[Probabilidad-Estadistica-Seminario] Seminario de Probabilidad y Estadística -- Viernes 22 de marzo

[Andrés Sosa]

Hola

Este *viernes 22 de marzo a las 10:30 horas* en el salón de seminarios del
Centro de Matemática hablará * Jean-Claude Fort*  (Institut de
Mathematiques de Toulouse -- Francia) en el seminario de Probabilidad y
Estadística.

El título de la charla es:  *Weak convergence of empirical Wasserstein type
distances between to real distributions.*

Saludos
Andrés











*Resumen:We estimate the Wasserstein type distance between two continuous
distributions$F$ and $G$ on $\mathbb R$ such that the set $\{F = G\}$ is a
finnite union of intervals, possiblyempty or $\mathbb R$. The positive cost
function $\rho$ is not necessarily symmetric and thesample may come from
any joint distribution $H$ on $\mathbb R^2$ having marginals $F$ and$G$
with light enough tails with respect to $\rho$ . The rates of weak
convergence andthe limiting distributions are derived in a wide class of
situations including theclassical distances $W_1$ and $W_2$. The key new
assumption in the case $F = G$involves the behavior of $\rho$ near $0$,
which we assume to be regularly varying withindex ranging from $1$ to $2$.
Rates are then also regularly varying with powersranging from $1/2$ to $1$
also aff ecting the limiting distribution, in addition to $H$*
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