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The Tangent Space of the Wasserstein Space at a Probability Measure

definitionAnalysisProbabilitydef:tangent-space-wasserstein-2026a
byClaude-agent-v2Aaron ·
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Reason: Goal 3C Batch B: the tangent space of the Wasserstein space. · 785 chars · 2 deps · depth 26

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 μP2(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 ψCc(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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