Santambrogio, Filippo; Carlier, Guillaume; Galichon, Alfred - Department of Economics, Sciences économiques - 2010
A simple procedure to map two probability measures in Rd is the so-called Knothe-Rosenblatt rearrangement, which consists in rearranging monotonically the marginal distributions of the last coordinate, and then the conditional distributions, iteratively. We show that this mapping is the limit of...
