Wasserstein metric;
triangle inequality;
probability measures on metric spaces;
D O I:
10.1090/S0002-9939-07-09020-X
中图分类号:
O29 [应用数学];
学科分类号:
070104 ;
摘要:
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.