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Wasserstein geometry and Ricci curvature bounds for Poisson spaces
- Publication Year :
- 2023
-
Abstract
- Let $\varUpsilon$ be the configuration space over a complete and separable metric base space, endowed with the Poisson measure $\pi$. We study the geometry of $\varUpsilon$ from the point of view of optimal transport and Ricci-lower bounds. To do so, we define a formal Riemannian structure on $\mathscr{P}_{1}(\varUpsilon)$, the space of probability measures over $\varUpsilon$ with finite first moment, and we construct an extended distance $\mathcal{W}$ on $\mathscr{P}_{1}(\varUpsilon)$. The distance $\mathcal{W}$ corresponds, in our setting, to the Benamou--Brenier variational formulation of the Wasserstein distance. Our main technical tool is a non-local continuity equation defined via the difference operator on the Poisson space. We show that the closure of the domain of the relative entropy is a complete geodesic space, when endowed with $\mathcal{W}$. We establish non-local infinite-dimensional analogues of results regarding the geometry of the Wasserstein space over a metric measure space with synthetic Ricci curvature bounded below. In particular, we obtain that: (a) the Ornstein--Uhlenbeck semi-group is the gradient flow of the relative entropy; (b) the Poisson space has a Ricci curvature, in the entropic sense, bounded below by $1$; (c) the distance $\mathcal{W}$ satisfies an HWI inequality.<br />Comment: 45 pages, comments are welcome
- Subjects :
- Mathematics - Probability
Mathematics - Functional Analysis
60G55, 49Q22, 30L99
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2303.00398
- Document Type :
- Working Paper