English

Characterization of probability distribution convergence in Wasserstein distance by $L^{p}$-quantization error function

Probability 2020-02-20 v2

Abstract

We establish conditions to characterize probability measures by their LpL^{p}-quantization error functions in both Rd\mathbb{R}^{d} and Hilbert settings. This characterization is two-fold: static (identity of two distributions) and dynamic (convergence for the LpL^p-Wasserstein distance). We first propose a criterion on the quantization level NN, valid for any norm on Rd\mathbb{R}^{d} and any order pp based on a geometrical approach involving the Vorono\"i diagram. Then, we prove that in the L2L^2-case on a (separable) Hilbert space, the condition on the level NN can be reduced to N=2N=2, which is optimal. More quantization based characterization cases on dimension 1 and a discussion of the completeness of a distance defined by the quantization error function can be found in the end of this paper.

Keywords

Cite

@article{arxiv.1801.06148,
  title  = {Characterization of probability distribution convergence in Wasserstein distance by $L^{p}$-quantization error function},
  author = {Yating Liu and Gilles Pagès},
  journal= {arXiv preprint arXiv:1801.06148},
  year   = {2020}
}
R2 v1 2026-06-22T23:49:06.191Z