Abstract
We give what appears to be the first explicit, easily computable bound on the transportation cost distance with respect to the weighted Hamming metric. The bound follows from Kantorovich duality and a novel inequality, which amounts to bounding the maximal value of certain linear programs and may be of independent interest. We give two application to concentration of measure for dependent processes and pose some open problems and directions for future work.
| Original language | American English |
|---|---|
| Pages (from-to) | 1-14 |
| Number of pages | 14 |
| Journal | Communications in Mathematical Analysis |
| Volume | 14 |
| Issue number | 1 |
| State | Published - 1 Jul 2013 |
Keywords
- Concentration of measure
- Linear program
- Optimal transport
All Science Journal Classification (ASJC) codes
- Analysis
- Numerical Analysis
- Computational Mathematics
- Applied Mathematics