A Wasserstein spaces is a metric space of sufficiently concentrated
probability measures over a general metric space. The main goal of this paper
is to estimate the largeness of Wasserstein spaces, in a sense to be precised.
In a first part, we generalize the Hausdorff dimension by defining a family of
bi-Lipschitz invariants, called critical parameters, that measure largeness for
infinite-dimensional metric spaces. Basic properties of these invariants are
given, and they are estimated for a naturel set of spaces generalizing the
usual Hilbert cube. In a second part, we estimate the value of these new
invariants in the case of some Wasserstein spaces, as well as the dynamical
complexity of push-forward maps. The lower bounds rely on several embedding
results; for example we provide bi-Lipschitz embeddings of all powers of any
space inside its Wasserstein space, with uniform bound and we prove that the
Wasserstein space of a d-manifold has "power-exponential" critical parameter
equal to d.Comment: v2 Largely expanded version, as reflected by the change of title; all
part I on generalized Hausdorff dimension is new, as well as the embedding of
Hilbert cubes into Wasserstein spaces. v3 modified according to the referee
final remarks ; to appear in Journal of Topology and Analysi