二次方二维离散随机匹配问题的退火定量估计

IF 1.5 1区 数学 Q2 STATISTICS & PROBABILITY
Nicolas Clozeau, Francesco Mattesini
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引用次数: 0

摘要

我们研究了闭合紧凑二维黎曼流形(关于黎曼距离平方)上的随机匹配问题,随机点样本的共同规律是绝对连续的,关于体积度量,其密度为严格正值且有界。我们证明,给定两个数序列 n 和点的(m=m(n)\),当 n 变为无穷大时渐近相等,两个经验度量 \(\mu ^n\) 和 \(\nu ^{m}\)之间的最优传输计划在数量上可以用 \(\big (\text {Id}、\exp(\nabla h^{n})\big )_\#\mu ^n\),其中 \(h^{n}\) 解决的是一个线性椭圆 PDE,由 Monge-Ampère 方程的正则化一阶线性化得到。这是在相关随机点样本的情况下得到的,对于这些样本,\(α\)-混合系数的拉伸指数衰减是成立的,而且对于一类离散时间次几何遍历马尔可夫链来说,也是成立的,这一类马尔可夫链在体积度量方面具有唯一的绝对连续不变度量。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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.

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来源期刊
Probability Theory and Related Fields
Probability Theory and Related Fields 数学-统计学与概率论
CiteScore
3.70
自引率
5.00%
发文量
71
审稿时长
6-12 weeks
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.
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