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The construction is based on two fundamental ingredients: the existence of an optimal coupling within the class of Levy couplings, and a dual formulation of the associated optimization problem. While both results were previously established in Kang and Lim (2025), we provide here simpler and more transparent proofs relying only on optimal transport between infinitely divisible measures and a generalized minimax principle. These arguments are self-contained and may be of independent interest.
From: Tau Shean Lim [view email]
[v1]
Tue, 23 Jun 2026 08:13:03 UTC (59 KB)
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