We solve the Random Euclidean Matching problem with exponent 2 for the Gaussian distribution defined on the plane. Previous works by Ledoux and Talagrand determined the leading behavior of the average cost up to a multiplicative constant. We explicitly determine the constant, showing that the average cost is proportional to $$(\log \, N)^2,$$ ( log N ) 2 , where N is the number of points. Our approach relies on a geometric decomposition allowing an explicit computation of the constant. Our results illustrate the potential for exact solutions of random matching problems for many distributions defined on unbounded domains on the plane.

Random Matching in 2D with Exponent 2 for Gaussian Densities / Caglioti, Emanuele; Pieroni, Francesca. - In: JOURNAL OF STATISTICAL PHYSICS. - ISSN 0022-4715. - 191:5(2024). [10.1007/s10955-024-03275-y]

Random Matching in 2D with Exponent 2 for Gaussian Densities

Caglioti, Emanuele
;
Pieroni, Francesca
2024

Abstract

We solve the Random Euclidean Matching problem with exponent 2 for the Gaussian distribution defined on the plane. Previous works by Ledoux and Talagrand determined the leading behavior of the average cost up to a multiplicative constant. We explicitly determine the constant, showing that the average cost is proportional to $$(\log \, N)^2,$$ ( log N ) 2 , where N is the number of points. Our approach relies on a geometric decomposition allowing an explicit computation of the constant. Our results illustrate the potential for exact solutions of random matching problems for many distributions defined on unbounded domains on the plane.
2024
Euclidean matching; optimal transport; monge–ampère equation; empirical measures
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Random Matching in 2D with Exponent 2 for Gaussian Densities / Caglioti, Emanuele; Pieroni, Francesca. - In: JOURNAL OF STATISTICAL PHYSICS. - ISSN 0022-4715. - 191:5(2024). [10.1007/s10955-024-03275-y]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1713201
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