Kantorovich problems and conditional measures depending on a parameter
We study measurable dependence of measures on a parameter in the following two classical problems: constructing conditional measures and the Kantorovich optimal transportation. For parametric families of measures and mappings we prove the existence of conditional measures measurably depending on the parameter. A particular emphasis is made on the Borel measurability (which cannot be always achieved). Our second main result gives sufficient conditions for the Borel measurability of optimal transports and transportation costs with respect to a parameter in the case where marginal measures and cost functions depend on a parameter. As a corollary we obtain the Borel measurability with respect to the parameter for disintegrations of optimal plans. Finally, we show that the Skorohod parametrization of measures by mappings can be also made measurable with respect to a parameter.
The aim of this paper is to show that the Kantorovich problem, well known in models of economics and very intensively studied in probability theory in recent years, can be viewed as the basis of some constructions in the theory of belief functions. We demonstrate this by analyzing specialization relation for finitely defined belief functions and belief functions defined on reals. In addition, for such belief functions, we consider the Wasserstein metric and study its connections to disjunctions of belief functions.
This article gives a survey of recent research related to the Monge-Kantorovich problem. Principle results are presented on the existence of solutions and their properties both in the Monge optimal transportation problem and the Kantorovich optimal plan problem, along with results on the connections between both problems and the cases when they are equivalent. Diverse applications of these problems in non-linear analysis, probability theory, and differential geometry are discussed.
The Kantorovich problem with a parameter is studied.
We study conditions on metrics on spaces of measurable functions under which weak convergence of Borel probability measures on these spaces follows from weak convergence of finite-dimensional projections of the considered measures.
A model for organizing cargo transportation between two node stations connected by a railway line which contains a certain number of intermediate stations is considered. The movement of cargo is in one direction. Such a situation may occur, for example, if one of the node stations is located in a region which produce raw material for manufacturing industry located in another region, and there is another node station. The organization of freight traﬃc is performed by means of a number of technologies. These technologies determine the rules for taking on cargo at the initial node station, the rules of interaction between neighboring stations, as well as the rule of distribution of cargo to the ﬁnal node stations. The process of cargo transportation is followed by the set rule of control. For such a model, one must determine possible modes of cargo transportation and describe their properties. This model is described by a ﬁnite-dimensional system of diﬀerential equations with nonlocal linear restrictions. The class of the solution satisfying nonlocal linear restrictions is extremely narrow. It results in the need for the “correct” extension of solutions of a system of diﬀerential equations to a class of quasi-solutions having the distinctive feature of gaps in a countable number of points. It was possible numerically using the Runge–Kutta method of the fourth order to build these quasi-solutions and determine their rate of growth. Let us note that in the technical plan the main complexity consisted in obtaining quasi-solutions satisfying the nonlocal linear restrictions. Furthermore, we investigated the dependence of quasi-solutions and, in particular, sizes of gaps (jumps) of solutions on a number of parameters of the model characterizing a rule of control, technologies for transportation of cargo and intensity of giving of cargo on a node station.
Let k be a field of characteristic zero, let G be a connected reductive algebraic group over k and let g be its Lie algebra. Let k(G), respectively, k(g), be the field of k- rational functions on G, respectively, g. The conjugation action of G on itself induces the adjoint action of G on g. We investigate the question whether or not the field extensions k(G)/k(G)^G and k(g)/k(g)^G are purely transcendental. We show that the answer is the same for k(G)/k(G)^G and k(g)/k(g)^G, and reduce the problem to the case where G is simple. For simple groups we show that the answer is positive if G is split of type A_n or C_n, and negative for groups of other types, except possibly G_2. A key ingredient in the proof of the negative result is a recent formula for the unramified Brauer group of a homogeneous space with connected stabilizers. As a byproduct of our investigation we give an affirmative answer to a question of Grothendieck about the existence of a rational section of the categorical quotient morphism for the conjugating action of G on itself.
Let G be a connected semisimple algebraic group over an algebraically closed field k. In 1965 Steinberg proved that if G is simply connected, then in G there exists a closed irreducible cross-section of the set of closures of regular conjugacy classes. We prove that in arbitrary G such a cross-section exists if and only if the universal covering isogeny Ĝ → G is bijective; this answers Grothendieck's question cited in the epigraph. In particular, for char k = 0, the converse to Steinberg's theorem holds. The existence of a cross-section in G implies, at least for char k = 0, that the algebra k[G]G of class functions on G is generated by rk G elements. We describe, for arbitrary G, a minimal generating set of k[G]G and that of the representation ring of G and answer two Grothendieck's questions on constructing generating sets of k[G]G. We prove the existence of a rational (i.e., local) section of the quotient morphism for arbitrary G and the existence of a rational cross-section in G (for char k = 0, this has been proved earlier); this answers the other question cited in the epigraph. We also prove that the existence of a rational section is equivalent to the existence of a rational W-equivariant map T- - - >G/T where T is a maximal torus of G and W the Weyl group.