Wasserstein metric and subordination

• Autorzy: Philippe Clément , Wolfgang Desch
• Języki publikacji: EN

Abstrakty

EN

Let $(X,d_X)$, $(Ω,d_{Ω})$ be complete separable metric spaces. Denote by 𝓟(X) the space of probability measures on X, by $W_{p}$ the p-Wasserstein metric with some p ∈ [1,∞), and by $𝓟_{p}(X)$ the space of probability measures on X with finite Wasserstein distance from any point measure. Let $f: Ω → 𝓟_{p}(X)$, $ω ↦ f_{ω}$, be a Borel map such that f is a contraction from $(Ω,d_{Ω})$ into $(𝓟_{p}(X),W_{p})$. Let ν₁,ν₂ be probability measures on Ω with $W_{p}(ν₁,ν₂)$ finite. On X we consider the subordinated measures $μ_{i} = ∫_{Ω} f_{ω}dν_{i}(ω)$. Then $W_{p}(μ₁,μ₂) ≤ W_{p}(ν₁,ν₂)$. As an application we show that the solution measures $ϱ_{α}(t)$ to the partial differential equation
$∂/∂t ϱ_{α}(t) = -(-Δ)^{α/2}ϱ_{α}(t)$, $ϱ_{α}(0) = δ₀$ (the Dirac measure at 0),
depend absolutely continuously on t with respect to the Wasserstein metric $W_{p}$ whenever 1 ≤ p < α < 2.

Kategorie tematyczne

• 47D06: One-parameter semigroups and linear evolution equations
• 60B05: Probability measures on topological spaces

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Studia Mathematica
• Rocznik: 2008
• Tom: 189
• Numer: 1
• Strony: 35-52

Daty

wydano

2008

Twórcy

autor

Philippe Clément

• Mathematical Institute, Leiden University, P.O. Box 9512, NL-2300 RA Leiden, The Netherlands

autor

Wolfgang Desch

• Institut für Mathematik, und Wissenschaftliches Rechnen, Karl-Franzens-Universität Graz, Heinrichstrasse 36, 8010 Graz, Austria

Identyfikatory

DOI

10.4064/sm189-1-4