A general duality theorem for marginal problems

DOI10.1007/BF01200499zbMath0818.60001MaRDI QIDQ1804996

D. Ramachandran, Ludger Rüschendorf

Publication date: 7 August 1995

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

stochastic orderprobability metricsprobabilities on the product spacetightness assumptions

Mathematics Subject Classification ID

Probabilistic measure theory (60A10) Measures and integrals in product spaces (28A35)

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Cites Work

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• The existence of probability measures with given marginals
• Duality theorems for marginal problems
• Two classes of measures
• The Existence of Probability Measures with Given Marginals

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