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Theory of Stochastic Processes, 2018, Volume 23(39), Issue 2, Pages 21–32 (Mi thsp291)  
This article is cited in 1 scientific paper (total in 1 paper)

Transportation costs for optimal and triangular transformations of Gaussian measures

Dmitry V. Bukina, Elena P. Krugovab

a Department of Mechanics and Mathematics, Moscow State University, Moscow 119991, Russia
b Russian Institute for Scientific and Technical Information, Usievicha 20, Moscow 125190, Russia
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Abstract: We study connections between transportation costs (with the quadratic Kantorovich distance) for Monge optimal mappings and increasing triangular mappings between Gaussian measures. We show that the second cost cannot be estimated by the first cost with a dimension-free coefficient, but under certain restrictions a comparison is possible.
Keywords: Gaussian measure, Monge problem, Kantorovich distance, triangular mapping.
Document Type: Article
MSC: 28C20; 46G12; 60G15
Language: English
Citation: Dmitry V. Bukin, Elena P. Krugova, “Transportation costs for optimal and triangular transformations of Gaussian measures”, Theory Stoch. Process., 23(39):2 (2018), 21–32
Citation in format AMSBIB
\Bibitem{BukKru18}
\by Dmitry~V.~Bukin, Elena~P.~Krugova
\paper Transportation costs for optimal and triangular transformations of Gaussian measures
\jour Theory Stoch. Process.
\yr 2018
\vol 23(39)
\issue 2
\pages 21--32
\mathnet{http://mi.mathnet.ru/thsp291}
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