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arXiv:0704.0876 [math.PR]AbstractReferencesReviewsResources

Non-monotone convergence in the quadratic Wasserstein distance

Walter Schachermayer, Uwe Schmock, Josef Teichmann

Published 2007-04-06Version 1

We give an easy counter-example 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.

Categories: math.PR
Subjects: 60B10
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