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9 votes
2 answers
471 views

Proving the inequality involving Hausdorff distance and Wasserstein infinity distance

Prove the inequality $$d_{H}(\mathrm{spt}(\mu),\mathrm{spt}(\nu))\leq W_{\infty}(\mu,\nu)$$ where $d_H$ denotes the Hausdorff distance between the supports of the measures $\mu$ and $\nu$, and $W_\...
0 votes
0 answers
55 views

Any useful bases for the topology induced by the $t$-Wasserstein distance?

I am working on $\mathbb R ^d$ equipped with the usual Euclidean metric. I know of one nice base for $\mathcal W _t$, namely: $$\left\{ B_p (r) : r>0, p=\sum_{i=1} ^n \alpha_i \delta_{x_i},\text{ ...
4 votes
1 answer
360 views

Measurability of Markov kernel wrt the Borel $\sigma$-algebra generated by the weak topology

Consider two Polish metric probability spaces $(\mathcal{A}, \Sigma_\mathcal{A})$ and $(\mathcal{B}, \Sigma_\mathcal{B})$, endowed with their Borel $\sigma$-algebras. Denote as $\mathcal{P}_\mathcal{B}...
2 votes
0 answers
49 views

$\sigma$-compactness of probability measures under a refined topology

Denote Polish spaces $(X, \tau_x)$ and $(Y, \tau_y)$, where $X$ and $Y$ are closed subsets of $\mathbb{R}$. Consider a Borel measurable function $f: (X \times Y, \tau_x \times \tau_y) \rightarrow \...
1 vote
1 answer
177 views

Does the topology of Wasserstein space $(\mathcal P_p (E), W_p)$ coincide with the initial topology induced by $\mathcal C_b(E) \cup \{g_p\}$?

Let $(E, d)$ be a Polish space and $\mathcal C_b(E)$ the space of all real-valued bounded continuous functions on $E$. Let $p \in [1, \infty)$ and $\mathcal P_p (E)$ the space of all Borel probability ...