On a Kantorovich-Rubinstein inequality
Probability
2020-10-27 v1 Functional Analysis
Abstract
An easy consequence of Kantorovich-Rubinstein duality is the following: if is Lipschitz and , then where denotes the Wasserstein (or Earth Mover's) Distance. We prove another such inequality with a smaller norm on and a larger Wasserstein distance. Our inequality is sharp when the points are very regular, i.e. . This prompts the question whether these two inequalities are specific instances of an entire underlying family of estimates capturing a duality between transport distance and function space.
Cite
@article{arxiv.2010.12946,
title = {On a Kantorovich-Rubinstein inequality},
author = {Stefan Steinerberger},
journal= {arXiv preprint arXiv:2010.12946},
year = {2020}
}