Non-monotone convergence in the quadratic Wasserstein distance

@article{Schachermayer2009NonmonotoneCI,
  title={Non-monotone convergence in the quadratic Wasserstein distance},
  author={W. Schachermayer and U. Schmock and J. Teichmann},
  journal={arXiv: Probability},
  year={2009},
  pages={131-136}
}
  • W. Schachermayer, U. Schmock, J. Teichmann
  • Published 2009
  • Mathematics
  • arXiv: Probability
  • We give an easy counterexample to Problem 7.20 from C. Villani’s book on mass transport: in general, the quadratic Wasserstein distance between n-fold normalized convolutions of two given measures fails to decrease monotonically. 

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