Answers are grounded in this paper and cite their sources.
Previous article Next article On a Class of Minimal Functionals on a Space of Probability MeasuresS. T. RachevS. T. Rachevhttps://doi.org/10.1137/1129004PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] L. V. Kantorovich, On the translocation of masses, Dokl. AN SSSR, 37 (1942), 199–201, (In Russian.) Google Scholar[2] L. V. Kantorovich, On a problem of Monge, Uspekhi Mat. Nauk, 3 (1948), 225–226, (In Russian.) Google Scholar[3] L. V. Kantorovich and , G. Sh. Rubenshtein, On a function space and some extremum problems, Dokl. AN SSSR, 115 (1957), 1058–1061, (In Russian.) Google Scholar[4] L. V. Kantorovich and , G. Sh. Rubenshtein, On a space of completely additive functions, Vestnik Leningrad. Univ., 13 (1958), 52–59, Ser. Mat., Mekh. i Astron., (In Russian.) 21:808 0082.11001 Google Scholar[5] V. N. Sudakov, Geometric problems of the theory of infinite-dimensional probability distributions, Trudy V. A. Steklov Mat. Inst. Akad. Nauk SSSR, 141 (1976), , (In Russian.) 0409.60005 Google Scholar[6] R. M. Dudley, Probabilities and metrics, Matematisk Institut, Aarhus Universitet, Aarhus, 19761–126 pp. (not consecutively paged), Lecture Notes, 45 58:7764 0355.60004 Google Scholar[7] V. M. Zolotarev, Metric distances in spaces of random variables and of their distributions, Mat. Sb. (N.S.), 101(143) (1976), 416–454, 456 57:7720 Google Scholar[8] V. M. Zolotarev, Probability metrics, Theory Prob. Appl., 28 (1983), 278–301 0533.60025 LinkGoogle Scholar[9] P. L. Dobrushin, Prescribing a system of random variables by conditional distributions, Theory Prob. Appl., 15 (1970), 458–486 LinkGoogle Scholar[10] C. L. Mallows, A note on asymptotic joint normality, Ann. Math. Statist., 43 (1972), 508–515 45:7861 0238.60017 CrossrefGoogle Scholar[11] Svetlozar T. Rachev, W. Grossman, Minimal metrics in the random variables space, Probability and Statistical Inference, Proceedings 2nd Pannonian Symposium on Math. Statist., D. Reidel Publ. Company, Dordrecht, 1981 Google Scholar[12] S. T. Rachev, Minimal metrics in the random variables space, Publ. Inst. Statist. Univ. Paris, 27 (1982), 27–47 85g:60010 0494.60012 Google Scholar[13] V. L. Levin and , A. A. Milyutin, The problem of the displacement of masses with a discontinuous cost function and the mass formulation of the problem of the duality of convex extremal problems, Uspekhi Mat. Nauk, 34 (1979), 3–68, 248 81g:49009 Google Scholar[14] S. T. Rachev, Minimal metrics in a space of random vectors with fixed univariate marginal distributions, Problems of stability of stochastic models (Panevezhis, 1980), Vsesoyuz. Nauch.-Issled. Inst. Sistem. Issled., Moscow, 1981, 112–128, (In Russian.) 83m:60006 0574.60006 Google Scholar[15] Stamatis Cambanis, , Gordon Simons and , William Stout, Inequalities for $Ek(X,Y)$ when the marginals are fixed, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete, 36 (1976), 285–294 54:8790 0325.60002 CrossrefGoogle Scholar[16] A. H. Then, Inequalities for distributions with given marginals, Ann. Probab., 8 (1980), 814–827 82f:60052 CrossrefGoogle Scholar[17] Alicja Szulga, On the Wasserstein metricTransactions of the Eighth Prague Conference on Information Theory, Statistical Decision Functions, Random Processes (Prague, 1978), Vol. B, Reidel, Dordrecht, 1978, 267–273 81e:60003 0411.60016 Google Scholar[18] A. Szulga, On minimal metrics in the space of random variables, Theory Prob. Appl., 7 (1982), 