On existence of measure with given marginals supported on a hyperplane
Probability
2020-10-15 v1 Functional Analysis
Abstract
Let be absolutely continuous probability measures on the real line such that every measure is supported on the segment and the density function of is nonincreasing on that segment for all . We prove that if and if for all , then there exists a transport plan with given marginals supported on the hyperplane . This transport plan is an optimal solution of the multimarginal Monge-Kantorovich problem for the repulsive harmonic cost function .
Keywords
Cite
@article{arxiv.2010.07263,
title = {On existence of measure with given marginals supported on a hyperplane},
author = {Alexander P. Zimin},
journal= {arXiv preprint arXiv:2010.07263},
year = {2020}
}
Comments
28 pages, 1 figure