Matchings and the variance of Lipschitz functions
ESAIM: Probability and Statistics (2009)
- Volume: 13, page 400-408
- ISSN: 1292-8100
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topBarthe, Franck, and O'Connell, Neil. "Matchings and the variance of Lipschitz functions." ESAIM: Probability and Statistics 13 (2009): 400-408. <http://eudml.org/doc/250654>.
@article{Barthe2009,
abstract = {
We are interested in the rate function of the moderate deviation principle
for the two-sample matching problem. This is related to the determination of 1-Lipschitz
functions with maximal variance. We give an exact solution for random variables which have
normal law, or are uniformly distributed on the Euclidean ball.
},
author = {Barthe, Franck, O'Connell, Neil},
journal = {ESAIM: Probability and Statistics},
keywords = {Matching problem; large deviations; variance; spectral gap; Euclidean ball.; matching problem; Euclidean ball},
language = {eng},
month = {9},
pages = {400-408},
publisher = {EDP Sciences},
title = {Matchings and the variance of Lipschitz functions},
url = {http://eudml.org/doc/250654},
volume = {13},
year = {2009},
}
TY - JOUR
AU - Barthe, Franck
AU - O'Connell, Neil
TI - Matchings and the variance of Lipschitz functions
JO - ESAIM: Probability and Statistics
DA - 2009/9//
PB - EDP Sciences
VL - 13
SP - 400
EP - 408
AB -
We are interested in the rate function of the moderate deviation principle
for the two-sample matching problem. This is related to the determination of 1-Lipschitz
functions with maximal variance. We give an exact solution for random variables which have
normal law, or are uniformly distributed on the Euclidean ball.
LA - eng
KW - Matching problem; large deviations; variance; spectral gap; Euclidean ball.; matching problem; Euclidean ball
UR - http://eudml.org/doc/250654
ER -
References
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