English

Decomposition of the Kantorovich problem and Wasserstein distances on simplexes

Probability 2015-11-05 v2 Dynamical Systems Functional Analysis

Abstract

Let XX be a Polish space, P(X)\mathcal{P}(X) be the set of Borel probability measures on XX, and T ⁣:XXT\colon X\to X be a homeomorphism. We prove that for the simplex DomP(X)\mathrm{Dom} \subseteq \mathcal{P}(X) of all TT-invariant measures, the Kantorovich metric on Dom\mathrm{Dom} can be reconstructed from its values on the set of extreme points. This fact is closely related to the following result: the invariant optimal transportation plan is a mixture of invariant optimal transportation plans between extreme points of the simplex. The latter result can be generalized to the case of the Kantorovich problem with additional linear constraints and the class of ergodic decomposable simplexes.

Keywords

Cite

@article{arxiv.1505.03721,
  title  = {Decomposition of the Kantorovich problem and Wasserstein distances on simplexes},
  author = {Danila Zaev},
  journal= {arXiv preprint arXiv:1505.03721},
  year   = {2015}
}

Comments

Ver.2: incorrect statement 3.2 of ver.1 is withdrawn, new examples added, many small improvements, change of theorem numbering