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One-Dimensional Empirical Measures, Order Statistics, and Kantorovich Transport Distances
 
Sergey Bobkov University of Minnesota, Minneapolis, Minnesota, USA
Michel Ledoux Université de Toulouse, Toulouse, France
One-Dimensional Empirical Measures, Order Statistics, and Kantorovich Transport Distances
Softcover ISBN:  978-1-4704-3650-6
Product Code:  MEMO/261/1259
List Price: $81.00
MAA Member Price: $72.90
AMS Member Price: $48.60
eBook ISBN:  978-1-4704-5401-2
Product Code:  MEMO/261/1259.E
List Price: $81.00
MAA Member Price: $72.90
AMS Member Price: $48.60
Softcover ISBN:  978-1-4704-3650-6
eBook: ISBN:  978-1-4704-5401-2
Product Code:  MEMO/261/1259.B
List Price: $162.00 $121.50
MAA Member Price: $145.80 $109.35
AMS Member Price: $97.20 $72.90
One-Dimensional Empirical Measures, Order Statistics, and Kantorovich Transport Distances
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One-Dimensional Empirical Measures, Order Statistics, and Kantorovich Transport Distances
Sergey Bobkov University of Minnesota, Minneapolis, Minnesota, USA
Michel Ledoux Université de Toulouse, Toulouse, France
Softcover ISBN:  978-1-4704-3650-6
Product Code:  MEMO/261/1259
List Price: $81.00
MAA Member Price: $72.90
AMS Member Price: $48.60
eBook ISBN:  978-1-4704-5401-2
Product Code:  MEMO/261/1259.E
List Price: $81.00
MAA Member Price: $72.90
AMS Member Price: $48.60
Softcover ISBN:  978-1-4704-3650-6
eBook ISBN:  978-1-4704-5401-2
Product Code:  MEMO/261/1259.B
List Price: $162.00 $121.50
MAA Member Price: $145.80 $109.35
AMS Member Price: $97.20 $72.90
  • Book Details
     
     
    Memoirs of the American Mathematical Society
    Volume: 2612019; 126 pp
    MSC: Primary 60; 62

    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 variety of rates, from the standard one \(\frac {1}{\sqrt n}\) to slower rates, and both lower and upper-bounds on \(\mathbb{E}(W_{p}(\mu_{n},\mu ))\) for fixed \(n\) in various instances. Order statistics, reduction to uniform samples and analysis of beta distributions, inverse distribution functions, log-concavity are main tools in the investigation. Two detailed appendices collect classical and some new facts on inverse distribution functions and beta distributions and their densities necessary to the investigation.

  • Table of Contents
     
     
    • Chapters
    • 1. Introduction
    • 2. Generalities on Kantorovich transport distances
    • 3. The Kantorovich distance $W_1(\mu _n, \mu )$
    • 4. Order statistics representations of $W_p(\mu _n, \mu )$
    • 5. Standard rate for ${\mathbb {E}}(W_p^p(\mu _n,\mu ))$
    • 6. Sampling from log-concave distributions
    • 7. Miscellaneous bounds and results
    • Appendices
    • A. Inverse distribution functions
    • B. Beta distributions
  • Additional Material
     
     
  • Requests
     
     
    Review Copy – for publishers of book reviews
    Permission – for use of book, eBook, or Journal content
    Accessibility – to request an alternate format of an AMS title
Volume: 2612019; 126 pp
MSC: Primary 60; 62

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 variety of rates, from the standard one \(\frac {1}{\sqrt n}\) to slower rates, and both lower and upper-bounds on \(\mathbb{E}(W_{p}(\mu_{n},\mu ))\) for fixed \(n\) in various instances. Order statistics, reduction to uniform samples and analysis of beta distributions, inverse distribution functions, log-concavity are main tools in the investigation. Two detailed appendices collect classical and some new facts on inverse distribution functions and beta distributions and their densities necessary to the investigation.

  • Chapters
  • 1. Introduction
  • 2. Generalities on Kantorovich transport distances
  • 3. The Kantorovich distance $W_1(\mu _n, \mu )$
  • 4. Order statistics representations of $W_p(\mu _n, \mu )$
  • 5. Standard rate for ${\mathbb {E}}(W_p^p(\mu _n,\mu ))$
  • 6. Sampling from log-concave distributions
  • 7. Miscellaneous bounds and results
  • Appendices
  • A. Inverse distribution functions
  • B. Beta distributions
Review Copy – for publishers of book reviews
Permission – for use of book, eBook, or Journal content
Accessibility – to request an alternate format of an AMS title
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