Non-monotone convergence in the quadratic Wasserstein distance

  • Walter Schachermayer
  • Uwe Schmock
  • Josef Teichmann
Chapter
Part of the Lecture Notes in Mathematics book series (LNM, volume 1979)

Abstract

We give an easy counterexample to Problem 7.20 from C. Villani’s book on mass transport: in general, the quadratic Wasserstein distance between n-fold normalized convolutions of two given measures fails to decrease monotonically.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2009

Authors and Affiliations

  • Walter Schachermayer
    • 1
  • Uwe Schmock
    • 2
  • Josef Teichmann
    • 3
  1. 1.Vienna University of TechnologyWiedner HauptstrasseViennaAustria
  2. 2.Vienna University of TechnologyWiedner HauptstrasseViennaAustria
  3. 3.Vienna University of TechnologyWiedner HauptstrasseViennaAustria

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