TheoremBase

Plans on the Product of a Euclidean Space with Itself

A plan in dimension d is a probability measure with finite second moment on the product of d-dimensional Euclidean space with itself.

Statement

In the setting of Probability Measures on Euclidean Space and Random Vectors: Standing Notation, let dd be a natural number.

A plan in dimension dd is an element of the set P2(Rd+d)\mathcal{P}_{2}(\mathbb{R}^{d+d}) of probability measures on Rd+d\mathbb{R}^{d+d} with finite second moment, that definition being read with the natural number d+dd+d in place of the dimension written dd there.

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