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Dualité du problème des marges et ses applications

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Séminaire de Probabilités XXXIII

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1709))

Résumé

Cet article présente une synthèse des théorèmes de dualité relatif au problème des marges, ses diverses applications comme le théorème classique de Strassen, la caractérisation de l'ordre stochastique et la représentation des métriques minimales. On y donne une nouvelle preuve du théorème de couplage Goldstein basée sur la représentation de la distance de variation totale.

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Authors
  1. Nacereddine Belili
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Jacques Azéma Michel Émery Michel Ledoux Marc Yor

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© 1999 Springer-Verlag

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Belili, N. (1999). Dualité du problème des marges et ses applications. In: Azéma, J., Émery, M., Ledoux, M., Yor, M. (eds) Séminaire de Probabilités XXXIII. Lecture Notes in Mathematics, vol 1709. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0096527

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  • DOI: https://doi.org/10.1007/BFb0096527

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-66342-3

  • Online ISBN: 978-3-540-48407-3

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