XV: 02, 6-10, LNM 850 (1981)
FERNIQUE, Xavier
Sur le théorème de Kantorovitch-Rubinstein dans les espaces polonais (Measure theory)
The theorem asserts the existence, given two probability measures $\mu,\nu$ on a complete separable metric space $(S,d)$, of a measure $\pi$ on $S\times S$ with marginals $\mu$ and $\nu$ such that $\int d(x,y)\,\pi(dx,dy)$ realizes a suitable distance between $\mu$ and $\nu$. An elementary proof is given here by reduction to the compact case
Keywords: Convergence in law
Nature: New proof of known results
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