2 papers
math.PR2025
Wasserstein projections in the convex order: regularity and characterization in the quadratic Gaussian case
Aurélien Alfonsi, Benjamin Jourdain
In this paper, we first show continuity of both Wasserstein projections in the convex order when they are unique. We also check that, in arbitrary dimension , the quadratic Wass…
math.PR2025
Quadratic Wasserstein distance between Gaussian laws revisited with correlation
Aurélien Alfonsi, Benjamin Jourdain
In this note, we give a simple derivation of the formula obtained in Dowson and Landau (1982), Olkin and Pukelsheim (1982) and Givens and Shortt (1984) for the quadratic Wasserstei…