The Existence of Probability Measures with Given Marginals

From MaRDI portal
Publication:5508002

DOI10.1214/aoms/1177700153zbMath0135.18701OpenAlexW2070589948WikidataQ89437669 ScholiaQ89437669MaRDI QIDQ5508002

Volker Strassen

Publication date: 1965

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177700153



Related Items

Stochastic monotonicity and realizable monotonicity, The minimum maximum of a continuous martingale with given initial and terminal laws, The Abelian sandpile model on an infinite tree, The supremum of a negative drift random walk with dependent heavy-tailed steps., Bayesian robustness with more than one class of contaminations, First-passage times for random walks with nonidentically distributed increments, Characterization of a class of weak transport-entropy inequalities on the line, A stochastic order for the analysis of investments affected by the time value of money, Tests based on L-statistics to test the equality in dispersion of two probability distributions, Equivalence of palm measures for determinantal point processes governed by Bergman kernels, The subjective expected utility hypothesis and revealed preference, Determinantal probability measures, Metric marginal problems for set-valued or non-measurable variables, Mass-transshipment problems and ideal metrics, Kac's representation from an asymptotic viewpoint, On the partial identification of a new causal measure for ordinal outcomes, Strassen disintegration theorems, Robust pricing-hedging dualities in continuous time, On increasing risk, inequality and poverty measures: peacocks, lyrebirds and exotic options, Coherent combination of experts' opinions. (With discussion), Optimal control of multiclass parallel service systems, Weighted sampling without replacement, Inequalities for the probability content of a rotated ellipse and related stochastic domination results, Orderings of risks: A comparative study via stop-loss transforms, Weak convergence of nonadditive measures based on nonlinear integral functionals, Second-order stochastic dominance constrained portfolio optimization: theory and computational tests, Stochastic comparisons of symmetric sampling designs, Utility maximization, risk aversion, and stochastic dominance, Joint convergence of random quadrangulations and their cores, On the centennial anniversary of Gini's theory of statistical relations, Constrained optimal transport, Nested sequences of balls, uniqueness of Hahn-Banach extensions and the Vlasov property., First-order dominance: stronger characterization and a bivariate checking algorithm, Concentration order on a metric space, with some statistical applications, Stationary determinantal processes: phase multiplicity, Bernoullicity, entropy, and domination, Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem, Recent progress in log-concave density estimation, Structure of optimal martingale transport plans in general dimensions, Decomposing bivariate dominance for social welfare comparisons, Robust bounds for the American put, Optimal martingale transport between radially symmetric marginals in general dimensions, Compatibility, desirability, and the running intersection property, Scaling limits for some random trees constructed inhomogeneously, Martingales associated to peacocks using the curtain coupling, 2017 MATRIX annals, Distributional compatibility for change of measures, Stochastic dominance for shift-invariant measures, Peacocks nearby: approximating sequences of measures, Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements, Arbitrage and completeness in financial markets with given \(N\)-dimensional distributions, Wasserstein upper bounds of the total variation for smooth densities, Irregularity of distribution in Wasserstein distance, Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model, Strassen's theorem for quantum couplings, Computation of optimal transport and related hedging problems via penalization and neural networks, A new family of one dimensional martingale couplings, Semiflow selection and Markov selection theorems, Systemic risk and copula models, Perfect simulation of the hard disks model by partial rejection sampling, On the impact of conditional expectation estimators in portfolio theory, Extremal dependence concepts, Die Geschwindigkeit der Glivenko-Cantelli Konvergenz, gemessen in der Prohorov-Metrik, On the linear programming approach to the optimality property of Prokhorov's distance, On the existence of probability measures with given marginals, Mixtures of mean-preserving contractions, The use of context in pattern recognition, Mutual fund separation in financial theory - the separating distributions, A