English

Optimal transport between random measures

Probability 2012-06-19 v1

Abstract

We study couplings qq^\bullet of two equivariant random measures λ\lambda^\bullet and μ\mu^\bullet on a Riemannian manifold (M,d,m)(M,d,m). Given a cost function we ask for minimizers of the mean transportation cost per volume. In case the minimal/optimal cost is finite and λωm\lambda^\omega\ll m we prove that there is a unique equivariant coupling minimizing the mean transportation cost per volume. Moreover, the optimal coupling is induced by a transportation map, q=(id,T)λ.q^\bullet=(id,T)_*\lambda^\bullet. We show that the optimal transportation map can be approximated by solutions to classical optimal transportation problems on bounded regions. In case of LpL^p-cost the optimal transportation cost per volume defines a metric on the space of equivariant random measure with unit intensity.

Keywords

Cite

@article{arxiv.1206.3672,
  title  = {Optimal transport between random measures},
  author = {Martin Huesmann},
  journal= {arXiv preprint arXiv:1206.3672},
  year   = {2012}
}

Comments

35 pages, 5 figures

R2 v1 2026-06-21T21:20:31.924Z