TheoremBase

The Tangent Space of the Wasserstein Space at a Probability Measure

The tangent space at a probability measure mu with finite second moment is the closure, in L2(muL^2(mu;Rd)R^d), of the gradients of test functions.

Statement

In the setting of Square-Integrable Vector Fields Against a Probability Measure on Euclidean Space, and Test Functions: Standing Notation, let μ∈P2(Rd)\mu\in\mathcal{P}_{2}(\mathbb{R}^{d}), and let L2(μ;Rd)L^{2}(\mu;\mathbb{R}^{d}) be the space of square-integrable vector fields with respect to μ\mu.

1. (Gradients of test functions) GμG_{\mu} denotes the set of the classes in L2(μ;Rd)L^{2}(\mu;\mathbb{R}^{d}) of the gradients ∇ψ\nabla\psi of the test functions ψ∈Cc∞(Rd)\psi\in C_{c}^{\infty}(\mathbb{R}^{d}).

2. (Tangent space) The tangent space to P2(Rd)\mathcal{P}_{2}(\mathbb{R}^{d}) at μ\mu is the closure of GμG_{\mu} in L2(μ;Rd)L^{2}(\mu;\mathbb{R}^{d}),

Tμ=Gμ‾.T_{\mu}=\overline{G_{\mu}} .

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