Duality theorems for Kantorovich-Rubinstein and Wasserstein functionals
- Publisher: Instytut Matematyczny Polskiej Akademi Nauk(Warszawa), 1990
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topS. T. Rachev, and R. M.. Duality theorems for Kantorovich-Rubinstein and Wasserstein functionals. Warszawa: Instytut Matematyczny Polskiej Akademi Nauk, 1990. <http://eudml.org/doc/268473>.
@book{S1990,
abstract = {CONTENTS§0. Introduction...................................................................................................................................5§1. Notation and terminology..............................................................................................................6§2. A generalization of the Kantorovich-Rubinstein theorem..............................................................8§3. Application: explicit representations for a class of probability metrics.........................................14§4. Topology of the Kantorovich-Rubinstein norm............................................................................18§5. Dual representation for the Wasserstein functional....................................................................21§6. Comparison of Wasserstein functional and Kantorovich-Rubinstein norm; completeness..........27§7. Convergence of empirical measures; results of Fortet-Mourier type..........................................30§8. The convex set of optimal measures..........................................................................................32References......................................................................................................................................34},
author = {S. T. Rachev, R. M.},
keywords = {probability metrics; mass transfer problem; Kantorovich-Rubinstein duality theorem; linear programming result; Wasserstein functional; compactness properties},
language = {eng},
location = {Warszawa},
publisher = {Instytut Matematyczny Polskiej Akademi Nauk},
title = {Duality theorems for Kantorovich-Rubinstein and Wasserstein functionals},
url = {http://eudml.org/doc/268473},
year = {1990},
}
TY - BOOK
AU - S. T. Rachev
AU - R. M.
TI - Duality theorems for Kantorovich-Rubinstein and Wasserstein functionals
PY - 1990
CY - Warszawa
PB - Instytut Matematyczny Polskiej Akademi Nauk
AB - CONTENTS§0. Introduction...................................................................................................................................5§1. Notation and terminology..............................................................................................................6§2. A generalization of the Kantorovich-Rubinstein theorem..............................................................8§3. Application: explicit representations for a class of probability metrics.........................................14§4. Topology of the Kantorovich-Rubinstein norm............................................................................18§5. Dual representation for the Wasserstein functional....................................................................21§6. Comparison of Wasserstein functional and Kantorovich-Rubinstein norm; completeness..........27§7. Convergence of empirical measures; results of Fortet-Mourier type..........................................30§8. The convex set of optimal measures..........................................................................................32References......................................................................................................................................34
LA - eng
KW - probability metrics; mass transfer problem; Kantorovich-Rubinstein duality theorem; linear programming result; Wasserstein functional; compactness properties
UR - http://eudml.org/doc/268473
ER -
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