new characterization of endogeny, A solution to the Monge transport problem for Brownian martingales, Predicate liftings and functor presentations in coalgebraic expression languages, Flows on measurable spaces, Self-similar real trees defined as fixed points and their geometric properties, Stochastic and convex orders and lattices of probability measures, with a martingale interpretation, On the existence of ordered couplings of random sets -- with applications, Transport plans with domain constraints, On the invariance principle for sums of independent identically distributed random variables, A general duality theorem for marginal problems, Extreme stochastic measures and Feldman's conjecture, Martingales with given maxima and terminal distributions, Measures on topological spaces, On the dependence of the component counting process of a uniform random variable, The Markov-quantile process attached to a family of marginals, On the basic representation theorem for convex domination of measures, A unifying view on some problems in probability and statistics, From Bachelier to Dupire via optimal transport, Applications of weak transport theory, The TASEP on Galton-Watson trees, Existence and application of optimal Markovian coupling with respect to non-negative lower semi-continuous functions, An interruptible algorithm for perfect sampling via Markov chains, Dynamic scheduling of parallel computations, Comparing risks with unbounded distributions, Metrics for probability distributions and the trend to equilibrium for solutions of the Boltzmann equation., Convex order, quantization and monotone approximations of ARCH models, Tomographic reconstruction by maximum entropy in the mean: Unconstrained reconstructions, Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory, Effects of service disciplines in \(G/GI/s\) queueing systems, Extension of valuations on locally compact sober spaces, Crossing and comparison of regenerative processes, Neyman-Pearson testing under interval probability by globally least favorable pairs: Reviewing Huber-Strassen theory and extending it to general interval probability, On the rate of convergence of the diffusion approximations, On the approximation of one Markov chain by another, On robust estimation of location for arbitrarily right-censored data, On a problem of optimal transport under marginal martingale constraints, A monotone Sinai theorem, Multidimensional welfare comparisons of EU member states before, during, and after the financial crisis: a dominance approach, Most likely maximum entropy for population analysis with region-censored data, Stochastic traveling wave solution to a stochastic KPP equation, An explicit martingale version of the one-dimensional Brenier theorem, Robust pricing and hedging under trading restrictions and the emergence of local martingale models, Decomposition theorems for measures, When is the lowest equilibrium payoff in a repeated game equal to the minmax payoff?, Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\), On some properties of a set of probability measures, Stationary states and their stability of the stepping stone model involving mutation and selection, An invitation to coupling and copulas: with applications to multisensory modeling, On Derriennic's almost subadditive ergodic theorem, Poisson approximations in selected metrics by coupling and semigroup methods with applications, Rate of convergence in the invariance principle in Banach spaces, Model-independent bounds for option prices -- a mass transport approach, On random translation models, Immunization of multiple liabilities, A model-free no-arbitrage price bound for variance options, Stochastic equilibria, Test of independence for functional data, Functional data analysis with increasing number of projections, Long history of the Monge-Kantorovich transportation problem, A counterexample to the Cantelli conjecture through the Skorokhod embedding problem, The minimum distance method of testing, Continuous stochastic measures and Markov operators, On the theory of risk aversion and the theory of risk, The mass transfer approach to multivariate discrete first order stochastic dominance: direct proof and implications, Increases in risk aversion and the distribution of portfolio payoffs, A definition of qualitative robustness for general point estimators, and examples, Quantizations of probability measures and preservation of the convex order, Construction of alternative hypotheses for randomization tests with ordinal outcomes, Some inverse problems involving conditional expectations, An optimal method for stochastic composite optimization, A note on shadowing with chain