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On the rate of convergence in Wasserstein distance of the empirical measure

On the rate of convergence in Wasserstein distance of the empirical measure

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_hal_primary_oai_HAL_hal_00915365v1

On the rate of convergence in Wasserstein distance of the empirical measure

About this item

Full title

On the rate of convergence in Wasserstein distance of the empirical measure

Publisher

Berlin/Heidelberg: Springer Berlin Heidelberg

Journal title

Probability theory and related fields, 2015-08, Vol.162 (3-4), p.707-738

Language

English

Formats

Publication information

Publisher

Berlin/Heidelberg: Springer Berlin Heidelberg

More information

Scope and Contents

Contents

Let
μ
N
be the empirical measure associated to a
N
-sample of a given probability distribution
μ
on
R
d
. We are interested in the rate of convergence of
μ
N
to
μ
, when measured in the Wasserstein distance of order
p
>
0
. We provide some satisfying non-asymptotic
L
p
-bounds and co...

Alternative Titles

Full title

On the rate of convergence in Wasserstein distance of the empirical measure

Authors, Artists and Contributors

Identifiers

Primary Identifiers

Record Identifier

TN_cdi_hal_primary_oai_HAL_hal_00915365v1

Permalink

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_hal_primary_oai_HAL_hal_00915365v1

Other Identifiers

ISSN

0178-8051

E-ISSN

1432-2064

DOI

10.1007/s00440-014-0583-7

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