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تسجيل مستخدم جديدCentral Limit Theorems for General Transportation Costs
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تأليف
Eustasio del Barrio
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We consider the problem of optimal transportation with general cost between a empirical measure and a general target probability on R d , with d $ge$ 1. We extend results in [19] and prove asymptotic stability of both optimal transport maps and potentials for a large class of costs in R d. We derive a central limit theorem (CLT) towards a Gaussian distribution for the empirical transportation cost under minimal assumptions, with a new proof based on the Efron-Stein inequality and on the sequential compactness of the closed unit ball in L 2 (P) for the weak topology. We provide also CLTs for empirical Wassertsein distances in the special case of potential costs | $bullet$ | p , p > 1.
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