transitivity, Hausdorff metric structure of the space of probability measures, Dual theory of choice with multivariate risks, Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions, Qualitative and infinitesimal robustness of tail-dependent statistical functionals, Gromov-Wasserstein distances and the metric approach to object matching, Shearer's measure and stochastic domination of product measures, On the rate of convergence in the multidimensional CLT for martingales, Level set representation for the Gibbs states of the ferromagnetic Ising model, Hydrodynamics and hydrostatics for a class of asymmetric particle systems with open boundaries, Pareto efficiency for the concave order and multivariate comonotonicity, Revealed preference, stochastic dominance, and the expected utility hypothesis, Current open questions in complete mixability, Bounded size bias coupling: a gamma function bound, and universal Dickman-function behavior, Model uncertainty and the pricing of American options, Differentiability, comparative statics, and non-expected utility preference, Domination problem in Banach lattices, Stability, monotonicity and invariant quantities in general polling systems, Does more information-gathering effort raise or lower the average quantity produced?, Convex ordering for random vectors using predictable representation, Change of numeraire in the two-marginals martingale transport problem, Packing random items of three colors, On pathwise behavior of queues, A monotone isomorphism theorem, Approximating the hard square entropy constant with probabilistic methods, Direct and inverse addition in convex analysis: The continuous case, Boundary-crossing identities for diffusions having the time-inversion property, On dependent marking and thinning of point processes, Diskrepanz in separablen metrischen Räumen, The existence of probability measures with specified projections, Belief functions combination without the assumption of independence of the information sources, Stochastic relations of random variables and processes, Quenched large deviation principle for words in a letter sequence, Topological dynamics of transformations induced on the space of probability measures, The dual of the cone of all convex functions on a vector space, Distances of probability measures and uniform distribution mod 1, Harmonic models and spanning forests of residually finite groups, From an Itô type calculus for Gaussian processes to integrals of log-normal processes increasing in the convex order, Measures on subsets of direct products, Gibbsianness and non-Gibbsianness in divide and color models, Inequalities of FKG type, Localisation in a growth model with interaction, On the Strassen disintegration theorem, 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, Two ways to define compatible metrics on the simplex of measures, On the statistical origins of the learning curve, Recursive tree processes and the mean-field limit of stochastic flows, A coupling proof of convex ordering for compound distributions, Finitary codings for spatial mixing Markov random fields, Sur le problème des marges, Continuity properties of the extension of a locally Lipschitz continuous map to the space of probability measures, Exchangeable random variables and the subsequence principle, Systems weakened by failures, On the theory of Banach space valued multifunctions. I: Integration and conditional expectation, Minimality of ideal probabilistic metrics, Approximation of Markov chains defined by recursion relations, Lorenz ordering of means and medians, The maximum maximum of a martingale with given \(n\) marginals, Dual representation of convex sets of probability measures on totally bounded spaces, Coupling of probability distributions and an extremal problem for the divergence, Invariance principles for partial sum processes and empirical processes indexed by sets, Random-cluster dynamics in \(\mathbb {Z}^2\), Bounds for VIX futures given S{\&}P 500 smiles, A random environment for linearly edge-reinforced random walks on infinite graphs, Dynamics of induced maps on the space of probability measures, Martingale Wasserstein inequality for probability measures in the convex order, Stationary random metrics on hierarchical graphs via \((\min,+)\)-type recursive distributional equations, ON THE MARGINALS OF PROBABILITY CONTENTS ON LATTICES, Approximation of martingale couplings on the line in the adapted weak topology, To stay discovered: on tournament mean score sequences and the Bradley-Terry model, Monotone factors of i.i.d. processes, Regenerative queueing processes and their qualitative and quantitative analysis, Joint Mixability, Lotteries, insurance, and