Parametrized Kantorovich-Rubinstein theorem and application to the coupling of random variables
Dedecker, Jérôme ; Prieur, Clémentine ; Raynaud de Fitte, Paul
HAL, hal-00002997 / Harvested from HAL
Text on HAL
We prove a version for random measures of the celebrated Kantorovich-Rubinstein duality theorem and we give an application to the coupling of random variables which extends and unifies known results.
Publié le : 2004-10-22
Classification:  Kantorovich-Rubinstein theorem,  Minimal distance,  Coupling of random variables,  MSC 60B05; 28C15,  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] 
@article{hal-00002997,
     author = {Dedecker, J\'er\^ome and Prieur, Cl\'ementine and Raynaud de Fitte, Paul},
     title = {Parametrized Kantorovich-Rubinstein theorem and application to the coupling of random variables},
     journal = {HAL},
     volume = {2004},
     number = {0},
     year = {2004},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00002997}
}

Dedecker, Jérôme; Prieur, Clémentine; Raynaud de Fitte, Paul. Parametrized Kantorovich-Rubinstein theorem and application to the coupling of random variables. HAL, Tome 2004 (2004) no. 0, . http://gdmltest.u-ga.fr/item/hal-00002997/