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 language | English |
|---|---|
| Pages (from-to) | 196-210 |
| Number of pages | 15 |
| Journal | Matematica |
| Volume | 3 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - 1 Mar 2024 |
Keywords
- 49N15 (60B10)
- 49Q22
- Kantorovich duality
- Optimal transport
- Triangle inequality
- Wasserstein distance
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