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Principle Seminar of the Department of Probability Theory, Moscow State University
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Kantorovich distances and the geometry of spaces of probability measures V. I. Bogachev M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics |
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Abstract: A survey will be given of the principal results related to Kantorovich distances on spaces of probability measures and the Kantorovich–Rubinstein norm on the space of signed measures, as well as with topological and geometric properties of spaces of measures corresponding to these objects. Acquaintance with basic concepts and facts of real and functional analysis and probability theory will be sufficient for understanding the talk. |