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One-dimensional second-Wasserstein convergence criterion
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Mathematics
Area of mathematics
Probability and statistics
Coupling of probability distributions
Wasserstein distance
Second Wasserstein distance
2026-10-03
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For
probability measures
μ
n
,
μ
on the
real line
with finite
second
moments
,
W
2
(
μ
n
,
μ
)
→
0
exactly when
μ
n
converges
weakly
to
μ
and their
second
moments
converge. The common-quantile
coupling
is optimal and satisfies
W
2
(
μ
n
,
μ
)
2
=
∫
0
1
∣
F
μ
n
−
1
(
u
)
−
F
μ
−
1
(
u
)
∣
2
d
u
.
(1)
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(7)
Second Wasserstein distance
Wasserstein distance
Coupling of probability distributions
Probability and statistics
Area of mathematics
Mathematics
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Past exam of the mathematics course of the University of Cambridge
/
2019
/
ii
/
Paper 4
/
26K
/
b
/
ii
/
Solution
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