Optimal Transportation Plans and Convergence in Distribution

Explicit expression of mappings optimal transportation plans for the Wasserstein distance in p,p>1, are not generally available. Therefore, it is of great interest to provide results which justify the practical use of simulation techniques to obtain approximate optimal transportation plans. This is done in this paper, where we obtain the consistency of the empirical optimal transportation plans. Our results can also be employed to justify a definition of multidimensional complete dependence.

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Year of publication:	1997
Authors:	Cuesta-Albertos, J. A. ; Matrán, C. ; Tuero-Diaz, A.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 60.1997, 1, p. 72-83
Publisher:	Elsevier
Keywords:	Wasserstein distance Monge-Kantorovich transportation problem optimal transportation plans convergence in distribution consistency maximal monotone operators monotone dependence Skorohod almost sure representation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005153185