On a generalization of cyclic monotonicity and distances among random vectors (Q1322878)

This paper is rather expository. It aims at characterizing solutions to the following problem. Let \(x\), \(y\) and \(z\) be \(R^ k\)-valued random vectors with given distributions. Which of the distributions on \(R^{3k}\) with these given distributions as margins will minimize \(E(| x-y|^ 2+| y-z|^ 2+| z-x|^ 2)\)?