dorsal/arxiv
View SchemaWasserstein Concentration of Empirical Measures for Dependent Data via the Method of Moments
| Authors | Arash A. Amini, Luciano Vinas |
|---|---|
| Categories | |
| ArXiv ID | 2601.07228vv1 |
| URL | https://arxiv.org/abs/2601.07228 |
| License | http://creativecommons.org/licenses/by/4.0/ |
Abstract
We establish a general concentration result for the 1-Wasserstein distance between the empirical measure of a sequence of random variables and its expectation. Unlike standard results that rely on independence (e.g., Sanov's theorem) or specific mixing conditions, our result requires only two conditions: (1) control over the variance of the empirical moments, and (2) a flexible tail condition we term $\Psi_{r_n}$-sub-Gaussianity. This approach allows for significant dependencies between variables, provided their algebraic moments behave predictably. The proof uses the method of moments combined with a polynomial approximation of Lipschitz functions via Jackson kernels, allowing us to translate moment concentration into topological concentration.
{
"annotation_id": "fde53177-1cdf-4e13-896f-3a20d5cb3966",
"date_created": "2026-02-17T05:53:11.758000Z",
"date_modified": "2026-02-17T05:53:11.758000Z",
"file_hash": "3789062271b4eac9cfa3d5c6e03713bcfefb10cffdd61a80051e65cbaa454008",
"private": false,
"record": {
"abstract": "We establish a general concentration result for the 1-Wasserstein distance between the empirical measure of a sequence of random variables and its expectation. Unlike standard results that rely on independence (e.g., Sanov\u0027s theorem) or specific mixing conditions, our result requires only two conditions: (1) control over the variance of the empirical moments, and (2) a flexible tail condition we term $\\Psi_{r_n}$-sub-Gaussianity. This approach allows for significant dependencies between variables, provided their algebraic moments behave predictably. The proof uses the method of moments combined with a polynomial approximation of Lipschitz functions via Jackson kernels, allowing us to translate moment concentration into topological concentration.",
"arxiv_id": "2601.07228",
"authors": [
"Arash A. Amini",
"Luciano Vinas"
],
"categories": [
"math.ST",
"stat.TH"
],
"license": "http://creativecommons.org/licenses/by/4.0/",
"title": "Wasserstein Concentration of Empirical Measures for Dependent Data via the Method of Moments",
"url": "https://arxiv.org/abs/2601.07228",
"version": "v1"
},
"schema_id": "dorsal/arxiv",
"source": {
"execution_id": "814d2524-4521-4e81-a623-08621edc6061",
"id": "arXiv Dataset",
"type": "Model",
"variant": "snapshot-2026-01-17",
"version": "0.1.0"
},
"user_id": 1000002
}