• Title of article

    Asymptotic analysis of the optimal cost in some transportation problems with random locations

  • Author/Authors

    Torrisi، نويسنده , , Giovanni Luca، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2012
  • Pages
    29
  • From page
    305
  • To page
    333
  • Abstract
    In this paper we provide an asymptotic analysis of the optimal transport cost in some matching problems with random locations. More precisely, under various assumptions on the distribution of the locations and the cost function, we prove almost sure convergence, and large and moderate deviation principles. In general, the rate functions are given in terms of infinite-dimensional variational problems. For a suitable one-dimensional transportation problem, we provide the expression of the large deviation rate function in terms of a one-dimensional optimization problem, which allows the numerical estimation of the rate function. Finally, for certain one-dimensional transportation problems, we prove a central limit theorem.
  • Keywords
    Moderate deviations , Monge–Kantorovich problem , Central Limit Theorem , calculus of variations , Large deviations , Matching problem , Optimal transport
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2012
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1578492