star-shaped utility functions, Optimal transport and the geometry of $L^{1}(\mathbb {R}^d)$, Growth of a Population of Bacteria in a Dynamical Hostile Environment, Concentration inequalities from monotone couplings for graphs, walks, trees and branching processes, Monotone convex order for the McKean-Vlasov processes, Ordering ambiguous acts, Monotone martingale transport plans and Skorokhod embedding, How risky is a random process?, Partial stochastic dominance via optimal transport, On the rate of Poisson approximation to Bernoulli partial sum processes, Phase transitions for a class of gradient fields, Kantorovich duality for general transport costs and applications, Metrization of the Gromov-Hausdorff (-Prokhorov) topology for boundedly-compact metric spaces, Martingale optimal transport duality, Stochastic scheduling problems I — General strategies, Almost exchangeable sequences of random variables, Sensitivity for topologically double ergodic dynamical systems, Processing distortion models: a comparative study, Bounds on the probability of radically different opinions, Analyzing randomized search heuristics via stochastic domination, Mallows permutations and finite dependence, On detecting alternatives by one-parametric recursive residuals, Dual attainment for the martingale transport problem, Optimization with Multivariate Stochastic Dominance Constraints, Convex duality in nonlinear optimal transport, Irreducible convex paving for decomposition of multidimensional martingale transport plans, Optimal measure transportation with respect to non-traditional costs, Branching trees I: concatenation and infinite divisibility, Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints, A simple proof of strong duality in the linear persuasion problem, The Riesz representation theorem and weak\(^\ast\) compactness of semimartingales, Martingale Benamou-Brenier: a probabilistic perspective, A note on the family of extremality stochastic orders, Statistical regularities of self-intersection counts for geodesics on negatively curved surfaces, Euler hydrodynamics for attractive particle systems in random environment, Uniformly spread measures and vector fields, Sampling of probability measures in the convex order by Wasserstein projection, From Hopf--Lax Formula to Optimal Weak Transfer Plan, Constructive Euler Hydrodynamics for One-Dimensional Attractive Particle Systems, ROBUST BOUNDS FOR DERIVATIVE PRICES IN MARKOVIAN MODELS, Percolation phenomena in low and high density systems, On the stability of the martingale optimal transport problem: a set-valued map approach, Duality theorems for marginal problems, On segregation: ordering and measuring, Measures on two‐dimensional products, Strassen's marginal problem in two or more dimensions, Bounds for functions of multivariate risks, Ambiguous chance constrained problems and robust optimization, Random cluster models on the triangular lattice, Subdifferential representations of risk measures, Martingale optimal transport in the discrete case via simple linear programming techniques, Law invariant risk measures and information divergences, Algorithmic tests and randomness with respect to a class of measures, Two-Stage Optimization Problems with Multivariate Stochastic Order Constraints, Qualitative robustness of statistical functionals under strong mixing, Rumor spreading with bounded in-degree, Local Utility and Multivariate Risk Aversion, Invariant coupling of determinantal measures on sofic groups, Risk reducers in convex order, Risk excess measures induced by hemi-metrics, Computational methods for martingale optimal transport problems, Deterministic thinning of finite Poisson processes, Multiperiod martingale transport, Stochastic order on metric spaces and the ordered Kantorovich monad, Decomposition in ordered semigroups, Charakterisierung einer Ordnung von konischen Maßen durch positive \(L^ 1\)-Kontraktionen, Markov-Komposition und eine Anwendung auf Martingale. (Markov compositions and an application to martingales), Stochastic monotonicity from an Eulerian viewpoint, On convergence to the Dirac measure and to the identity operator, Sublineare Funktionale, Extremal measures with prescribed marginals (finite case), A Benamou-Brenier formulation of martingale optimal transport, Ein maßtheoretisches Marginalproblem, On separating the submajorization order into majorization and pointwise inequality, Uniform test of algorithmic randomness over a general space, Conditional intensity and Gibbsianness of determinantal point processes, Dilatation monotonous Choquet integrals, A mechanized proof of the max-flow min-cut theorem for countable networks with applications to