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Sibirskii Zhurnal Industrial'noi Matematiki, 2012, Volume 15, Number 3, Pages 99–110 (Mi sjim743)  
Discrete approximation of continuous measures and some applications

E. O. Rapoport

Sobolev Institute of Mathematics SB RAS, Novosibirsk, Russia
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Abstract: We study the best approximation (in the Kantorovich–Rubinshteĭn metric) of continuous measures on the straight line by measures concentrated at finitely many points. An algorithm to obtain such measures is constructed and the questions of their existence and uniqueness are considered. Applications of the results to some problems of mathematical economics are studied.
Keywords: continuous measures, point measures, best approximation, migration resistance.
Received: 19.04.2012
English version:
Journal of Applied and Industrial Mathematics, 2012, Volume 6, Issue 4, Pages 469–479
DOI: https://doi.org/10.1134/S1990478912040084
Bibliographic databases:
Document Type: Article
UDC: 519.86
Language: Russian
Citation: E. O. Rapoport, “Discrete approximation of continuous measures and some applications”, Sib. Zh. Ind. Mat., 15:3 (2012), 99–110; J. Appl. Industr. Math., 6:4 (2012), 469–479
Citation in format AMSBIB
\Bibitem{Rap12}
\by E.~O.~Rapoport
\paper Discrete approximation of continuous measures and some applications
\jour Sib. Zh. Ind. Mat.
\yr 2012
\vol 15
\issue 3
\pages 99--110
\mathnet{http://mi.mathnet.ru/sjim743}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3098812}
\transl
\jour J. Appl. Industr. Math.
\yr 2012
\vol 6
\issue 4
\pages 469--479
\crossref{https://doi.org/10.1134/S1990478912040084}
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    		Сибирский журнал индустриальной математики
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