Author: Serguei Germanovich Bobkov
Publisher:
Published: 2019
Total Pages: 138
ISBN-13: 9781470454012
DOWNLOAD EBOOKThis work is devoted to the study of rates of convergence of the empirical measures \mu_{n} = \frac {1}{n} \sum_{k=1}^n \delta_{X_k}, n \geq 1, over a sample (X_{k})_{k \geq 1} of independent identically distributed real-valued random variables towards the common distribution \mu in Kantorovich transport distances W_p. The focus is on finite range bounds on the expected Kantorovich distances \mathbb{E}(W_{p}(\mu_{n}, \mu)) or \big [\mathbb{E}(W_{p}^p(\mu_{n}, \mu)) \big]^1/p in terms of moments and analytic conditions on the measure \mu and its distribution function. The study describes a v.
Book Synopsis One-dimensional Empirical Measures, Order Statistics, and Kantorovich Transport Distances by : Serguei Germanovich Bobkov
Download or read book One-dimensional Empirical Measures, Order Statistics, and Kantorovich Transport Distances written by Serguei Germanovich Bobkov and published by . This book was released on 2019 with total page 138 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work is devoted to the study of rates of convergence of the empirical measures \mu_{n} = \frac {1}{n} \sum_{k=1}^n \delta_{X_k}, n \geq 1, over a sample (X_{k})_{k \geq 1} of independent identically distributed real-valued random variables towards the common distribution \mu in Kantorovich transport distances W_p. The focus is on finite range bounds on the expected Kantorovich distances \mathbb{E}(W_{p}(\mu_{n}, \mu)) or \big [\mathbb{E}(W_{p}^p(\mu_{n}, \mu)) \big]^1/p in terms of moments and analytic conditions on the measure \mu and its distribution function. The study describes a v.