Parametrized Kantorovich-Rubinstein theorem and application to the coupling of random variables
classification
🧮 math.PR
keywords
randomapplicationcouplingkantorovich-rubinsteintheoremvariablescelebratedduality
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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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