Sharp Wasserstein stability for bounded squared laws
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For a real law with X² supported in [3−√6,3+√6], set δ=3(E[X²])²−E[X⁴]. How close is the squared law to the zero-deficit Gaussian quadrature law in ordinary W₁ distance?
Why it matters and what counts as progress
Why it matters: An optimal transport bound quantifies stability throughout the feasible deficit range, even for nonsymmetric original laws.
What counts as progress: A sharp attainable bound W₁(L(X²),L(X₀²))≤√(δ/3) for every feasible 0≤δ≤30+12√6, with exact extremizers.
How the problem developed
AI contribution
AI-led proof gives a sharp global squared-law transport bound
For any real law with X² in [A,B], A=3−√6 and B=3+√6, let δ=3(E[X²])²−E[X⁴] and let X₀ be the four-node Gaussian quadrature law identified by zero deficit. For every feasible 0≤δ≤30+12√6, W1(L(X²),L(X₀²))≤√(δ/3), using ordinary infimum-over-couplings Wasserstein distance. The bound is attained at every feasible deficit and does not require symmetry of X.
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AI-led proof gives a sharp global squared-law transport bound