probability theory, Options on realized variance and convex orders, A construction of the left-curtain coupling, The Monge-Kantorovich metric on multimeasures and self-similar multimeasures, The accuracy of strong Gaussian approximation for sums of independent random vectors, On permutation-invariance of limit theorems, On aggregation sets and lower-convex sets, Martingale Schrödinger bridges and optimal semistatic portfolios, Equivalent or absolutely continuous probability measures with given marginals, The potential of the shadow measure, Computational barriers in minimax submatrix detection, Counting measures, monotone random set functions, Continuity Properties of Value Functions in Information Structures for Zero-Sum and General Games and Stochastic Teams, Linking Vanillas and VIX Options: A Constrained Martingale Optimal Transport Problem, Isotonicity of the proximity operator and stochastic optimization problems in Hilbert quasi-lattices endowed with Lorentz cones, Unnamed Item, [https://portal.mardi4nfdi.de/wiki/Publication:5587564 Darstellung einer Ordnung von Ma�en durch Stoppzeiten], Comparison of experiments when the parameter space is finite, Further properties of fractional stochastic dominance, No-arbitrage bounds for the forward smile given marginals, Portfolio Optimization with Quasiconvex Risk Measures, Comparison of multivariate risks and positive dependence, [https://portal.mardi4nfdi.de/wiki/Publication:5604217 Zur Existenz von Wahrscheinlichkeitsma�en mit vorgegebenen Marginalen], [https://portal.mardi4nfdi.de/wiki/Publication:5604218 Sur la divisibilit� des probabilit�s dans un groupe topologique], Construction of contingency tables by maximum entropy in the mean, FUZZY MEASURES AND FUZZY INTEGRALS: AN OVERVIEW, Monotonicity and unbiasedness of tests via a. S, constructions, Ising interfaces and free boundary conditions, Verification of General Markov Decision Processes by Approximate Similarity Relations and Policy Refinement, Envelopes of Joint Probabilities with Given Marginals Under Absolute Continuity or Equivalence Constraints, Substitution Method Critical Probability Bounds for the Square Lattice Site Percolation Model, Seven Kinds of Computable and Constructive Infelicities in Economics, RELATIONS BETWEEN STOCHASTIC ORDERINGS AND GENERALIZED STOCHASTIC PRECEDENCE, A STOCHASTIC APPROXIMATION ALGORITHM FOR STOCHASTIC SEMIDEFINITE PROGRAMMING, Quantization and martingale couplings, Unnamed Item, On the Proximity of a Probability to a Capacity Functional: Proximity Functions, A Note on Conditioning and Stochastic Domination for Order Statistics, A Canonical Barycenter via Wasserstein Regularization, Characterisation of a multivariate stochastic ordering, SAMPLING OF ONE-DIMENSIONAL PROBABILITY MEASURES IN THE CONVEX ORDER AND COMPUTATION OF ROBUST OPTION PRICE BOUNDS, Optimal Brownian Stopping When the Source and Target Are Radially Symmetric Distributions, [https://portal.mardi4nfdi.de/wiki/Publication:4071726 Notwendige und hinreichende Ungleichungen f�r die Existenz spezieller L1-Kontraktionen], A note on stochastic dominance, uniform integrability and lattice properties, Inversion of convex ordering in the VIX market, Fractal Dimensions and Random Transformations, Duality and perfect probability spaces, Squared quadratic Wasserstein distance: optimal couplings and Lions differentiability, String-averaging incremental stochastic subgradient algorithms, A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS, Approximation of optimal transport problems with marginal moments constraints, Quantum Strassen’s theorem, Monotone bivariate Markov kernels with specified marginals, Model-Free Price Bounds Under Dynamic Option Trading, A version of Strassen’s Theorem for vector-valued measures, Bounds for optimal stopping values of dependent random variables with given marginals, BALAYAGE MONOTONOUS RISK MEASURES, On the Skorokhod representation theorem, Semi-infinite probabilistic optimization: first-order stochastic dominance constrain, Critical random forests, [https://portal.mardi4nfdi.de/wiki/Publication:4148538 Mesures marginales et th�or�me de Ford-Fulkerson], [https://portal.mardi4nfdi.de/wiki/Publication:4150440 M�langes d'�quations diff�rentielles et grands �carts � la loi des grands nombres], Some remarks on associated random fields, random measures and point processes, Positive vector measures with given marginals, Nonparametric testing for correlation models with dependent data, Lorenz ordering between McDonald's generalized functions of the income size distribution, Unnamed Item, On the support of extremal martingale measures with given marginals: the countable case, Simultaneously least