On \(c\)-optimal random variables

DOI10.1016/0167-7152(95)00078-XzbMath0847.62046OpenAlexW2088571231MaRDI QIDQ1916204

Ludger Rüschendorf

Publication date: 2 July 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00078-x

zbMATH Keywords

characterizationoptimal couplingsmarginal problem\(c\)-cyclically monotone functionsgeneralized subgradients of \(c\)-convex functionsminimal \(\ell_ p\)-metrics

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (32)

A saddle-point approach to the Monge-Kantorovich optimal transport problem ⋮ Prescription of Gauss curvature using optimal mass transport ⋮ Entropic Measure on Multidimensional Spaces ⋮ Limit laws for empirical optimal solutions in random linear programs ⋮ The Monge problem in Banach spaces ⋮ The geometry of optimal transportation ⋮ The Monge problem for strictly convex norms in \(\mathbb R^d\) ⋮ Prescription of Gauss curvature on compact hyperbolic orbifolds ⋮ On the twist condition and \(c\)-monotone transport plans ⋮ Remarks on Afriat's theorem and the Monge-Kantorovich problem ⋮ A non‐linear monotonicity principle and applications to Schrödinger‐type problems ⋮ Optimal measure transportation with respect to non-traditional costs ⋮ Wasserstein distance on configuration space ⋮ Optimal transport approach to Michael-Simon-Sobolev inequalities in manifolds with intermediate Ricci curvature lower bounds ⋮ Measuring linear correlation between random vectors ⋮ Remarks on the Monge-Kantorovich problem in the discrete setting ⋮ Convex geometry and its applications. Abstracts from the workshop held December 12--18, 2021 (hybrid meeting) ⋮ A class of multi-marginal \(c\)-cyclically monotone sets with explicit \(c\)-splitting potentials ⋮ Multi-marginal maximal monotonicity and convex analysis ⋮ Optimal mass transportation in the Heisenberg group. ⋮ Density Functional Theory and Optimal Transportation with Coulomb Cost ⋮ On the sufficiency of \(c\)-cyclical monotonicity for optimality of transport plans ⋮ Duality for Borel measurable cost functions ⋮ Existence of optimal transport maps for crystalline norms ⋮ An algorithm to approximate the optimal expected inner product of two vectors with given marginals ⋮ Optimal and better transport plans ⋮ A theorem of stochastic representation related to Monge-Kantorovich problem ⋮ A Rockafellar-type theorem for non-traditional costs ⋮ Multivariate comonotonicity ⋮ Existence of optimal maps in the reflector-type problems ⋮ Cyclical monotonicity and the ergodic theorem ⋮ Optimal transportation, topology and uniqueness

Cites Work

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• Optimal coupling of multivariate distributions and stochastic processes
• On Hoeffding-Fréchet bounds and cyclic monotone relations
• A characterization of random variables with minimum \(L^ 2\)-distance
• A general duality theorem for marginal problems
• Zur c-konvexität und c-subdifferenzierbarkelt von funktionalen
• Optimal solutions of multivariate coupling problems
• Mass transhipment problems and ideal metrics

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