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In a lecture note, the author states an inequality without proof. Now, to prove the inequality in his note, one could just prove that

$$|x-y|^n \leq n(|x|^n+ |y|^n)$$

My question is then, is this inequality true? And if so, how to prove it?

The lecture note presented the following inequality The inequality is the following for $+\infty>p\geq 1$: $$ d^p_W(\mu, \nu) = \inf_{\gamma \in \prod(\mu,\nu)} \int_{X \times X} |x-y|^pd\gamma(x,y) \leq p \inf_{\gamma \prod(\mu,\nu)}\int_{X \times X} |x|^p + |y|^p d\gamma (x,y) $$

If the first inequality is not true, than how come is the inequality above true?

1 Answers1

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The inequality is not true.
Take $ x = 1, y = -1, n = 3$ then we have $ 2^3 \leq 3(1+1)$.


It might help for you to state the original inequality.

Calvin Lin
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