scientific article; zbMATH DE number 15141

DOI10.1007/BFB0084171MaRDI QIDQ3977481zbMATH OpenFDO

Authors Vladimir L. Levin, Svetlozar T. Rachev

Publication date 25 June 1992

Published in Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BFB0084171

zbMATH Keywords

duality theoremsinvariance principle for maximaKantorovich-Rubinstein distancelimit theorem for maximamarginal problems

Mathematics Subject Classification ID

Spaces of measures (46E27) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Statistical aspects of information-theoretic topics (62B10)

Review text

[For the entire collection see Zbl 0679.00014.] In the first part the authors extend some duality theorems for marginal problems to the situation where additional moment type constraints are imposed. Some upper bounds are derived for the Kantorovich-Rubinstein distance in the case of the \(L_ 1\)-norm on \(\mathbb{R}^ m\). These improve upon some bounds of Zolotarev. Applications are given to normalized maxima, Rényi maxima and to an invariance principle for maxima.

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