Open Access
June 2017 Optimal transportation of processes with infinite Kantorovich distance: Independence and symmetry
Alexander V. Kolesnikov, Danila A. Zaev
Kyoto J. Math. 57(2): 293-324 (June 2017). DOI: 10.1215/21562261-3821819

Abstract

We consider probability measures on R and study optimal transportation mappings for the case of infinite Kantorovich distance. Our examples include (1) quasiproduct measures and (2) measures with certain symmetric properties, in particular, exchangeable and stationary measures. We show in the latter case that the existence problem for optimal transportation is closely related to the ergodicity of the target measure. In particular, we prove the existence of the symmetric optimal transportation for a certain class of stationary Gibbs measures.

Citation

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Alexander V. Kolesnikov. Danila A. Zaev. "Optimal transportation of processes with infinite Kantorovich distance: Independence and symmetry." Kyoto J. Math. 57 (2) 293 - 324, June 2017. https://doi.org/10.1215/21562261-3821819

Information

Received: 1 December 2015; Revised: 1 March 2016; Accepted: 3 March 2016; Published: June 2017
First available in Project Euclid: 9 May 2017

zbMATH: 1369.49066
MathSciNet: MR3648052
Digital Object Identifier: 10.1215/21562261-3821819

Subjects:
Primary: 28C20 , 49J27

Keywords: Entropy , ergodicity , exchangeability , Gaussian measures , Gibbs measures , Kantorovich duality , Kullback–Leibler distance , Log-concave measures , Monge–Kantorovich problem , Optimal transportation , stationarity , Transportation inequalities

Rights: Copyright © 2017 Kyoto University

Vol.57 • No. 2 • June 2017
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