Discrete approximation of continuous measures and some applications

We study the best approximation (in the Kantorovich-Rubinshtein metric) of continuous measures on the straight line by measures concentrated at finitely many points. Some algorithm for obtaining these measures is constructed, and the questions of their existence and uniqueness are considered. Applic...

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Bibliographic Details
Published in:Journal of applied and industrial mathematics 2012-10, Vol.6 (4), p.469-479
Main Author: Rapoport, E. O.
Format: Article
Language:English
Subjects:
Algorithms
Approximation
Construction costs
Construction industry
Economics
Mathematical analysis
Mathematics
Mathematics and Statistics
Measurement techniques
Straight lines
Studies
Uniqueness
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Summary:We study the best approximation (in the Kantorovich-Rubinshtein metric) of continuous measures on the straight line by measures concentrated at finitely many points. Some algorithm for obtaining these 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.
ISSN:1990-4789
1990-4797
DOI:10.1134/S1990478912040084