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An elementary proof of the triangle inequality for the Wasserstein metric
Author(s):
Philippe
Clement;
Wolfgang
Desch
Journal:
Proc. Amer. Math. Soc.
136
(2008),
333-339.
MSC (2000):
Primary 60B05
Posted:
September 27, 2007
MathSciNet review:
2350420
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Abstract:
We give an elementary proof for the triangle inequality of the -Wasserstein metric for probability measures on separable metric spaces. Unlike known approaches, our proof does not rely on the disintegration theorem in its full generality; therefore the additional assumption that the underlying space is Radon can be omitted. We also supply a proof, not depending on disintegration, that the Wasserstein metric is complete on Polish spaces.
References:
-
- 1.
- L. Ambrosio, N. Gigli, G. Savaré, Gradient Flows in Metric Spaces and in the Space of Probability Measures, Birkhäuser, 2005. MR 2129498 (2006k:49001)
- 2.
- R. M. Dudley, Real Analysis and Probability, Cambridge Studies in Advanced Mathematics 74, Cambridge University Press, 2002. MR 1932358 (2003h:60001)
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Additional Information:
Philippe
Clement
Affiliation:
Mathematical Institute, Leiden University, P. O. Box 9512, NL-2300 RA Leiden, The Netherlands
Email:
philippeclem@gmail.com
Wolfgang
Desch
Affiliation:
Institut für Mathematik und Wissenschaftliches Rechnen, Karl-Franzens-Universität Graz, Heinrichstrasse 36, 8010 Graz, Austria
Email:
georg.desch@uni-graz.at
DOI:
10.1090/S0002-9939-07-09020-X
PII:
S 0002-9939(07)09020-X
Keywords:
Wasserstein metric,
triangle inequality,
probability measures on metric spaces
Received by editor(s):
October 30, 2006
Posted:
September 27, 2007
Communicated by:
Richard C. Bradley
Copyright of article:
Copyright
2007,
American Mathematical Society
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