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Dualité du problème des marges et ses applications

Autres Exposés

Part of the Lecture Notes in Mathematics book series (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.

Keywords

  • Duality Theorem
  • Marginal Problem
  • Antithetic Variate
  • Minimal Metrics
  • Premiere Partie

These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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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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