TheoremBase

Out of an Absolutely Continuous Measure the Optimal Map and the Optimal Displacement are Tangent

When the source measure is absolutely continuous the pair is uniquely mapped, and both the optimal map and the identity minus the optimal map belong to the tangent space of the Wasserstein space at the source.

Statement

In the setting of Square-Integrable Vector Fields Against a Probability Measure on Euclidean Space, and Test Functions: Standing Notation, let μ,ν∈P2(Rd)\mu,\nu\in\mathcal{P}_{2}(\mathbb{R}^{d}) and suppose that μ\mu is absolutely continuous. Let TμT_{\mu} be the tangent space at μ\mu and let id:Rd→Rd\mathrm{id}:\mathbb{R}^{d}\to\mathbb{R}^{d} be the identity map, whose class belongs to L2(μ;Rd)L^{2}(\mu;\mathbb{R}^{d}) by Basic Properties of the Tangent Space: Closed Subspace, the Identity Map Belongs to It, Second-Moment Limits, and Representation of Bounded Functionals on Gradients (ii).

1. (The pair is uniquely mapped) The ordered pair (μ,ν)(\mu,\nu) is uniquely mapped; in particular there is an optimal map from μ\mu to ν\nu.

2. (Tangency of the optimal map and of the optimal displacement) Let T:Rd→RdT:\mathbb{R}^{d}\to\mathbb{R}^{d} be an optimal map from μ\mu to ν\nu. Then ∫Rd∥T∥2 dμ=M2(ν)<∞\int_{\mathbb{R}^{d}}\lVert T\rVert^{2}\,d\mu=M_{2}(\nu)<\infty, so the class of TT belongs to L2(μ;Rd)L^{2}(\mu;\mathbb{R}^{d}) and is again written TT, and

T∈Tμ,id−T∈Tμ,T\in T_{\mu},\qquad \mathrm{id}-T\in T_{\mu},

where M2(ν)M_{2}(\nu) is the second moment of ν\nu.

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