Equivalence of two orthogonalities between probability measures

Details Equivalence of two orthogonalities between probability measures Equivalence of two orthogonalities between probability measures

2011-10-13

arxiv.org/abs/1110.3036v1

Mathematics

Probability

5 pages

Scientific paper

Given any two probability measures on a Euclidean space with mean 0 and
finite variance, we demonstrate that the two probability measures are
orthogonal in the sense of Wasserstein geometry if and only if the two spaces
by spanned by the supports of each probability measure are orthogonal.

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