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We consider the problem of optimal transportation with quadratic cost between a empirical measure and a general target probability on R d , with d $ge$ 1. We provide new results on the uniqueness and stability of the associated optimal transportation potentials , namely, the minimizers in the dual formulation of the optimal transportation problem. As a consequence, we show that a CLT holds for the empirical transportation cost under mild moment and smoothness requirements. The limiting distributions are Gaussian and admit a simple description in terms of the optimal transportation potentials.
For probability measures on a complete separable metric space, we present sufficient conditions for the existence of a solution to the Kantorovich transportation problem. We also obtain sufficient conditions (which sometimes also become necessary) fo
Given ${X_k}$ is a martingale difference sequence. And given another ${Y_k}$ which has dependency within the sequence. Assume ${X_k}$ is independent with ${Y_k}$, we study the properties of the sums of product of two sequences $sum_{k=1}^{n} X_k Y_k$
In this article, we are interested in the normal approximation of the self-normalized random vector $Big(frac{sum_{i=1}^{n}X_{i1}}{sqrt{sum_{i=1}^{n}X_{i1}^2}},dots,frac{sum_{i=1}^{n}X_{ip}}{sqrt{sum_{i=1}^{n}X_{ip}^2}}Big)$ in $mathcal{R}^p$ uniform
Our purpose is to prove central limit theorem for countable nonhomogeneous Markov chain under the condition of uniform convergence of transition probability matrices for countable nonhomogeneous Markov chain in Ces`aro sense. Furthermore, we obtain a
We describe a new framework of a sublinear expectation space and the related notions and results of distributions, independence. A new notion of G-distributions is introduced which generalizes our G-normal-distribution in the sense that mean-uncertai