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The Note On The Two-Sampling Matching Problem

Ganesh, Ayalvadi; O'Connell, Neil


Keyword(s): empirical processes; discrepancy; large deviations

Abstract: In this short note we tie up some loose ends regarding the two-sample matching problem and its connections with the Monge-Kantorovich problem of optimal transportation of mass. By making this connection explicit, we immediately obtain moderate and large deviation principles.

6 Pages

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