Parametrized Kantorovich-Rubinstein theorem and application to the coupling of random variables
Probability
2007-05-23 v2
Abstract
We prove a version for random measures of the celebrated Kantorovich-Rubinstein duality theorem and we give an application to the coupling of random variables which extends and unifies known results.
Cite
@article{arxiv.math/0410052,
title = {Parametrized Kantorovich-Rubinstein theorem and application to the coupling of random variables},
author = {Jerome Dedecker and Clementine Prieur and Paul Raynaud De Fitte},
journal= {arXiv preprint arXiv:math/0410052},
year = {2007}
}
Comments
date de redaction 22 octobre 2004