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dohmatob
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wasserstein distance between distributions with bounded ratio

Let $p$ and $q$ be probability distributions on a metric space $(X, d)$ with densities $dp$ and $dq$, such that there exists $0 < \alpha < \beta < \infty$ satisfying

$$ \alpha d p \le dq \le \beta dp . $$

What is an upper bound for the Wasserstein distance $W_d(p,q)$ ?

dohmatob
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