Wasserstein distance on configuration space

Research output: Contribution to journalArticlepeer-review

Abstract

We investigate here the optimal transportation problem on configuration space for the quadratic cost. It is shown that, as usual, provided that the corresponding Wasserstein is finite, there exists one unique optimal measure and that this measure is supported by the graph of the derivative (in the sense of the Malliavin calculus) of a "concave" (in a sense to be defined below) function. For finite point processes, we give a necessary and sufficient condition for the Wasserstein distance to be finite.

Original languageEnglish
Pages (from-to)283-300
Number of pages18
JournalPotential Analysis
Volume28
Issue number3
DOIs
Publication statusPublished - 1 May 2008
Externally publishedYes

Keywords

  • Configuration space
  • Monge-Kantorovitch
  • Optimal transportation problem
  • Poisson process

Fingerprint

Dive into the research topics of 'Wasserstein distance on configuration space'. Together they form a unique fingerprint.

Cite this