Berry-Esseen smoothing inequality for the Wasserstein metric on compact Lie groups (Q2657398)

A sharp general inequality estimating the distance of two probability measures on a compact Lie group in the Wasserstein metric in terms of their Fourier transforms is established. A generalized form of the Wasserstein metric, related by Kantorovich duality to the family of functions with an arbitrarily prescribed modulus of continuity, is used for this. The proof is based on smoothing with a suitable kernel, and a Fourier decay estimate for continuous functions. As a corollary, it follows from this that the rate of convergence of random walks on semisimple groups in the Wasserstein metric is necessarily almost exponential, even without assuming a spectral gap. Applications to equidistribution and empirical measures are also given.