Peacocks nearby: approximating sequences of measures

DOI10.1016/j.spa.2018.07.007zbMath1478.60012arXiv1512.06640OpenAlexW2884811230WikidataQ129505663 ScholiaQ129505663MaRDI QIDQ2000153

I. Cetin Gülüm, Stefan Gerhold

Publication date: 28 June 2019

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.06640

zbMATH Keywords

Wasserstein distancepeacockProkhorov distance

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Spaces of measures, convergence of measures (28A33) Convergence of probability measures (60B10)

Related Items (2)

One Dimensional Martingale Rearrangement Couplings ⋮ Peacock geodesics in Wasserstein space

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