Supplementary materials AOn the Definition of LOTr,c

Let (X,dX) and (Y,dY) two nonempty compact Polish spaces, µ 2M +1 (X), 2M +1 (Y) two probability measures on these spaces and c: X Y! R+ a nonnegative and continuous function. As X and Y are compact, r(µ,) is tight, then Prokhorov's theorem applies and the closure of r(µ,) is sequentially compact. Let us now show that r(µ,) is closed. Indeed, Let ( n)n 0 a sequence of r(µ,) converging towards . In addition as ( n)n 0 live in the simplex r, we can also extract a sub-sequence, such that n! 2 r.