The Existence of Probability Measures with Given Marginals
From MaRDI portal
Publication:5508002
Cited in
(only showing first 100 items - show all)- Weak convergence of nonadditive measures based on nonlinear integral functionals
- Some Open Mapping Theorems for Marginals
- Euler hydrodynamics for attractive particle systems in random environment
- Distances of probability measures and uniform distribution mod 1
- Decomposing bivariate dominance for social welfare comparisons
- Approximation of Markov chains defined by recursion relations
- Minimality of ideal probabilistic metrics
- Invariance principles for partial sum processes and empirical processes indexed by sets
- Optimal Joint Distributions of Several Random Variables with Given Marginals
- A new family of one dimensional martingale couplings
- Sur le problème des marges
- Metrization of the Gromov-Hausdorff (-Prokhorov) topology for boundedly-compact metric spaces
- Continuity properties of the extension of a locally Lipschitz continuous map to the space of probability measures
- Existence and application of optimal Markovian coupling with respect to non-negative lower semi-continuous functions
- Homogeneous Random Measures and a Weak Order for the Excessive Measures of a Markov Process
- On the Strassen disintegration theorem
- A coupling proof of convex ordering for compound distributions
- Recursive tree processes and the mean-field limit of stochastic flows
- Finitary codings for spatial mixing Markov random fields
- Mesures marginales et th�or�me de Ford-Fulkerson
- On the statistical origins of the learning curve
- Multidimensional welfare comparisons of EU member states before, during, and after the financial crisis: a dominance approach
- On the existence of ordered couplings of random sets -- with applications
- Duality and perfect probability spaces
- Systemic risk and copula models
- A Note on Conditioning and Stochastic Domination for Order Statistics
- A random environment for linearly edge-reinforced random walks on infinite graphs
- Exchangeable random variables and the subsequence principle
- Sums of standard uniform random variables
- Extreme stochastic measures and Feldman's conjecture
- M�langes d'�quations diff�rentielles et grands �carts � la loi des grands nombres
- Sensitivity for topologically double ergodic dynamical systems
- A counterexample to the Cantelli conjecture through the Skorokhod embedding problem
- Stochastic relations of random variables and processes
- Two ways to define compatible metrics on the simplex of measures
- Peacocks parametrised by a partially ordered set
- Lorenz ordering of means and medians
- On permutation-invariance of limit theorems
- Percolation phenomena in low and high density systems
- Linking Vanillas and VIX Options: A Constrained Martingale Optimal Transport Problem
- Optimization with multivariate stochastic dominance constraints
- Flows on measurable spaces
- Measures on two‐dimensional products
- Constructive Euler hydrodynamics for one-dimensional attractive particle systems
- Regenerative queueing processes and their qualitative and quantitative analysis
- Lotteries, insurance, and star-shaped utility functions
- Seven kinds of computable and constructive infelicities in economics
- Distributions with given marginals: the beginnings. An interview with Giorgio Dall'Aglio
- Robustness regions for measures of risk aggregation
- The use of context in pattern recognition
- Comparison of experiments when the parameter space is finite
- A strong invariance principle for positively or negatively associated random fields
- Continuous stochastic measures and Markov operators
- Scaling limits for some random trees constructed inhomogeneously
- Quantum Strassen's theorem
- Probability and expectation inequalities
- Sampling of one-dimensional probability measures in the convex order and computation of robust option price bounds
- Sur la divisibilit� des probabilit�s dans un groupe topologique
- FUZZY MEASURES AND FUZZY INTEGRALS: AN OVERVIEW
- Hausdorff metric structure of the space of probability measures
- A new characterization of endogeny
- The dual of the cone of all convex functions on a vector space
- On the linear programming approach to the optimality property of Prokhorov's distance
- Consistent upper price bounds for exotic options
- Stochastic equilibria
- Recent progress in log-concave density estimation
- Structure of optimal martingale transport plans in general dimensions
- On the theory of risk aversion and the theory of risk
- Mallows permutations and finite dependence
- Gibbsianness and non-Gibbsianness in divide and color models
- Measures on topological spaces
- Martingales associated to peacocks using the curtain coupling
- First-order dominance: stronger characterization and a bivariate checking algorithm
- Comparing risks with unbounded distributions
- Orderings of risks: A comparative study via stop-loss transforms
- Domination problem in Banach lattices
- A minimax lemma and its applications
- Stochastic and convex orders and lattices of probability measures, with a martingale interpretation
- On the invariance principle for sums of independent identically distributed random variables
- Qualitative and infinitesimal robustness of tail-dependent statistical functionals
- On the rate of convergence in the multidimensional CLT for martingales
- The subjective expected utility hypothesis and revealed preference
- Stability, monotonicity and invariant quantities in general polling systems
- A monotone Sinai theorem
- On a problem of optimal transport under marginal martingale constraints
- Martingales with given maxima and terminal distributions
- Two-stage optimization problems with multivariate stochastic order constraints
- Harmonic models and spanning forests of residually finite groups
- Inequalities of FKG type
- Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
- Gromov-Wasserstein distances and the metric approach to object matching
- Semi-infinite programming, duality, discretization and optimality conditions†
- Algorithmic tests and randomness with respect to a class of measures
- An optimal method for stochastic composite optimization
- Model-free price bounds under dynamic option trading
- Bounds for functions of multivariate risks
- Topological dynamics of transformations induced on the space of probability measures
- Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model
- Relations between stochastic orderings and generalized stochastic precedence
- Long history of the Monge-Kantorovich transportation problem
This page was built for publication: The Existence of Probability Measures with Given Marginals
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5508002)