FIND ME ON

GitHub

LinkedIn

Wasserstein distance metrizes Wasserstein space

🌱

Theorem
Metrics

Theorem

Let (X,d)(\mathcal{X},d) be a Polish space, and 1p<1\le p<\infty; then the Wasserstein metric WpW_{p} metrizes the weak convergence in Pp(X)P_{p}(\mathcal{X}). i.e. if (μk)kNPp(X)(\mu_{k})_{k\in\mathbb{N}}\subset P_{p}(\mathcal{X}) and μPp(X)\mu \in P_{p}(\mathcal{X}), then the statements μkconvergesweaklyinPp(X)toμ\mu_{k} \,converges\,weakly\,in\,P_{p}(\mathcal{X})\,to\,\muand Wp(μk,μ)0W_{p}(\mu_{k},\mu)\to0are equivalent.