Nested superposition principle for random measures and the geometry of the Wasserstein on Wasserstein space

Fuente: arXiv
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Main Authors: Pinzi, Alessandro, Savaré, Giuseppe
Format: Preprint
Published: 2025
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author Pinzi, Alessandro
Savaré, Giuseppe
author_facet Pinzi, Alessandro
Savaré, Giuseppe
contents We study the geometric structure of the space of random measures $\mathcal{P}_p(\mathcal{P}_p(X))$, endowed with the Wasserstein on Wasserstein metric, where $(X, d)$ is a complete separable metric space. In this setting, we prove a metric superposition principle, in the spirit of the result by S. Lisini, that will allow us to recover important geometric features of the space. When $X$ is $\mathbb{R}^d$, we study the differential structure of $\mathcal{P}_p(\mathcal{P}_p(\mathbb{R}^d))$ in analogy with the simpler Wasserstein space $\mathcal{P}_p(\mathbb{R}^d)$. We show that continuity equations for random measures involving the abstract concept of derivation acting on cylinder functions can be more conveniently described by suitable non-local vector fields $b:[0,T]\times \mathbb{R}^d \times \mathcal{P}(\mathbb{R}^d) \to \mathbb{R}^d$. In this way, we can: 1) characterize the absolutely continuous curves on the Wasserstein on Wasserstein space; 2) define and characterize its tangent bundle; 3) prove a superposition principle for the solutions to the standard non-local continuity equation in terms of solutions of interacting particle systems.
format Preprint
id arxiv_https___arxiv_org_abs_2510_07523
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Nested superposition principle for random measures and the geometry of the Wasserstein on Wasserstein space
Pinzi, Alessandro
Savaré, Giuseppe
Functional Analysis
Metric Geometry
Probability
49Q22, 35R06, 60G57, 53C23
We study the geometric structure of the space of random measures $\mathcal{P}_p(\mathcal{P}_p(X))$, endowed with the Wasserstein on Wasserstein metric, where $(X, d)$ is a complete separable metric space. In this setting, we prove a metric superposition principle, in the spirit of the result by S. Lisini, that will allow us to recover important geometric features of the space. When $X$ is $\mathbb{R}^d$, we study the differential structure of $\mathcal{P}_p(\mathcal{P}_p(\mathbb{R}^d))$ in analogy with the simpler Wasserstein space $\mathcal{P}_p(\mathbb{R}^d)$. We show that continuity equations for random measures involving the abstract concept of derivation acting on cylinder functions can be more conveniently described by suitable non-local vector fields $b:[0,T]\times \mathbb{R}^d \times \mathcal{P}(\mathbb{R}^d) \to \mathbb{R}^d$. In this way, we can: 1) characterize the absolutely continuous curves on the Wasserstein on Wasserstein space; 2) define and characterize its tangent bundle; 3) prove a superposition principle for the solutions to the standard non-local continuity equation in terms of solutions of interacting particle systems.
title Nested superposition principle for random measures and the geometry of the Wasserstein on Wasserstein space
topic Functional Analysis
Metric Geometry
Probability
49Q22, 35R06, 60G57, 53C23
url https://arxiv.org/abs/2510.07523