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 -quantization error functions in both and Hilbert settings. This characterization is two-fold: static (identity of two distributions) and dynamic (convergence for the -Wasserstein distance). We first propose a criterion on the quantization level , valid for any norm on and any order based on a geometrical approach involving the Vorono\"i diagram. Then, we prove that in the -case on a (separable) Hilbert space, the condition on the level can be reduced to , 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.
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}
}