The Existence of Probability Measures with Given Marginals

Cited In (only showing first 100 items - show all)

A general duality theorem for marginal problems
Fractal Dimensions and Random Transformations
Squared quadratic Wasserstein distance: optimal couplings and Lions differentiability
Substitution Method Critical Probability Bounds for the Square Lattice Site Percolation Model
Approximating the hard square entropy constant with probabilistic methods
Strictly positive measures on Boolean algebras
Optimal transport and the geometry of $L^{1}(\mathbb {R}^d)$
Strong approximation of very weak Bernoulli processes
Kac's representation from an asymptotic viewpoint
On aggregation sets and lower-convex sets
Computational barriers in minimax submatrix detection
Increases in risk aversion and the distribution of portfolio payoffs
Semi-infinite probabilistic optimization: first-order stochastic dominance constrain
Joint convergence of random quadrangulations and their cores
Qualitative robustness of statistical functionals under strong mixing
Portfolio optimization with quasiconvex risk measures
Robust bounds for derivative prices in Markovian models
On solutions of minimax test problems for special capacities
Localisation in a growth model with interaction
Belief functions combination without the assumption of independence of the information sources
Risk reducers in convex order
Joint Mixability
Simultaneously least favorable experiments
Pareto efficiency for the concave order and multivariate comonotonicity
Ordering ambiguous acts
Kantorovich duality for general transport costs and applications
On the approximation of one Markov chain by another
Subdifferential representations of risk measures
The minimum distance method of testing
Multiperiod martingale transport
Decomposition theorems for measures
Convex ordering for random vectors using predictable representation
RANDOM COMPLEXES AND ℓ²-BETTI NUMBERS
Stochastic monotonicity and realizable monotonicity
Systems weakened by failures
From an Itô type calculus for Gaussian processes to integrals of log-normal processes increasing in the convex order
On the existence of probability measures with given marginals
On the basic representation theorem for convex domination of measures
Shearer's measure and stochastic domination of product measures
The mass transfer approach to multivariate discrete first order stochastic dominance: direct proof and implications
Uniformly spread measures and vector fields
Positive vector measures with given marginals
Dilatation monotonous Choquet integrals
The Abelian sandpile model on an infinite tree
Stationary states and their stability of the stepping stone model involving mutation and selection
Comparison of multivariate risks and positive dependence
A version of Strassen’s Theorem for vector-valued measures
A definition of qualitative robustness for general point estimators, and examples
A mechanized proof of the max-flow min-cut theorem for countable networks with applications to probability theory
A type of Strassen’s theorem for positive vector measures with values in dual spaces
Poisson approximations in selected metrics by coupling and semigroup methods with applications
Stationary determinantal processes: phase multiplicity, Bernoullicity, entropy, and domination
A weak invariance principle for cumulated functionals of the regressogram estimator with dependent data
Optimization and majorization of invariant measures
Extension of valuations on locally compact sober spaces
Characterization of a class of weak transport-entropy inequalities on the line
Current open questions in complete mixability
Bounded size bias coupling: a gamma function bound, and universal Dickman-function behavior
Strassen's marginal problem in two or more dimensions
Neyman-Pearson testing under interval probability by globally least favorable pairs: Reviewing Huber-Strassen theory and extending it to general interval probability
Model uncertainty and the pricing of American options
Almost exchangeable sequences of random variables
Options on realized variance and convex orders
Hydrodynamics and hydrostatics for a class of asymmetric particle systems with open boundaries
Does more information-gathering effort raise or lower the average quantity produced?
Nonparametric testing for correlation models with dependent data
Arbitrage and completeness in financial markets with given $N$-dimensional distributions
Lorenz ordering between McDonald's generalized functions of the income size distribution
On hedging American options under model uncertainty
Immunization of multiple liabilities
On the centennial anniversary of Gini's theory of statistical relations
On the Skorokhod representation theorem
Robust pricing and hedging of options on multiple assets and its numerics
Change of numeraire in the two-marginals martingale transport problem
A monotone isomorphism theorem
When is the lowest equilibrium payoff in a repeated game equal to the minmax payoff?
Multidimensional welfare comparisons of EU member states before, during, and after the financial crisis: a dominance approach
Linking Vanillas and VIX Options: A Constrained Martingale Optimal Transport Problem
Measures on two‐dimensional products
A new family of one dimensional martingale couplings
Mallows permutations and finite dependence
Homogeneous Random Measures and a Weak Order for the Excessive Measures of a Markov Process
Lotteries, insurance, and star-shaped utility functions
The dual of the cone of all convex functions on a vector space
Stochastic relations of random variables and processes
Consistent upper price bounds for exotic options
First-order dominance: stronger characterization and a bivariate checking algorithm
Decomposing bivariate dominance for social welfare comparisons
Existence and application of optimal Markovian coupling with respect to non-negative lower semi-continuous functions
Recent progress in log-concave density estimation
Structure of optimal martingale transport plans in general dimensions
Distances of probability measures and uniform distribution mod 1
Systemic risk and copula models
Gibbsianness and non-Gibbsianness in divide and color models
Regenerative queueing processes and their qualitative and quantitative analysis
Stochastic equilibria
Sums of standard uniform random variables
Distributions with given marginals: the beginnings. An interview with Giorgio Dall'Aglio
Robustness regions for measures of risk aggregation
A strong invariance principle for positively or negatively associated random fields

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