On isometric embeddings of Wasserstein spaces -- the discrete case

Abstract: The aim of this short paper is to offer a complete characterization of all (not necessarily surjective) isometric embeddings of the Wasserstein space $\mathcal{W}_p(\mathcal{X})$, where $\mathcal{X}$ is a countable discrete metric space and $0<p<\infty$ is any parameter value. Roughly speaking, we will prove that any isometric embedding can be described by a special kind of $\mathcal{X}\times(0,1]$-indexed family of nonnegative finite measures. Our result implies that a typical non-surjective isometric embedding of $\mathcal{W}_p(\mathcal{X})$ splits mass and does not preserve the shape of measures. In order to stress that the lack of surjectivity is what makes things challenging, we will prove alternatively that $\mathcal{W}_p(\mathcal{X})$ is isometrically rigid for all $0<p<\infty$.