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Title: One-dimensional empirical measures, order statistics, and Kantorovich transport distances
This work is devoted to the study of rates of convergence of the empirical measures μn over a sample (Xk) of independent identically distributed real-valued random variables towards the common distribution μ in Kantorovich transport distances Wp. The focus is on finite range bounds on the expected Kantorovich distances E(Wp(μn, μ)) in terms of moments and analytic conditions on the measure μ and its distribution function. The study describes a variety of rates, from the standard one to slower rates, and both lower and upper-bounds on E(Wp(μn,μ)) 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.  more » « less
Award ID(s):
1855575
PAR ID:
10147991
Author(s) / Creator(s):
;
Date Published:
Journal Name:
Memoirs of the American Mathematical Society
Volume:
261
Issue:
1259
ISSN:
1947-6221
Page Range / eLocation ID:
v+126
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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