Parametrized Kantorovich-Rubinstein theorem and application to the coupling of random variables
Loading...
Date
Journal Title
Journal ISSN
Volume Title
Publisher
Abstract
Description
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.
date de redaction 22 octobre 2004
date de redaction 22 octobre 2004