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

Jerome Dedecker·Clementine Prieur·Paul Raynaud De Fitte
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Abstract

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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Jerome Dedecker, Clementine Prieur, Paul Raynaud De Fitte. 2004-10-22. Parametrized Kantorovich-Rubinstein theorem and application to the coupling of random variables. https://arxiv.org/abs/math/0410052

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