An elementary proof of the triangle inequality for the Wasserstein metric

被引:29
作者
Clement, Philippe
Desch, Wolfgang
机构
[1] Leiden Univ, Math Inst, NL-2300 RA Leiden, Netherlands
[2] Karl Franzens Univ Graz, Inst Math & Wissensch Rechnen, A-8010 Graz, Austria
关键词
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.
引用
收藏
页码:333 / 339
页数:7
相关论文
共 2 条
[1]  
Ambrosio L., 2005, LEC MATH
[2]  
Dudley R.M., 2002, CAMBRIDGE STUDIES AD, V74