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Special functions, orthogonal polynomials, harmonic analysis, ordinary differential equations (ODE's), differential relations, calculus of variations, approximations, expansions, asymptotics.

4 votes

Wasserstein distance in R^d from one dimensional marginals

PS: I posted an answer in 2015. In late 2019, @Neyman identified a problem with my original post. Here is a non-constructive answer to the question. I don't know of any reference where you can f …
VictorZurkowski's user avatar
2 votes

Checking $f(x_1,y_1)f(x_2,y_2)-f(x_1,y_2)f(x_2,y_1) \ge 0$

To follow up @igor answer, the equation can be written as: $$ \dfrac{\partial^2 \ln f}{\partial x \partial y} \geq 0. $$ Moreover, the inequality is not only necessary, bu sufficient, since: $$ \ln \ …
VictorZurkowski's user avatar