424–430 Google Scholar[19] R. R. Rao, Relations between weak and uniform convergence of measures with applications, Ann. Math. Statist., 33 (1962), 659–680 25:1258 CrossrefGoogle Scholar[20] Yu. V. Prokhorov, Convergence of random processes and limit theorems in probability theory, Theory Prob. Appl., 1 (1956), 157–214 LinkGoogle Scholar[21] V. M. Kruglov, Convergence of numerical characteristics of sums of independent random variables with values in Hilbert space, Theory Prob. Appl., 18 (1973), 694–712 0321.60045 LinkGoogle Scholar[22] R. Fortet and , E. Mourier, Convergence de la répartition empirique vers la répartition théorique, Ann. Sci. Ecole Norm. Sup. (3), 70 (1953), 267–285 15,808d 0053.09601 CrossrefGoogle Scholar[23] Alejandro De Acosta, Inequalities for B-valued random vectors with applications to the strong law of large numbers, Ann. Probab., 9 (1981), 157–161 83c:60009 0449.60002 CrossrefGoogle Scholar[24] X. Fernigue, Sur le théorème de Kantorovitch-Rubinstein dans les espaces polonaisSeminar on Probability, XV (Univ. Strasbourg, Strasbourg, 1979/1980) (French), Lecture Notes in Math., Vol. 850, Springer, Berlin, 1981, 6–10 82j:60011 CrossrefGoogle Scholar[25] V. M. Zolotarev, On The continuity of stochastic sequences generated by recurrent processes, Theory Prob. Appl., 20 (1975), 819–832 0351.60086 LinkGoogle Scholar Previous article Next article FiguresRelatedReferencesCited ByDetails Non-parametric estimation of integral probability metrics2010 IEEE International Symposium on Information Theory | 1 Jun 2010 Cross Ref On asymptotic properties of information-theoretic divergencesIEEE Transactions on Information Theory, Vol. 49, No. 7 | 1 Jul 2003 Cross Ref Bayesian Inference with Specified Prior MarginalsJournal of the American Statistical Association, Vol. 86, No. 416 | 1 Dec 1991 Cross Ref Volume functions of historical texts and the amplitude correlation principleComputers and the Humanities, Vol. 24, No. 3 | 1 Jun 1990 Cross Ref The problem of stability in queueing theoryQueueing Systems, Vol. 4, No. 4 | 1 Dec 1989 Cross Ref New duality theorems for Marginal problems with some applications in stochasticsStability Problems for Stochastic Models | 29 September 2006 Cross Ref Cutoff-type Boltzmann equations: Convergence of the solutionAdvances in Applied Mathematics, Vol. 8, No. 1 | 1 Mar 1987 Cross Ref The Convergence of the Solution of a Boltzmann Type Equation Related to Quantum MechanicsAdvances in the Statistical Sciences: Applied Probability, Stochastic Processes, and Sampling Theory | 1 Jan 1987 Cross Ref A characterization of queueing models and its stabilityJournal of Soviet Mathematics, Vol. 35, No. 2 | 1 Oct 1986 Cross Ref The Monge–Kantorovich Mass Transference Problem and Its Stochastic ApplicationsTheory of Probability & Its Applications, Vol. 29, No. 4 | 17 July 2006AbstractPDF (2779 KB)Extreme functionals in the space of probability measuresStability Problems for Stochastic Models | 16 September 2006 Cross Ref Kantorovich's functionals in space of measuresApplied Stochastic Analysis Cross Ref Volume 29, Issue 1| 1985Theory of Probability & Its Applications History Submitted:23 May 1981Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1129004Article page range:pp. 41-49ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics
No takes yet. Share an insight, caveat, or question.
Svetlozar T. Rachev (1985) studied this question.
Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context: