Parametrized Kantorovich-Rubinstein theorem and application to the coupling of random variables

Details Parametrized Kantorovich-Rubinstein theorem and application to the coupling of random variables Parametrized Kantorovich-Rubinstein theorem and application to the coupling of random variables

2004-10-04

arxiv.org/abs/math/0410052v2

Mathematics

Probability

date de redaction 22 octobre 2004

Scientific paper

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.

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