A bound on the Wasserstein-2 distance between linear combinations of independent random variables

Stochastic Processes and their Applications - Tập 129 - Trang 2341-2375 - 2019
Benjamin Arras1, Ehsan Azmoodeh2, Guillaume Poly3, Yvik Swan4
1Laboratoire Jacques-Louis Lions, Sorbonne Universités, Paris, France
2Faculty of Mathematics, Ruhr University Bochum, Germany
3Institut de Recherche Mathématiques de Rennes, Université de Rennes 1, Rennes, France
4Mathematics Department, Université de Liège, Liège, Belgium

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