A short proof of the characterisation of convex order using the 2-Wasserstein distance
Beatrice Acciaio, Gudmund Pammer
TL;DR
This paper offers a concise proof of the convex order characterization using the 2-Wasserstein distance, simplifying previous complex proofs and enhancing understanding of stochastic orderings.
Contribution
It presents a shorter, more accessible proof of the convex order characterization via the 2-Wasserstein distance, building on Wiesel and Zhang's work.
Findings
Simplified proof of convex order characterization
Clarified relationship between convex order and Wasserstein distance
Enhanced understanding of stochastic ordering
Abstract
We provide a short proof of the intriguing characterisation of the convex order given by Wiesel and Zhang.
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Taxonomy
TopicsPoint processes and geometric inequalities · Mathematical Inequalities and Applications · Geometric Analysis and Curvature Flows