The Monge–Kantorovich Mass Transference Problem and Its Stochastic Applications
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Publication:3703008
DOI10.1137/1129093zbMath0581.60010OpenAlexW1994166982MaRDI QIDQ3703008
Publication date: 1985
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1129093
survey paperfunctional limit theoremempirical measuresextreme functionalsinequalities between extreme functionalsmeasures with fixed marginalsMonge- Kantorovich extreme problemsWasserstein and Ornstein distances
Probability distributions: general theory (60E05) Functional limit theorems; invariance principles (60F17)
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