The Integrability of the Square Exponential Transportation Cost
Talagrand, M. ; Yukich, J. E.
Ann. Appl. Probab., Tome 3 (1993) no. 4, p. 1100-1111 / Harvested from Project Euclid
Let $X_1,\ldots,X_n,Y_1,\ldots,Y_n$ be i.i.d. with the uniform distribution on $(\lbrack 0,1\rbrack^2, \| \|)$, where $\| \|$ denotes the Euclidean norm. Using a new presentation of the Ajtai-Komlos-Tusnady (AKT) transportation algorithm, it is shown that the square exponential transportation cost $\inf_\pi \sum^n_{i=1} \exp\Bigg(\frac{\|X_i - Y_{\pi(i)}\|}{K(\log n/n)^{1/2}}\Bigg)^2,$ where $\pi$ ranges over all permutations of the integers $1,\ldots,n$, satisfies an integrability condition. This condition strengthens the optimal matching results of AKT and supports a recent conjecture of Talagrand. Rates of growth for the $L_p$ transportation cost are also found.
Publié le : 1993-11-14
Classification:  Euclidean bipartite matching,  transportation cost,  subgaussian,  05C70,  60C05,  60D05
@article{1177005274,
     author = {Talagrand, M. and Yukich, J. E.},
     title = {The Integrability of the Square Exponential Transportation Cost},
     journal = {Ann. Appl. Probab.},
     volume = {3},
     number = {4},
     year = {1993},
     pages = { 1100-1111},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177005274}
}
Talagrand, M.; Yukich, J. E. The Integrability of the Square Exponential Transportation Cost. Ann. Appl. Probab., Tome 3 (1993) no. 4, pp.  1100-1111. http://gdmltest.u-ga.fr/item/1177005274/