Parametrized Kantorovich-Rubinstein theorem and application to the coupling of random variables
Jerome Dedecker, Clementine Prieur, Paul Raynaud De Fitte
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.
Create a lesson
Related papers
Almost sure exponential stability of multi-dimensional stochastic systems driven by a symmetric α-stable process
Xuekang Zhang, Hongjian Liu, Guangjun Shen
The Arc Threshold of the Two-Row Ising Torus: Exact Factorization, an Algebraic Critical Coupling, Uniformity in the Circumference, and the Rate of Convergence
Marco Mandap
Markovian Lifts and Multifactor Approximations for Weighted Sub-fractional Brownian Motion
J. H. Ramirez-Gonzalez, Edison Cuba
Rényi mixing bounds for kinetic samplers via L2 hypocoercivity
Jianfeng Lu, Yinchen Luo
Bayesian Filters via the Stochastic Category
Kenichi Bannai, Masahiro Kurisaki
Synchronization of Enriched Spin Glasses
Franziska Engler, Justin Ko