The Monge–Kantorovich Mass Transference Problem and Its Stochastic Applications
From MaRDI portal
Publication:3703008
DOI10.1137/1129093zbMath0581.60010OpenAlexW1994166982MaRDI 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 paperfunctional limit theoremempirical measuresextreme functionalsinequalities between extreme functionalsmeasures with fixed marginalsMonge- Kantorovich extreme problemsWasserstein and Ornstein distances
Probability distributions: general theory (60E05) Functional limit theorems; invariance principles (60F17)
Related Items
Harmonic maps with defects, Compound Poisson approximation, Existence of invariant probability measures for functional McKean-Vlasov SDEs, Metric marginal problems for set-valued or non-measurable variables, Some stochastics on monotone functions, Stein's method for positively associated random variables with applications to the Ising and voter models, bond percolation, and contact process, The Kantorovich metric for probability measures on the circle, On the rate of Poisson process approximation to a Bernoulli process, Strong convexity in stochastic programs with complete recourse, Continuous approximation schemes for stochastic programs, The problem of stability in insurance mathematics, Fast/slow diffusion and collapsing sandpiles,, The Dobrushin-Shlosman phase uniqueness criterion and applications to hard squares, Discrete Wasserstein barycenters: optimal transport for discrete data, Optimal couplings are totally positive and more, Limit laws for empirical optimal solutions in random linear programs, A representation of the Kantorovich-functional, Bounds to the Normal Approximation for Linear Recursions with Two Effects, Existence and uniqueness of monotone measure-preserving maps, The geometry of optimal transportation, Transportation cost for Gaussian and other product measures, Bootstrap by sequential resampling, The problem of stability in queueing theory, On using the first difference in the Stein-Chen method, On Poisson approximation to the partial sum process of a Markov chain, Perspectives of Monge properties in optimization, An estimate of the expectation of the excess of a renewal sequence generated by a time-inhomogeneous Markov chain if a square-integrable majorizing sequence exists, Statistical depth in abstract metric spaces, A fast algorithm for maximal propensity score matching, Approximation of Bayesian models for time-to-event data, Mass transportation and the consistency of the empirical optimal conditional locations, Inference for Empirical Wasserstein Distances on Finite Spaces, On the empirical estimation of integral probability metrics, A note on the stability of the estimation of the exponential distribution, Probability distance inequalities on Riemannian manifolds and path spaces., On duality for a generalized Monge--Kantorovich problem., Probabilistic model validation for uncertain nonlinear systems, Generalized transportation-cost inequalities and applications, Stability analysis for stochastic programs, \(L^1\) bounds in normal approximation, Functional inequalities and Hamilton-Jacobi equations in geodesic spaces, On Hoeffding-Fréchet bounds and cyclic monotone relations, Dependence of the density of states outer measure on the potential for deterministic Schrödinger operators on graphs with applications to ergodic and random models, On the consistency of the mass transfer problem, On optimal partitions, individual values and cooperative games: does a wiser agent always produce a higher value?, The dual least action problem for an ideal, incompressible fluid, Analytic solutions for the approximated 1-D Monge-Kantorovich mass transfer problems, Removing logarithms in Poisson approximation to the partial sum process of a Markov chain, Stein's method and point process approximation, A probabilistic approach to optimal quality usage, Moment problems and their applications to the stability of queueing models, Gradient estimates for the performance of Markov chains and discrete event processes, A characterization for the solution of the Monge--Kantorovich mass transference problem, Normal approximation for hierarchical structures, Upper bounds for spatial point process approximations, Bounds on the constant in the mean central limit theorem, Stein's method for negatively associated random variables with applications to second-order stationary random fields, Mass transhipment problems and ideal metrics, On the internal path length ofd-dimensional quad trees, Transportation-cost inequality on path spaces with uniform distance, Discrete infinite transportation problems, Smoothing methods for histogram‐valued time series: an application to value‐at‐risk, Distance‐based mixture modeling for classification via hypothetical local mapping, Optimal transport, mean partition, and uncertainty assessment in cluster analysis, A characterization of random variables with minimum \(L^ 2\)-distance, Measuring dependence in the Wasserstein distance for Bayesian nonparametric models, Asymptotic distribution and weak convergence on compact Riemannian manifolds, Geometry-Sensitive Ensemble Mean Based on Wasserstein Barycenters: Proof-of-Concept on Cloud Simulations, Rates of convergence of \(\alpha\)-stable random motions, Properties of the \(d\)-dimensional Earth mover's problem, Unnamed Item, Exponential integrability and transportation cost related to logarithmic Sobolev inequalities, Optimal solution of a Monge-Kantorovitch transportation problem, The mass-transfer vector problem, Mathematical existence of crystal growth with Gibbs-Thomson curvature effects, Staircase transportation problems with superadditive rewards and cumulative capacities, Invariance properties of the Monge-Kantorovich mass transport problem
