scientific article; zbMATH DE number 3901718

MaRDI QIDQ3679976zbMATH OpenFDO

Authors Svetlozar T. Rachev

Publication date 1984

zbMATH Keywords

survey paperfunctional limit theoremempirical measuresextreme functionalsinequalities between extreme functionalsmeasures with fixed marginalsMonge- Kantorovich extreme problemsWasserstein and Ornstein distances

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Functional limit theorems; invariance principles (60F17)

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(24)

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• Finite space Kantorovich problem with an MCMC of table moves
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• One-dimensional empirical measures, order statistics, and Kantorovich transport distances
• Monge's problem with a quadratic cost by the zero-noise limit of \(h\)-path processes
• Stochastic Monge-Kantorovich problem and its duality
• Solution of the Monge-Kantorovich problem for a class of functionals.
• An estimate of the stability for nonhomogeneous Markov chains under classical minorization condition
• Maximal coupling procedure and stability of discrete Markov chains. II
• A convolution metric in the space of measures and \(\epsilon\)-isometries in \(L_ p\)
• A new metric between polygons, and how to compute it
• Ricci curvature, circulants, and a matching condition
• Bounds for crude survival probabilities within competing risks framework and their statistical application
• An inequality for the coupling moment in the case of two inhomogeneous Markov chains
• scientific article; zbMATH DE number 4009401 (Why is no real title available?)
• From the Schrödinger problem to the Monge-Kantorovich problem
• Central limit theorem and bootstrap procedure for Wasserstein's variations with an application to structural relationships between distributions
• A nonlocal free boundary problem with Wasserstein distance
• Kantorovich-Rubinstein Norm and Its Application in the Theory of Lipschitz Spaces

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