Kantorovich Metric: Initial History and Little-Known Applications
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Abstract
We remind of the history of the transportation (Kantorovich) metric and the Monge-Kantorovich problem. We also describe several little-known applications: the first one concerns the theory of decreasing sequences of partitions (tower of measures and iterated metric), the second one relates to Ornstein's theory of Bernoulli automorphisms (d¯-metric), and the third one is the formulation of the strong Monge-Kantorovich problem in terms of matrix distributions. Bibliography: 29 titles
Keywords
Transportation Matrix Distribution Initial History
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