Optimal transportation of processes with infinite Kantorovich distance: independence and symmetry

DOI10.1215/21562261-3821819zbMath1369.49066arXiv1303.7255OpenAlexW1577516697MaRDI QIDQ2359435

Danila A. Zaev, Alexander V. Kolesnikov

Publication date: 28 June 2017

Published in: Kyoto Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.7255

zbMATH Keywords

entropyergodicityexchangeabilitystationarityGibbs measuresoptimal transportationGaussian measuresKullback-Leibler distanceKantorovich dualityMonge-Kantorovich problemlog-concave measurestransportation inequalities

Mathematics Subject Classification ID

Variational problems in a geometric measure-theoretic setting (49Q20) Optimal stochastic control (93E20) Existence theories for problems in abstract spaces (49J27) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Related Items (5)

On the Monge-Kantorovich problem with additional linear constraints ⋮ On ergodic decompositions related to the Kantorovich problem ⋮ The multistochastic Monge-Kantorovich problem ⋮ On continuity equations in infinite dimensions with non-Gaussian reference measure ⋮ On multistochastic Monge-Kantorovich problem, bitwise operations, and fractals

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