On the Kantorovich-Rubinstein theorem

DOI10.1016/j.exmath.2011.06.005zbMath1236.49085OpenAlexW2034220622MaRDI QIDQ654959

D. A. Edwards

Publication date: 28 December 2011

Published in: Expositiones Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.exmath.2011.06.005

zbMATH Keywords

Wasserstein metricLipschitz functionsDobrushin formulaKantorovich-Rubinstein theorem

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Variational problems in a geometric measure-theoretic setting (49Q20) Banach spaces of continuous, differentiable or analytic functions (46E15) Spaces of measures (46E27) Measures and integrals in product spaces (28A35) Integration theory via linear functionals (Radon measures, Daniell integrals, etc.), representing set functions and measures (28C05)

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Cites Work

• Invariance principles in probability for triangular arrays of B-valued random vectors and some applications
• Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications
• A simple proof in Monge–Kantorovich duality theory
• Duality theorems for marginal problems
• Prescribing a System of Random Variables by Conditional Distributions
• Optimal Transport
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