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The Confined Logarithmic-Energy Pair on the Wasserstein Space of the Real Line

The confined logarithmic-energy pair on the real line: penalty a quarter of the inverse temperature times the logarithmic energy plus the integral of a confining potential V, with score V' minus a quarter of the inverse temperature times the free score.

Statement

In the setting of Square-Integrable Vector Fields Against a Probability Measure on Euclidean Space, and Test Functions: Standing Notation, in dimension d=1d=1, with the identifications of One-Dimensional Test Functions: Scalars, Derivatives, and the Difference Quotient of the Derivative; for μ∈P2(R)\mu\in\mathcal{P}_{2}(\mathbb{R}), L2(μ;R)L^{2}(\mu;\mathbb{R}) is the space of square-integrable vector fields and TμT_{\mu} the tangent space, which equals L2(μ;R)L^{2}(\mu;\mathbb{R}) by On the Real Line the Tangent Space is the Whole Space of Square-Integrable Vector Fields (i). The set Dlog⁡\mathcal{D}_{\log} and the logarithmic energy Elog⁡\mathcal{E}_{\log}, and the set P2Φ∗(R)\mathcal{P}_{2}^{\Phi^{*}}(\mathbb{R}) of measures of finite free Fisher information with the free score Ξμ∈Tμ\Xi_{\mu}\in T_{\mu}, are those of those definitions; integrable is as in Probability Measures on Euclidean Space and Random Vectors: Standing Notation (iii). Let VV be a confining potential, with derivative V′V' (both Borel by A Confining Potential and Its Derivative are Continuous and Borel (ii)), and let β∈R\beta\in\mathbb{R} be positive; β4\tfrac{\beta}{4} is the product of β\beta with the multiplicative inverse of 4=(1+1)+(1+1)4=(1+1)+(1+1), and is positive by claims 8, 3, 7 and 5 of Elementary Order Arithmetic in an Ordered Field.

(The confined logarithmic-energy pair) The confined logarithmic-energy pair with potential VV and inverse temperature β\beta is the quadruple (D,DΣ,E,Σ)(\mathcal{D},\mathcal{D}_{\Sigma},\mathcal{E},\Sigma) given as follows. The set D\mathcal{D} consists of the μ∈Dlog⁡\mu\in\mathcal{D}_{\log} for which VV is μ\mu-integrable, and

E:D→R,E(μ)=β4 Elog⁡(μ)+∫RV dμ.\mathcal{E}:\mathcal{D}\to\mathbb{R},\qquad\mathcal{E}(\mu)=\tfrac{\beta}{4}\,\mathcal{E}_{\log}(\mu)+\int_{\mathbb{R}}V\,d\mu .

The set DΣ\mathcal{D}_{\Sigma} consists of the μ∈D∩P2Φ∗(R)\mu\in\mathcal{D}\cap\mathcal{P}_{2}^{\Phi^{*}}(\mathbb{R}) with ∫R(V′)2 dμ<∞\int_{\mathbb{R}}(V')^{2}\,d\mu<\infty; for such μ\mu the function V′V' has a class in L2(μ;R)L^{2}(\mu;\mathbb{R}), again written V′V', and

Σ(μ)=V′−β4 Ξμ∈L2(μ;R)=Tμ,\Sigma(\mu)=V'-\tfrac{\beta}{4}\,\Xi_{\mu}\in L^{2}(\mu;\mathbb{R})=T_{\mu},

the combination being formed in the vector space L2(μ;R)L^{2}(\mu;\mathbb{R}).

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