Optimal couplings are totally positive and more

DOI10.1239/jap/1082552208zbMath1089.60012OpenAlexW2014915209MaRDI QIDQ4822470

David D. W. Yao, Paul Glasserman

Publication date: 25 October 2004

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1082552208

zbMATH Keywords

total positivitymass transportationMonge sequences

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Probability distributions: general theory (60E05)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Monge sequences, antimatroids, and the transportation problem with forbidden arcs
• On the optimal mapping of distributions
• Note on the optimal transportation of distributions
• An algorithm for the detection and construction of Monge sequences
• Bivariate distributions with given marginals
• Unimodality preservation in Markov chains
• A characterization of random variables with minimum \(L^ 2\)-distance
• Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications
• Perspectives of Monge properties in optimization
• The Monge–Kantorovich Mass Transference Problem and Its Stochastic Applications
• Generalized Semi-Markov Processes: Antimatroid Structure and Second-Order Properties
• Some Guidelines and Guarantees for Common Random Numbers
• Convex Analysis
• An Inequality for Rearrangements