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arXiv:math/0410052 [math.PR]AbstractReferencesReviewsResources

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

Jerome Dedecker, Clementine Prieur, Paul Raynaud De Fitte

Published 2004-10-04, updated 2004-10-22Version 2

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.

Comments: date de redaction 22 octobre 2004
Categories: math.PR
Subjects: 60B05, 28C15
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