A short proof of the characterisation of convex order using the 2-Wasserstein distance
Abstract
We provide a short proof of the intriguing characterisation of the convex order given by Wiesel and Zhang.
- Publication:
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arXiv e-prints
- Pub Date:
- July 2022
- DOI:
- 10.48550/arXiv.2207.02096
- arXiv:
- arXiv:2207.02096
- Bibcode:
- 2022arXiv220702096A
- Keywords:
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- Mathematics - Probability