favorable experiments, Probabilistic Analysis of the Degree Bounded Minimum Spanning Tree Problem, Semi-infinite programming, duality, discretization and optimality conditions†, Optimal Joint Distributions of Several Random Variables with Given Marginals, Tightening robust price bounds for exotic derivatives, [https://portal.mardi4nfdi.de/wiki/Publication:3889821 Sharpness of Fr�chet-bounds], Speeding up non-Markovian first-passage percolation with a few extra edges, A unified stability theory for classical and monotone Markov chains, Optimal stopping of stochastic transport minimizing submartingale costs, Equivariant thinning over a free group, On solutions of minimax test problems for special capacities, Some Open Mapping Theorems for Marginals, RANDOM COMPLEXES AND ℓ2-BETTI NUMBERS, Expensive martingales, Robust Pricing and Hedging of Options on Multiple Assets and Its Numerics, Sums of standard uniform random variables, Homogeneous Random Measures and a Weak Order for the Excessive Measures of a Markov Process, Comparison of Information Structures for Zero-Sum Games and a Partial Converse to Blackwell Ordering in Standard Borel Spaces, Shadow couplings, An Optimal Upper Bound on the Tail Probability for Sums of Random Variables, CONSISTENT UPPER PRICE BOUNDS FOR EXOTIC OPTIONS, A new class of costs for optimal transport planning, Reconciliation of probability measures, One-dimensional empirical measures, order statistics, and Kantorovich transport distances, Probabilistic Analysis of a Greedy Heuristic for Euclidean Matching, Rudolph’s two step coding theorem and Alpern’s lemma for ℝ^{𝕕} actions, Strictly positive measures on Boolean algebras, Strong approximation of very weak Bernoulli processes, BOUNDS ON MULTI-ASSET DERIVATIVES VIA NEURAL NETWORKS, Optimization and majorization of invariant measures, A weak invariance principle for cumulated functionals of the regressogram estimator with dependent data, On Hedging American Options under Model Uncertainty, Some factors of nonsingular Bernoulli shifts, General convex stochastic orderings and related martingale-type structures, On a subjective approach to risk measurement, A type of Strassen’s theorem for positive vector measures with values in dual spaces, Convergence of Recursive Stochastic Algorithms Using Wasserstein Divergence, Invariance principles for sums of Banach space valued random elements and empirical processes, Probability and expectation inequalities, Model-independent pricing with insider information: a skorokhod embedding approach, Root to Kellerer, Peacocks Parametrised by a Partially Ordered Set, Coupling methods in connection with Poisson process approximation, Perturbation analysis of sub/super hedging problems, A random walk through Canadian contributions on empirical processes and their applications in probability and statistics, Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence, Weak Optimal Transport with Unnormalized Kernels, Stochastic search for a parametric cost function approximation: energy storage with rolling forecasts, Learning with risks based on M-location, Applications of Strassen's theorem and Choquet theory to optimal transport problems, to uniformly convex functions and to uniformly smooth functions, Lipschitz continuity of the Wasserstein projections in the convex order on the line, Geometry of vectorial martingale optimal transportations and duality, Backward martingale transport and Fitzpatrick functions in pseudo-Euclidean spaces, Supermartingale Brenier's theorem with full-marginals constraint, A strong duality principle for equivalence couplings and total variation, Continuity of the martingale optimal transport problem on the real line, On intermediate marginals in martingale optimal transportation, Phase diagram of the Ashkin-Teller model, Coupling of several random variables, One Dimensional Martingale Rearrangement Couplings, On the characterization of exchangeable sequences through reverse-martingale empirical distributions, Supermartingale shadow couplings: the decreasing case, Functional convex order for the scaled McKean-Vlasov processes, Dispersion-constrained martingale Schrödinger problems and the exact joint S\&P 500/VIX smile calibration puzzle, A unified framework for generalizing the Gromov-Hausdorff metric, An optimal transport-based characterization of convex order, Backward and forward Wasserstein projections in stochastic order, A potential-based construction of the increasing supermartingale coupling, Asymptotics for Strassen's optimal transport problem, Robust matching for teams, Testing with \(\mathrm{p}^*\)-values: between p-values, mid p-values, and e-values, Unnamed Item, Unnamed Item