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Journal of Mathematical Analysis and Applications
Article . 2021 . Peer-reviewed
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https://dx.doi.org/10.48550/ar...
Article . 2020
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On a Kantorovich-Rubinstein inequality

Authors: Stefan Steinerberger;

On a Kantorovich-Rubinstein inequality

Abstract

An easy consequence of Kantorovich-Rubinstein duality is the following: if $f:[0,1]^d \rightarrow \infty$ is Lipschitz and $\left\{x_1, \dots, x_N \right\} \subset [0,1]^d$, then $$ \left| \int_{[0,1]^d} f(x) dx - \frac{1}{N} \sum_{k=1}^{N}{f(x_k)} \right| \leq \left\| \nabla f \right\|_{L^{\infty}} \cdot W_1\left( \frac{1}{N} \sum_{k=1}^{N}{��_{x_k}} , dx\right),$$ where $W_1$ denotes the $1-$Wasserstein (or Earth Mover's) Distance. We prove another such inequality with a smaller norm on $\nabla f$ and a larger Wasserstein distance. Our inequality is sharp when the points are very regular, i.e. $W_{\infty} \sim N^{-1/d}$. 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.

Related Organizations
Keywords

Kantorovich-Rubinstein duality, Mathematics - Functional Analysis, Optimal transportation, optimal transport, Probability (math.PR), FOS: Mathematics, Mathematics - Probability, Functional Analysis (math.FA)

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
7
Top 10%
Average
Top 10%
Green
bronze