A real function on the space of square-integrable random vectors is law-invariant if it takes the same value at any two random vectors with the same law.
In the setting of The Wasserstein Space and Its Lift to Square-Integrable Random Vectors: Standing Notation, let be the space of classes of square-integrable random vectors with the law of its elements as fixed there.
(Law-invariant function) A function is law-invariant if for all with .
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