TheoremBase

Strong and Weak Convergence of Vector Fields Along Couplings of Vanishing Cost

Vector fields against a sequence of measures converge to a field against a limit measure along couplings whose cost tends to zero: strongly when their discrepancy along the couplings tends to zero, weakly when their cross pairing with every fixed field against the limit tends to the inner product.

Statement

In the setting of The Intrinsic Calculus on the Wasserstein Space: Standing Notation, let ν∈P2(Rd)\nu\in\mathcal{P}_{2}(\mathbb{R}^{d}) and let (νn)n∈N(\nu_{n})_{n\in\mathbb{N}} be a sequence in P2(Rd)\mathcal{P}_{2}(\mathbb{R}^{d}). Limits of sequences of real numbers are those of that definition. For n∈Nn\in\mathbb{N}, π∈Π(νn,ν)\pi\in\Pi(\nu_{n},\nu), q′∈L2(νn;Rd)q'\in L^{2}(\nu_{n};\mathbb{R}^{d}) and η∈L2(ν;Rd)\eta\in L^{2}(\nu;\mathbb{R}^{d}), the cost I(π)I(\pi) and the discrepancy ∫Rd+d∥q′(x)−η(y)∥2 π(dz)\int_{\mathbb{R}^{d+d}}\lVert q'(x)-\eta(y)\rVert^{2}\,\pi(dz) are the nonnegative real numbers of The Intrinsic Calculus on the Wasserstein Space: Standing Notation (i), and K(q′,η,π)\mathcal{K}(q',\eta,\pi) is the cross pairing of q′q' and η\eta along π\pi.

1. (Couplings of vanishing cost) A sequence (πn)n∈N(\pi_{n})_{n\in\mathbb{N}} with πn∈Π(νn,ν)\pi_{n}\in\Pi(\nu_{n},\nu) for every n∈Nn\in\mathbb{N} is a sequence of couplings of vanishing cost from (νn)n∈N(\nu_{n})_{n\in\mathbb{N}} to ν\nu if lim⁡n→∞I(πn)=0\lim_{n\to\infty}I(\pi_{n})=0.

2. (Strong convergence along couplings) Let (πn)n∈N(\pi_{n})_{n\in\mathbb{N}} be a sequence of couplings of vanishing cost from (νn)n∈N(\nu_{n})_{n\in\mathbb{N}} to ν\nu, let qn∈L2(νn;Rd)q_{n}\in L^{2}(\nu_{n};\mathbb{R}^{d}) for every n∈Nn\in\mathbb{N}, and let q∈L2(ν;Rd)q\in L^{2}(\nu;\mathbb{R}^{d}). The sequence (qn)n∈N(q_{n})_{n\in\mathbb{N}} converges strongly to qq along (πn)n∈N(\pi_{n})_{n\in\mathbb{N}} if

lim⁡n→∞∫Rd+d∥qn(x)−q(y)∥2 πn(dz)=0.\lim_{n\to\infty}\int_{\mathbb{R}^{d+d}}\lVert q_{n}(x)-q(y)\rVert^{2}\,\pi_{n}(dz)=0 .

3. (Weak convergence along couplings) With (πn)n∈N(\pi_{n})_{n\in\mathbb{N}}, (qn)n∈N(q_{n})_{n\in\mathbb{N}} and qq as in clause 2, the sequence (qn)n∈N(q_{n})_{n\in\mathbb{N}} converges weakly to qq along (πn)n∈N(\pi_{n})_{n\in\mathbb{N}} if

lim⁡n→∞K(qn,η,πn)=⟨q,η⟩νfor every η∈L2(ν;Rd).\lim_{n\to\infty}\mathcal{K}(q_{n},\eta,\pi_{n})=\langle q,\eta\rangle_{\nu}\qquad\text{for every }\eta\in L^{2}(\nu;\mathbb{R}^{d}).

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