|
| | | | |
| | | |
| Stat |
Members: 3645
Articles: 2'501'711
Articles rated: 2609
20 April 2024 |
|
| | | | |
|
Article overview
| |
|
|
Kantorovich duality for general transport costs and applications | | Nathael Gozlan
; Cyril Roberto
; Paul-Marie Samson
; Prasad Tetali
; | | Date: |
23 Dec 2014 | | Abstract: | We introduce a general notion of transport cost that encompasses many costs
used in the literature (including the classical one and weak transport costs
introduced by Talagrand and Marton in the 90’s), and prove a Kantorovich type
duality theorem. As a by-product we obtain various applications in different
directions: we give a short proof of a result by Strassen on the existence of a
martingale with given marginals, we characterize the associated
transport-entropy inequalities together with the log-Sobolev inequality
restricted to convex/concave functions. Some explicit examples of discrete
measures satisfying weak transport-entropy inequalities are also given. | | Source: | arXiv, 1412.7480 | | Services: | Forum | Review | PDF | Favorites | |
|
|
No review found.
Did you like this article?
Note: answers to reviews or questions about the article must be posted in the forum section.
Authors are not allowed to review their own article. They can use the forum section.
browser Mozilla/5.0 AppleWebKit/537.36 (KHTML, like Gecko; compatible; ClaudeBot/1.0; +claudebot@anthropic.com)
|
| |
|
|
|
|
News, job offers and information for researchers and scientists:
| |
REGISTER