The Existence of Probability Measures with Given Marginals

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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
Invariance principles for partial sum processes and empirical processes indexed by sets
On robust estimation of location for arbitrarily right-censored data
Decomposition theorems for measures
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
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
On random translation models
Immunization of multiple liabilities
Stochastic equilibria
The minimum distance method of testing
Continuous stochastic measures and Markov operators
On the theory of risk aversion and the theory of risk
Some inverse problems involving conditional expectations
Hausdorff metric structure of the space of probability measures
Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
On the rate of convergence in the multidimensional CLT for martingales
Level set representation for the Gibbs states of the ferromagnetic Ising model
Revealed preference, stochastic dominance, and the expected utility hypothesis
Differentiability, comparative statics, and non-expected utility preference
Stability, monotonicity and invariant quantities in general polling systems
Packing random items of three colors
On pathwise behavior of queues
Direct and inverse addition in convex analysis: The continuous case
On dependent marking and thinning of point processes
Diskrepanz in separablen metrischen Räumen
The existence of probability measures with specified projections
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
Measures on subsets of direct products
On the Strassen disintegration theorem
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
The use of context in pattern recognition
Mutual fund separation in financial theory - the separating distributions
On the invariance principle for sums of independent identically distributed random variables
Extreme stochastic measures and Feldman's conjecture
Measures on topological spaces
On the basic representation theorem for convex domination of measures
An interruptible algorithm for perfect sampling via Markov chains
Comparing risks with unbounded distributions
Effects of service disciplines in \(G/GI/s\) queueing systems
Crossing and comparison of regenerative processes
On the rate of convergence of the diffusion approximations
Bayesian robustness with more than one class of contaminations
Tests based on L-statistics to test the equality in dispersion of two probability distributions
The subjective expected utility hypothesis and revealed preference
Metric marginal problems for set-valued or non-measurable variables
Inequalities for the probability content of a rotated ellipse and related stochastic domination results
Nested sequences of balls, uniqueness of Hahn-Banach extensions and the Vlasov property.
Stationary determinantal processes: phase multiplicity, Bernoullicity, entropy, and domination
Existence and application of optimal Markovian coupling with respect to non-negative lower semi-continuous functions
Dynamic scheduling of parallel computations
Metrics for probability distributions and the trend to equilibrium for solutions of the Boltzmann equation.
Neyman-Pearson testing under interval probability by globally least favorable pairs: Reviewing Huber-Strassen theory and extending it to general interval probability
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
Equivalence of palm measures for determinantal point processes governed by Bergman kernels
On the partial identification of a new causal measure for ordinal outcomes
Robust pricing-hedging dualities in continuous time
On increasing risk, inequality and poverty measures: peacocks, lyrebirds and exotic options
Weighted sampling without replacement
Weak convergence of nonadditive measures based on nonlinear integral functionals
Second-order stochastic dominance constrained portfolio optimization: theory and computational tests
Joint convergence of random quadrangulations and their cores
On the centennial anniversary of Gini's theory of statistical relations
Constrained optimal transport
First-order dominance: stronger characterization and a bivariate checking algorithm
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
Scaling limits for some random trees constructed inhomogeneously
Martingales associated to peacocks using the curtain coupling
Stochastic dominance for shift-invariant measures
Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements
Arbitrage and completeness in financial markets with given N-dimensional distributions
Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model
Systemic risk and copula models
On the impact of conditional expectation estimators in portfolio theory
Extremal dependence concepts
A new characterization of endogeny
Predicate liftings and functor presentations in coalgebraic expression languages
Stochastic and convex orders and lattices of probability measures, with a martingale interpretation
On the existence of ordered couplings of random sets -- with applications
A general duality theorem for marginal problems

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