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Tangency of Noise-Optimal Displacements out of a Measure with a Density Relative to a Diagonal Gaussian Measure, and the Noise Map Property

Out of a measure with a density relative to a diagonal Gaussian measure, every noise-optimal displacement lies in the noise tangent space; hence the set of such measures has the noise map property.

Statement

In the setting of Probability Measures on a Hilbert Space Transported in the Noise Norm: Standing Notation, let cc be a variance sequence with diagonal Gaussian measure γc\gamma_{c}, let Pρa\mathcal{P}^{a}_{\rho} be the set of The Measures Noise-Connected to the Reference Measure §space, and let id\mathrm{id} be the identity map of XX. Noise-optimal maps TT and their displacements T−id∈L2(μ;Xa)T-\mathrm{id}\in L^{2}(\mu;X^{a}), for μ∈Pρa\mu\in\mathcal{P}^{a}_{\rho}, are those of Noise-Optimal Maps and Uniquely Noise-Mapped Pairs, for μ∈Pρa\mu\in\mathcal{P}^{a}_{\rho} the set Tμa⊆L2(μ;Xa)T^{a}_{\mu}\subseteq L^{2}(\mu;X^{a}) is the noise tangent space at μ\mu, and the noise map property is that of The Noise Map Property of a Set of Probability Measures. Let Qc\mathcal{Q}_{c} be the set of the μ∈Pρa\mu\in\mathcal{P}^{a}_{\rho} that have a density with respect to γc\gamma_{c}.

1. (Tangency) Let μ∈Qc\mu\in\mathcal{Q}_{c} and ν∈Pρa\nu\in\mathcal{P}^{a}_{\rho}, and let TT be a noise-optimal map from μ\mu to ν\nu. Then T−id∈TμaT-\mathrm{id}\in T^{a}_{\mu}.

2. (The noise map property) The set Qc\mathcal{Q}_{c} has the noise map property.

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