Parametrized Kantorovich-Rubinstein theorem and application to the coupling of random variables
نویسندگان
چکیده
We prove a version for randommeasures of the celebrated KantorovichRubinštein duality theorem and we give an application to the coupling of random variables which extends and unifies known results. Résumé Nous démontrons une version du théorème de dualité de KantorovichRubinštein pour les mesures aléatoires, et nous donnons une application au couplage des variables aléatoires qui étend et unifie les résulats antérieurs.
منابع مشابه
Parametrized Kantorovich-Rubinštein theorem and application to the coupling of random variables Théorème de Kantorovich-Rubinštein avec paramètre et application au couplage des variables aléatoires
We prove a version for randommeasures of the celebrated KantorovichRubinštein duality theorem and we give an application to the coupling of random variables which extends and unifies known results. Résumé Nous démontrons une version du théorème de dualité de KantorovichRubinštein pour les mesures aléatoires, et nous donnons une application au couplage des variables aléatoires qui étend et unifi...
متن کاملParametrized Kantorovich-Rubinštein Theorem and application to the coupling of random variables Théorème de Kantorovitch-Rubinštein avec paramètre et application au couplage des variables aléatoires
We prove a version for randommeasures of the celebrated KantorovichRubinštein duality theorem and we give an application to the coupling of random variables which extends and unifies known results. Résumé Nous démontrons une version du théorème de dualité de KantorovitchRubinštein pour les mesures aléatoires, et nous donnons une application au couplage des variables aléatoires qui étend et unif...
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