Annals of Applied Probability

Authors Nies TG, Staudt T, Munk A Journal The Annals of Applied Probability Citation Ann. Appl. Probab. 35(4): 2292-2362 (August 2025). Abstract Finding meaningful ways to measure the statistical dependency between random variables ξ and ζ is a timeless statistical endeavor. In recent years, several novel concepts, like the distance

Authors Hundrieser S, Klatt M, Munk A Journal The Annals of Applied Probability Citation Ann. Appl. Probab. 34(1B): 1403-1468. Abstract For probability measures on countable spaces we derive distributional limits for empirical entropic optimal transport quantities. More precisely, we show that the empirical optimal transport plan weakly converges to a

Authors Tameling C, Sommerfeld M, Munk A Journal Annals of Applied Probability Citation Ann. Appl. Probab. 29 (2019), no. 5, 2744–2781. Abstract We derive distributional limits for empirical transport distances between probability measures supported on countable sets. Our approach is based on sensitivity analysis of optimal values of infinite dimensional