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We establish the validity of asymptotic limits for the general transportation problem between random i.i.d. points and their common distribution, with respect to the squared Euclidean distance cost, in any dimension larger than three.…

Probability · Mathematics 2025-02-18 Martin Huesmann , Michael Goldman , Dario Trevisan

We derive nearly tight and non-asymptotic convergence bounds for solutions of entropic semi-discrete optimal transport. These bounds quantify the stability of the dual solutions of the regularized problem (sometimes called Sinkhorn…

Artificial Intelligence · Computer Science 2022-05-05 Alex Delalande

The purpose of this note is to show how simple Optimal Transport arguments, on the real line, can be used in Superconcentration theory. This methodology is efficient to produce sharp non-asymptotic variance bounds for various functionals…

Probability · Mathematics 2018-04-11 Kevin Tanguy

We prove a central limit theorem for the entropic transportation cost between subgaussian probability measures, centered at the population cost. This is the first result which allows for asymptotically valid inference for entropic optimal…

Statistics Theory · Mathematics 2022-05-05 Eustasio del Barrio , Alberto Gonzalez-Sanz , Jean-Michel Loubes , Jonathan Niles-Weed

Let $L=\DD+Z$ for a $C^1$ vector field $Z$ on a complete Riemannian manifold possibly with a boundary. By using the uniform distance, a number of transportation-cost inequalities on the path space for the (reflecting) $L$-diffusion process…

Probability · Mathematics 2009-08-21 Feng-Yu Wang

A sum of observations derived by a simple random sampling design from a population of independent random variables is studied. A procedure finding a general term of Edgeworth asymptotic expansion is presented. The Lindeberg condition of…

Statistics Theory · Mathematics 2013-12-12 Ibrahim Bin Mohamed , Sherzod M. Mirakhmedov

We study the entropic regularizations of optimal transport problems under suitable summability assumptions on the point-wise transport cost. These summability assumptions already appear in the literature. However, we show that the weakest…

Optimization and Control · Mathematics 2025-12-30 Camilla Brizzi , Luigi De Pascale , Anna Kausamo

This paper deals with the existence of optimal transport maps for some optimal transport problems with a convex but non strictly convex cost. We give a decomposition strategy to address this issue. As part of our strategy, we have to treat…

Classical Analysis and ODEs · Mathematics 2009-09-16 Guillaume Carlier , Luigi De Pascale , Filippo Santambrogio

We study p-adic counterparts of stable distributions, that is limit distributions for sequences of normalized sums of independent identically distributed p-adic-valued random variables. In contrast to the classical case, non-degenerate…

Probability · Mathematics 2007-05-23 Anatoly N. Kochubei

Central limit theorems for the log-volume of a class of random convex bodies in $\mathbb{R}^n$ are obtained in the high-dimensional regime, that is, as $n\to\infty$. In particular, the case of random simplices pinned at the origin and…

We establish asymptotic normality of weighted sums of periodograms of a stationary linear process where weights depend on the sample size. Such sums appear in numerous statistical applications and can be regarded as a discretized versions…

Statistics Theory · Mathematics 2013-12-18 Liudas Giraitis , Hira L. Koul

We compute exact second-order asymptotics for the cost of an optimal solution to the entropic optimal transport problem in the continuous-to-discrete, or semi-discrete, setting. In contrast to the discrete-discrete or continuous-continuous…

Optimization and Control · Mathematics 2022-03-17 Jason M. Altschuler , Jonathan Niles-Weed , Austin J. Stromme

We investigate the convergence rate of the optimal entropic cost $v_\varepsilon$ to the optimal transport cost as the noise parameter $\varepsilon \downarrow 0$. We show that for a large class of cost functions $c$ on $\mathbb{R}^d\times…

Optimization and Control · Mathematics 2022-06-08 Guillaume Carlier , Paul Pegon , Luca Tamanini

We investigate the average minimum cost of a bipartite matching between two samples of n independent random points uniformly distributed on a unit cube in d $\ge$ 3 dimensions, where the matching cost between two points is given by any…

Analysis of PDEs · Mathematics 2021-06-02 Michael Goldman , Dario Trevisan

We prove the free analogue of the transportation cost inequality for tracial distributions of non-commutative self-adjoint (also unitary) multi-variables based on random matrix approximation procedure.

Operator Algebras · Mathematics 2019-05-21 Fumio Hiai , Yoshimichi Ueda

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…

Probability · Mathematics 2018-03-12 Eustasio Del Barrio , Jean-Michel Loubes

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…

Statistics Theory · Mathematics 2021-02-24 Eustasio del Barrio , Alberto González-Sanz , Jean-Michel Loubes

We provide an asymptotic analysis of linear transport problems in the diffusion limit under minimal regularity assumptions on the domain, the coefficients, and the data. The weak form of the limit equation is derived and the convergence of…

Analysis of PDEs · Mathematics 2014-07-31 Herbert Egger , Matthias Schlottbom

In this paper, we obtain an explicit total variation bound in the central limit theorem for the sums of non-i.i.d. random variables. Our results show that, under suitable assumptions, Lindeberg's condition is sufficient and necessary for…

Probability · Mathematics 2025-11-25 N. T. Dung , H. T. P. Thao

For probability measures on countable spaces we derive distributional limits for empirical entropic optimal transport quantities. More precisely, we show that the empirical optimal transport plan weakly converges to a centered Gaussian…

Probability · Mathematics 2022-12-27 Shayan Hundrieser , Marcel Klatt , Axel Munk
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