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Matchings and the variance of Lipschitz functions
Published online by Cambridge University Press: 22 September 2009
Abstract
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-Lipschitzfunctions with maximal variance. We give an exact solution for random variables which havenormal law, or are uniformly distributed on the Euclidean ball.
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- © EDP Sciences, SMAI, 2009
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