scientific article; zbMATH DE number 3901718

zbMATH Open0565.60010MaRDI QIDQ3679976FDOQ3679976

Svetlozar T. Rachev

Publication date: 1984

Title of this publication is not available (Why is that?)

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)

Cited In (21)

• Title not available (Why is that?)
• The Least Action Principle and the Related Concept of Generalized Flows for Incompressible Perfect Fluids
• A convolution metric in the space of measures and \(\epsilon\)-isometries in \(L_ p\)
• Maximal coupling procedure and stability of discrete Markov chains. I
• Ricci curvature, circulants, and a matching condition
• Central limit theorem and bootstrap procedure for Wasserstein's variations with an application to structural relationships between distributions
• From the Schrödinger problem to the Monge-Kantorovich problem
• A nonlocal free boundary problem with Wasserstein distance
• Poisson approximation
• An estimate of the stability for nonhomogeneous Markov chains under classical minorization condition
• Maximal coupling procedure and stability of discrete Markov chains. II
• An inequality for the coupling moment in the case of two inhomogeneous Markov chains
• Monge's problem with a quadratic cost by the zero-noise limit of \(h\)-path processes
• Kantorovich-Rubinstein Norm and Its Application in the Theory of Lipschitz Spaces
• Bounds for crude survival probabilities within competing risks framework and their statistical application
• Central limit theorem and convergence to stable laws in Mallows distance
• One-dimensional empirical measures, order statistics, and Kantorovich transport distances
• Finite space Kantorovich problem with an MCMC of table moves
• Title not available (Why is that?)
• Perfect simulation of a coupling achieving the \(\bar{d}\)-distance between ordered pairs of binary chains of infinite order
• A new metric between polygons, and how to compute it

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