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arxiv: 1407.1157 · v1 · pith:6KMN76B6new · submitted 2014-07-04 · 🧮 math.PR · math.FA

On the rate of convergence of empirical measures in infty-transportation distance

classification 🧮 math.PR math.FA
keywords bounddistanceempiricalinftymeasuremeasuressampletransportation
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We consider random i.i.d. samples of absolutely continuous measures on bounded connected domains. We prove an upper bound on the $\infty$-transportation distance between the measure and the empirical measure of the sample. The bound is optimal in terms of scaling with the number of sample points.

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