Poisson Matching

Mathematics – Probability

Scientific paper

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37 pages; to appear in Annales de l'institut Henri Poincare (B)

Scientific paper

Suppose that red and blue points occur as independent homogeneous Poisson processes in R^d. We investigate translation-invariant schemes for perfectly matching the red points to the blue points. For any such scheme in dimensions d=1,2, the matching distance X from a typical point to its partner must have infinite d/2-th moment, while in dimensions d>=3 there exist schemes where X has finite exponential moments. The Gale-Shapley stable marriage is one natural matching scheme, obtained by iteratively matching mutually closest pairs. A principal result of this paper is a power law upper bound on the matching distance X for this scheme. A power law lower bound holds also. In particular, stable marriage is close to optimal (in tail behavior) in d=1, but far from optimal in d>=3. For the problem of matching Poisson points of a single color to each other, in d=1 there exist schemes where X has finite exponential moments, but if we insist that the matching is a deterministic factor of the point process then X must have infinite mean.

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