Optimal transport of stationary point processes: Metric structure, gradient flow and convexity of the specific entropy
Fuente:
arXiv
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| Autori principali: | , , , |
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| Natura: | Preprint |
| Pubblicazione: |
2023
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| _version_ | 1866917580052103168 |
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| author | Erbar, Matthias Huesmann, Martin Jalowy, Jonas Müller, Bastian |
| author_facet | Erbar, Matthias Huesmann, Martin Jalowy, Jonas Müller, Bastian |
| contents | We develop a theory of optimal transport for stationary random measures with a focus on stationary point processes and construct a family of distances on the set of stationary random measures. These induce a natural notion of interpolation between two stationary random measures along a shortest curve connecting them. In the setting of stationary point processes we leverage this transport distance to give a geometric interpretation for the evolution of infinite particle systems with stationary distribution. Namely, we characterise the evolution of infinitely many Brownian motions as the gradient flow of the specific relative entropy w.r.t.~the Poisson point process. Further, we establish displacement convexity of the specific relative entropy along optimal interpolations of point processes and establish an stationary analogue of the HWI inequality, relating specific entropy, transport distance, and a specific relative Fisher information. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2304_11145 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Optimal transport of stationary point processes: Metric structure, gradient flow and convexity of the specific entropy Erbar, Matthias Huesmann, Martin Jalowy, Jonas Müller, Bastian Probability 60D05, 49Q22 We develop a theory of optimal transport for stationary random measures with a focus on stationary point processes and construct a family of distances on the set of stationary random measures. These induce a natural notion of interpolation between two stationary random measures along a shortest curve connecting them. In the setting of stationary point processes we leverage this transport distance to give a geometric interpretation for the evolution of infinite particle systems with stationary distribution. Namely, we characterise the evolution of infinitely many Brownian motions as the gradient flow of the specific relative entropy w.r.t.~the Poisson point process. Further, we establish displacement convexity of the specific relative entropy along optimal interpolations of point processes and establish an stationary analogue of the HWI inequality, relating specific entropy, transport distance, and a specific relative Fisher information. |
| title | Optimal transport of stationary point processes: Metric structure, gradient flow and convexity of the specific entropy |
| topic | Probability 60D05, 49Q22 |
| url | https://arxiv.org/abs/2304.11145 |