Construction of the Optimal Joint Distribution of Two Random Variables
Teoriâ veroâtnostej i ee primeneniâ, Tome 46 (2001) no. 2, pp. 275-296
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This work is devoted to the Monge–Kantorovich problem for a class of functionals on the real line. An improvement of the known Major result concerning the accuracy of the Poisson approximation for the binomial distribution is obtained as an application.
Keywords:
Monge–Kantorovich problem
Mots-clés : Poisson approximation for binomial distribution.
Mots-clés : Poisson approximation for binomial distribution.
@article{TVP_2001_46_2_a3,
author = {P. S. Ruzankin},
title = {Construction of the {Optimal} {Joint} {Distribution} of {Two} {Random} {Variables}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {275--296},
year = {2001},
volume = {46},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2001_46_2_a3/}
}
P. S. Ruzankin. Construction of the Optimal Joint Distribution of Two Random Variables. Teoriâ veroâtnostej i ee primeneniâ, Tome 46 (2001) no. 2, pp. 275-296. http://geodesic.mathdoc.fr/item/TVP_2001_46_2_a3/