Calculation of the Wasserstein distance between probability distributions on the line
SS Vallender - Theory of Probability & Its Applications, 1974 - SIAM
SS Vallender
Theory of Probability & Its Applications, 1974•SIAMIn the articles of Wasserstein 1] and Dobrushin 2], a characteristicof proximity of two
probability measures was introduced. It was called by Dobrushin the Wasserstein distance.
Let X be a metric space with metric p, and let B be the a-algebra of Borel subsets of X. The
Wasserstein distance R (P, Q) between the probability measures P and Q on (x,) is defined
in the following way:
probability measures was introduced. It was called by Dobrushin the Wasserstein distance.
Let X be a metric space with metric p, and let B be the a-algebra of Borel subsets of X. The
Wasserstein distance R (P, Q) between the probability measures P and Q on (x,) is defined
in the following way:
In the articles of Wasserstein 1] and Dobrushin 2], a characteristicof proximity of two probability measures was introduced. It was called by Dobrushin the Wasserstein distance. Let X be a metric space with metric p, and let B be the a-algebra of Borel subsets of X. The Wasserstein distance R (P, Q) between the probability measures P and Q on (x,) is defined in the following way: