{"title":"二次方二维离散随机匹配问题的退火定量估计","authors":"Nicolas Clozeau, Francesco Mattesini","doi":"10.1007/s00440-023-01254-0","DOIUrl":null,"url":null,"abstract":"<p>We study a random matching problem on closed compact 2-dimensional Riemannian manifolds (with respect to the squared Riemannian distance), with samples of random points whose common law is absolutely continuous with respect to the volume measure with strictly positive and bounded density. We show that given two sequences of numbers <i>n</i> and <span>\\(m=m(n)\\)</span> of points, asymptotically equivalent as <i>n</i> goes to infinity, the optimal transport plan between the two empirical measures <span>\\(\\mu ^n\\)</span> and <span>\\(\\nu ^{m}\\)</span> is quantitatively well-approximated by <span>\\(\\big (\\text {Id},\\exp (\\nabla h^{n})\\big )_\\#\\mu ^n\\)</span> where <span>\\(h^{n}\\)</span> solves a linear elliptic PDE obtained by a regularized first-order linearization of the Monge–Ampère equation. This is obtained in the case of samples of correlated random points for which a stretched exponential decay of the <span>\\(\\alpha \\)</span>-mixing coefficient holds and for a class of discrete-time sub-geometrically ergodic Markov chains having a unique absolutely continuous invariant measure with respect to the volume measure.</p>","PeriodicalId":20527,"journal":{"name":"Probability Theory and Related Fields","volume":null,"pages":null},"PeriodicalIF":1.5000,"publicationDate":"2024-01-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Annealed quantitative estimates for the quadratic 2D-discrete random matching problem\",\"authors\":\"Nicolas Clozeau, Francesco Mattesini\",\"doi\":\"10.1007/s00440-023-01254-0\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p>We study a random matching problem on closed compact 2-dimensional Riemannian manifolds (with respect to the squared Riemannian distance), with samples of random points whose common law is absolutely continuous with respect to the volume measure with strictly positive and bounded density. We show that given two sequences of numbers <i>n</i> and <span>\\\\(m=m(n)\\\\)</span> of points, asymptotically equivalent as <i>n</i> goes to infinity, the optimal transport plan between the two empirical measures <span>\\\\(\\\\mu ^n\\\\)</span> and <span>\\\\(\\\\nu ^{m}\\\\)</span> is quantitatively well-approximated by <span>\\\\(\\\\big (\\\\text {Id},\\\\exp (\\\\nabla h^{n})\\\\big )_\\\\#\\\\mu ^n\\\\)</span> where <span>\\\\(h^{n}\\\\)</span> solves a linear elliptic PDE obtained by a regularized first-order linearization of the Monge–Ampère equation. This is obtained in the case of samples of correlated random points for which a stretched exponential decay of the <span>\\\\(\\\\alpha \\\\)</span>-mixing coefficient holds and for a class of discrete-time sub-geometrically ergodic Markov chains having a unique absolutely continuous invariant measure with respect to the volume measure.</p>\",\"PeriodicalId\":20527,\"journal\":{\"name\":\"Probability Theory and Related Fields\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":1.5000,\"publicationDate\":\"2024-01-04\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Probability Theory and Related Fields\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1007/s00440-023-01254-0\",\"RegionNum\":1,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Probability Theory and Related Fields","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1007/s00440-023-01254-0","RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Annealed quantitative estimates for the quadratic 2D-discrete random matching problem
We study a random matching problem on closed compact 2-dimensional Riemannian manifolds (with respect to the squared Riemannian distance), with samples of random points whose common law is absolutely continuous with respect to the volume measure with strictly positive and bounded density. We show that given two sequences of numbers n and \(m=m(n)\) of points, asymptotically equivalent as n goes to infinity, the optimal transport plan between the two empirical measures \(\mu ^n\) and \(\nu ^{m}\) is quantitatively well-approximated by \(\big (\text {Id},\exp (\nabla h^{n})\big )_\#\mu ^n\) where \(h^{n}\) solves a linear elliptic PDE obtained by a regularized first-order linearization of the Monge–Ampère equation. This is obtained in the case of samples of correlated random points for which a stretched exponential decay of the \(\alpha \)-mixing coefficient holds and for a class of discrete-time sub-geometrically ergodic Markov chains having a unique absolutely continuous invariant measure with respect to the volume measure.
期刊介绍:
Probability Theory and Related Fields publishes research papers in modern probability theory and its various fields of application. Thus, subjects of interest include: mathematical statistical physics, mathematical statistics, mathematical biology, theoretical computer science, and applications of probability theory to other areas of mathematics such as combinatorics, analysis, ergodic theory and geometry. Survey papers on emerging areas of importance may be considered for publication. The main languages of publication are English, French and German.