x178 mm, kaal: 260 g
  • Sari: Memoirs of the American Mathematical Society
  • Ilmumisaeg: 30-Dec-2019
  • Kirjastus: American Mathematical Society
  • ISBN-10: 1470436507
  • ISBN-13: 9781470436506
Teised raamatud teemal:
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 variety of rates, from the standard one $\frac {1}{\sqrt n}$ to slower rates, and both lower and upper-bounds on $\mathbb{E}(W_{p}(\mu_{n},\mu ))$ for fixed $n$ in various instances. Order statistics, reduction to uniform samples and analysis of beta distributions, inverse distribution functions, log-concavity are main tools in the investigation. Two detailed appendices collect classical and some new facts on inverse distribution functions and beta distributions and their densities necessary to the investigation.
Chapter 1 Introduction
1(6)
Chapter 2 Generalities on Kantorovich transport distances
7(12)
Chapter 3 The Kantorovich distance W1(μn, μ)
19(10)
Chapter 4 Order statistics representations of Wp(μn, μ)
29(8)
Chapter 5 Standard rate for E(Wpp(μn, μ))
37(14)
Chapter 6 Sampling from log-concave distributions
51(16)
Chapter 7 Miscellaneous bounds and results
67(14)
Appendices
81(40)
Appendix A Inverse distribution functions
83(18)
Appendix B Beta distributions
101(20)
Bibliography 121
Sergey Bobkov, University of Minnesota, Minneapolis, Minnesota.

Michel Ledoux, Universite de Toulouse, France.