We are interested in the rate function of the moderate deviation principle for the two-sample matching problem. This is related to the determination of 1-Lipschitz functions with maximal variance. We give an exact solution for random variables which have normal law, or are uniformly distributed on the euclidean ball.
Mots clés : matching problem, large deviations, variance, spectral gap, euclidean ball
@article{PS_2009__13__400_0, author = {Barthe, Franck and O{\textquoteright}Connell, Neil}, title = {Matchings and the variance of {Lipschitz} functions}, journal = {ESAIM: Probability and Statistics}, pages = {400--408}, publisher = {EDP-Sciences}, volume = {13}, year = {2009}, doi = {10.1051/ps:2008018}, mrnumber = {2554962}, language = {en}, url = {http://www.numdam.org/articles/10.1051/ps:2008018/} }
TY - JOUR AU - Barthe, Franck AU - O’Connell, Neil TI - Matchings and the variance of Lipschitz functions JO - ESAIM: Probability and Statistics PY - 2009 SP - 400 EP - 408 VL - 13 PB - EDP-Sciences UR - http://www.numdam.org/articles/10.1051/ps:2008018/ DO - 10.1051/ps:2008018 LA - en ID - PS_2009__13__400_0 ER -
Barthe, Franck; O’Connell, Neil. Matchings and the variance of Lipschitz functions. ESAIM: Probability and Statistics, Tome 13 (2009), pp. 400-408. doi : 10.1051/ps:2008018. http://www.numdam.org/articles/10.1051/ps:2008018/
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