Calculation of the Wasserstein distance between probability distributions on the line
Teoriâ veroâtnostej i ee primeneniâ, Tome 18 (1973) no. 4, pp. 824-827
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We prove that the Wasserstein distance between probability distributions on the line coincides with the $L^1$-distance between their distribution function.
@article{TVP_1973_18_4_a13,
author = {S. S. Vallander},
title = {Calculation of the {Wasserstein} distance between probability distributions on the line},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {824--827},
year = {1973},
volume = {18},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1973_18_4_a13/}
}
S. S. Vallander. Calculation of the Wasserstein distance between probability distributions on the line. Teoriâ veroâtnostej i ee primeneniâ, Tome 18 (1973) no. 4, pp. 824-827. http://geodesic.mathdoc.fr/item/TVP_1973_18_4_a13/