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Proceedings of the American Mathematical Society
Proceedings of the American Mathematical Society
ISSN 1088-6826(e) ISSN 0002-9939(p)

     

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 | References | Similar articles | Additional information

Abstract: We give an elementary proof for the triangle inequality of the $ p$-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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