English

Wasserstein Distance, Fourier Series and Applications

Classical Analysis and ODEs 2020-09-15 v3 Number Theory Probability

Abstract

We study the Wasserstein metric WpW_p, a notion of distance between two probability distributions, from the perspective of Fourier Analysis and discuss applications. In particular, we bound the Earth Mover Distance W1W_1 between the distribution of quadratic residues in a finite field Fp\mathbb{F}_p and uniform distribution by p1/2\lesssim p^{-1/2} (the Polya-Vinogradov inequality implies p1/2logp\lesssim p^{-1/2} \log{p}). We also show for continuous f:TRf:\mathbb{T} \rightarrow \mathbb{R}_{} with mean value 0 (\mboxnumberofrootsof f)(k=1f^(k)2k2)12fL1(T)2fL(T). (\mbox{number of roots of}~f) \cdot \left( \sum_{k=1}^{\infty}{ \frac{ |\hat{f}(k)|^2}{k^2}}\right)^{\frac{1}{2}} \gtrsim \frac{\|f\|^{2}_{L^1(\mathbb{T})}}{\|f\|_{L^{\infty}(\mathbb{T})}}. Moreover, we show that for a Laplacian eigenfunction Δgϕλ=λϕλ-\Delta_g \phi_{\lambda} = \lambda \phi_{\lambda} on a compact Riemannian manifold Wp(max{ϕλ,0}dx,max{ϕλ,0}dx)plogλ/λϕλL11/pW_p\left(\max\left\{\phi_{\lambda}, 0\right\}dx, \max\left\{-\phi_{\lambda}, 0\right\} dx\right) \lesssim_p \sqrt{\log{\lambda}/\lambda} \|\phi_{\lambda}\|_{L^1}^{1/p} which is at most a factor logλ\sqrt{\log{\lambda}} away from sharp. Several other problems are discussed.

Keywords

Cite

@article{arxiv.1803.08011,
  title  = {Wasserstein Distance, Fourier Series and Applications},
  author = {Stefan Steinerberger},
  journal= {arXiv preprint arXiv:1803.08011},
  year   = {2020}
}