Lower bounds for the Kantorovich distance (Q2353071): Difference between revisions
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English | Lower bounds for the Kantorovich distance |
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Lower bounds for the Kantorovich distance (English)
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7 July 2015
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Lower bounds for the Kantorovich distance between probability measures by means of the variational distance and of a norm distance are provided, extending the classical result due to \textit{G. H. Hardy} et al. [Math. Z. 39, 677--695 (1935; Zbl 0011.06102)], refined later in [\textit{E. M. Stein}, Ann. Math. (2) 65, 582--592 (1957; Zbl 0079.13103)], to multidimensional and even more general spaces where a Kantorovich norm can be defined and analogues of the \(BV\) space of the functions with bounded variation can be introduced. Hints towards similar results in the literature are provided, too.
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lower bounds
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Kantorovich distance
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probability measures
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