Discrete approximation of continuous measures and some applications

被引：0
|
作者：
E. O. Rapoport
机构：
[1] Sobolev Institute of Mathematics,
来源：
Journal of Applied and Industrial Mathematics | 2012年 / 6卷 / 4期
关键词：
continuous measure; point measure; best approximation; migration proofness;
D O I：
10.1134/S1990478912040084
中图分类号：
学科分类号：
摘要：
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.
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页码：469 / 479
页数：10
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