Monotone Transport Maps and Plans in 1D
Sufficient Conditions for Optimality and Stability
Duality Results for Kantorovich Problem
$c$-Concavity and Cyclical Monotonicity
The case $c(x,y)=h(x-y)$ for $h$ Strictly Convex and the Existence of an Optimal Transport Map $T$
Dual Problem of Kantorovich
Problems of Monge and Kantorovich
Absolutely Continuous Curves and Metric Derivative
Wasserstein Distance

Wasserstein Distance

The Wasserstein distance has wide applications in problems such as optimal transport. It characterizes the distance between two probability measures. In German, Wasser means water, and Stein means stone (although I have not carefully verified whether Wasserstein is a person’s name; after all, many German names are of this kind, for example: Einstein = one stone). This article will mainly answer the following two questions:

  • On what set is the Wasserstein distance defined?
  • Why is the Wasserstein distance a distance? That is, why does it satisfy the three axioms of a metric?

In this article, we only consider the Wasserstein distance on the $d$-dimensional Euclidean space $\mathbb{R}^d$. Since $\mathbb{R}^d$ is a special Polish space, the conclusions of this article can also be extended to general Polish spaces.

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