Why can this maximization problem attain the value $+infty$?As we prove that these two topologies in measures space $mathcalM(mathbbX)$ are really equals?Metrizability of weak convergence by the bounded Lipschitz metricBounded Lipschitz Metric on Space of Positive MeasuresConnection between weak topology in probability and weak* topology in functional analysisRadon measures and Holder distributionsOptimal Transport PDE formulationApplication of Grönwall's inequalityShow that $iint_X times Yvarphi(x)k(x,y)psi(y) d(mu times nu)=int_Y Big[int_Xvarphi(x)k(x,y)dmu Big] psi(y) dnu$Legendre-Fenchel transformation for $varphi, Big(,x, ,, f,big(,Phi,(,x,),big),Big)$.Rudin's RCA; Exercise 3.4 Part (b) Only
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Why can this maximization problem attain the value $+infty$?
As we prove that these two topologies in measures space $mathcalM(mathbbX)$ are really equals?Metrizability of weak convergence by the bounded Lipschitz metricBounded Lipschitz Metric on Space of Positive MeasuresConnection between weak topology in probability and weak* topology in functional analysisRadon measures and Holder distributionsOptimal Transport PDE formulationApplication of Grönwall's inequalityShow that $iint_X times Yvarphi(x)k(x,y)psi(y) d(mu times nu)=int_Y Big[int_Xvarphi(x)k(x,y)dmu Big] psi(y) dnu$Legendre-Fenchel transformation for $varphi, Big(,x, ,, f,big(,Phi,(,x,),big),Big)$.Rudin's RCA; Exercise 3.4 Part (b) Only
$begingroup$
Let $X$ and $Y$ be Polish spaces equipped with probability measures $mu$ and $nu$, respectively. Let $gamma$ be a measure on $X times Y$. Consider the maximization problem
$$
sup_varphi,psi Biggint_X varphi , dmu + int_Y psi , dnu - int_X times Y big( varphi(x) + psi(y) big) , dgammaBigg
$$
over all bounded and continuous functions $varphi,psi$.
Why can this maximization problem always attain the value $+infty$ for every initial choices of $mu,nu,gamma$?
real-analysis analysis optimization supremum-and-infimum maxima-minima
$endgroup$
add a comment |
$begingroup$
Let $X$ and $Y$ be Polish spaces equipped with probability measures $mu$ and $nu$, respectively. Let $gamma$ be a measure on $X times Y$. Consider the maximization problem
$$
sup_varphi,psi Biggint_X varphi , dmu + int_Y psi , dnu - int_X times Y big( varphi(x) + psi(y) big) , dgammaBigg
$$
over all bounded and continuous functions $varphi,psi$.
Why can this maximization problem always attain the value $+infty$ for every initial choices of $mu,nu,gamma$?
real-analysis analysis optimization supremum-and-infimum maxima-minima
$endgroup$
add a comment |
$begingroup$
Let $X$ and $Y$ be Polish spaces equipped with probability measures $mu$ and $nu$, respectively. Let $gamma$ be a measure on $X times Y$. Consider the maximization problem
$$
sup_varphi,psi Biggint_X varphi , dmu + int_Y psi , dnu - int_X times Y big( varphi(x) + psi(y) big) , dgammaBigg
$$
over all bounded and continuous functions $varphi,psi$.
Why can this maximization problem always attain the value $+infty$ for every initial choices of $mu,nu,gamma$?
real-analysis analysis optimization supremum-and-infimum maxima-minima
$endgroup$
Let $X$ and $Y$ be Polish spaces equipped with probability measures $mu$ and $nu$, respectively. Let $gamma$ be a measure on $X times Y$. Consider the maximization problem
$$
sup_varphi,psi Biggint_X varphi , dmu + int_Y psi , dnu - int_X times Y big( varphi(x) + psi(y) big) , dgammaBigg
$$
over all bounded and continuous functions $varphi,psi$.
Why can this maximization problem always attain the value $+infty$ for every initial choices of $mu,nu,gamma$?
real-analysis analysis optimization supremum-and-infimum maxima-minima
real-analysis analysis optimization supremum-and-infimum maxima-minima
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