Nearest random variables with given distributions

DOI10.1214/AOP/1176996763MaRDI QIDQ1211773zbMATH OpenOpenAlexFDO

Authors Geza Schay

Publication date 1974

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176996763

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Probability theory on algebraic and topological structures (60B99)

Cited in

(7)

• On optimal matchings
• Rate of convergence in a multidimensional invariance principle for functionals of integral form
• Calculation of the Prokhorov distance by optimal quantization and maximum flow
• On proximity of distributions of successive sums with respect to the Prokhorov distance
• The accuracy of strong Gaussian approximation for sums of independent random vectors
• Optimal Joint Distributions of Several Random Variables with Given Marginals
• On the linear programming approach to the optimality property of Prokhorov's distance

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