Zero-couplings of infinite measures with cyclically monotone support and multivariate regular variation

Alexandre Reber, Anne Sabourin, Johan Segers +1

We study cyclically monotone transport plans between measures in ${\mathrm{M}}_0({\mathbb{R}}^d)$, the class of Borel measures on ${\mathbb{R}}^d\setminus \{0\}$ that are finite on sets…