All Questions

There are many possible metrics one can place on the space of Gaussian probability measures on $\mathbb{R}^n$, with strictly positive definite co-variance matrices. Let's denote this space by $X$. I'...

Let $X$ be a Polish space and let $(\mu_i)_{i=1}^{\infty}$ be a sequence of probability measures in the Wasserstein space $\mathcal{P}(X)$ on $X$. Let $(\beta_i)_{i=1}^{\infty}$ be a summable ...

Question 1 Given probability measures $\mu$ and $\nu$ on the same metric space $X=(X,d)$, and $\alpha \in [0, 1]$, is it always possible to find another probability measure $\lambda_\alpha$ on $X$ ...