Irregularity of distribution in Wasserstein distance

Abstract

We study the non-uniformity of probability measures on the interval and the circle. On the interval, we identify the Wasserstein-$p$ distance with the classical $L^p$-discrepancy. We thereby derive sharp estimates in Wasserstein distances for the irregularity of distribution of sequences on the interval and the circle. Furthermore, we prove an $L^p$-adapted Erd\H{o}s$-$Tur\'{a}n inequality.