Tensor Powers Scale the Wasserstein Distance by the Square Root of N, and the One-Particle Marginal is Lipschitz with Constant
lemmaAnalysisProbabilitylem:tensor-marginal-wasserstein-2026aThe squared Wasserstein distance between N-th tensor powers is N times that between the factors, and the squared distance between one-particle marginals is at most 1/N times that between the measures on the configuration space.
In the setting of Wasserstein Spaces, Random Vectors, Vector Fields and Symmetric Matrices in Every Dimension: Standing Notation, whose probability space is not used (the letter below denotes a probability measure on a configuration space), let , with tensor powers of The Tensor Power of a Probability Measure on Euclidean Space §tensor and one-particle marginals of The One-Particle Marginal of a Probability Measure on the Configuration Space §marginal; tensor powers and one-particle marginals of measures with finite second moment have finite second moment by Tensor Powers and One-Particle Marginals: Particle Laws, Product Integrals, Push-Forwards, Moments, Product Maps and Diagonal Shifts §moments, and is the Wasserstein distance on and on .
1. (One-particle marginals)¶ For , .
2. (Tensor powers)¶ For , .
Loading…
Prerequisites
No prerequisites tracked.
Dependents
No dependents yet.
Dependent proofs
No dependent proofs yet.
No relations recorded yet.