The Monge–Kantorovich Mass Transference Problem and Its Stochastic Applications
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Publication:3703008
DOI10.1137/1129093zbMath0581.60010MaRDI QIDQ3703008
Publication date: 1985
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1129093
survey paper; functional limit theorem; empirical measures; extreme functionals; inequalities between extreme functionals; measures with fixed marginals; Monge- Kantorovich extreme problems; Wasserstein and Ornstein distances
60E05: Probability distributions: general theory
60F17: Functional limit theorems; invariance principles
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