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A Duality-Based Proof of the Triangle Inequality for the Wasserstein Distances

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Abstract

This short note gives a proof of the triangle inequality based on the Kantorovich duality formula for the Wasserstein distances of exponent p∈[1,+∞) in the case of a general Polish space. In particular, it avoids the “gluing of couplings” procedure used in most textbooks on optimal transport.

Original languageEnglish
Pages (from-to)196-210
Number of pages15
JournalMatematica
Volume3
Issue number1
DOIs
Publication statusPublished - 1 Mar 2024

Keywords

  • 49N15 (60B10)
  • 49Q22
  • Kantorovich duality
  • Optimal transport
  • Triangle inequality
  • Wasserstein distance

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