Archivio Istituzionale della RicercaWe prove asymptotic results for 2-dimensional random matching problems. In particular, we obtain the leading term in the asymptotic expansion of the expected quadratic transportation cost for empirical measures of two samples of independent uniform random variables in the square. Our technique is based on a rigorous formulation of the challenging PDE ansatz by Caracciolo et al. (Phys Rev E 90:012118, 2014) that linearizes the Monge–Ampère equation.
A PDE approach to a 2-dimensional matching problem / Ambrosio, L.; Stra, F.; Trevisan, D.. - In: PROBABILITY THEORY AND RELATED FIELDS. - ISSN 0178-8051. - 173:1-2(2019), pp. 433-477. [10.1007/s00440-018-0837-x]
A PDE approach to a 2-dimensional matching problem
Ambrosio L.;Stra F.;
2019
Abstract
We prove asymptotic results for 2-dimensional random matching problems. In particular, we obtain the leading term in the asymptotic expansion of the expected quadratic transportation cost for empirical measures of two samples of independent uniform random variables in the square. Our technique is based on a rigorous formulation of the challenging PDE ansatz by Caracciolo et al. (Phys Rev E 90:012118, 2014) that linearizes the Monge–Ampère equation.
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A PDE approach to a 2-dimensional matching problem.pdf
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Tipologia:
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https://hdl.handle.net/11583/2978907