A Hitchhiker ’ s guide to Wasserstein distances

The main references of this section are [Edw11] and [Kel85]. For measure theoretic notions we refer to [Bog07]. In the following we introduce some notation. Let (X, d) denote a metric space and let B(X) denote the Borel σalgebra of (X, d). Suppose that μ : B(X)→ R is a signed finite measure on the measurable space (X,B(X)), that is, μ(∅) = 0 and μ is countably additive. Recall that the map |μ| : B(X)→ R given by the assignment