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Greedy is not so bad

Published online by Cambridge University Press:  06 August 2002

STEVEN KALIKOW
STEVEN KALIKOW
Affiliation:
9308 Cherry Hill Road, Apartment 124, College Park, MD 20740, USA (e-mail: 72604.3435@compuserve.com)
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Abstract

Let \Omega be a metric space. There is a natural metric that can be put on the space of all measures on \Omega called the Wasserstein metric. It is obtained by taking the infimum over all couplings of the two measures of the average distance between two points. There is a simple coupling called the greedy coupling for the two measures, but operations researchers will assure you that it is terrible to use the value obtained by the greedy coupling as a substitute for the Wasserstein distance between two measures. The purpose of this paper, however, is to show that if all that you are interested in is the topology obtained by the metric, the value you get from the greedy coupling is good enough.

Type
Research Article
Information
Ergodic Theory and Dynamical Systems , Volume 22 , Issue 4 , August 2002 , pp. 1181 - 1189
Copyright
© 2002 Cambridge University Press

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