Restrictions, Sums, Real Multiples and Differences of Intrinsic Test Functions on the Wasserstein Space
lemmaAnalysisProbabilitylem:intrinsic-test-function-linear-wasserstein-2026aAn intrinsic test function on a set of measures is one on every subset, and linear combinations and differences of intrinsic test functions on a set are again intrinsic test functions there, with gradients along couplings and translation Hessians depending linearly on the function.
In the setting of The Intrinsic Calculus on the Wasserstein Space: Standing Notation, let . Intrinsic test functions on a subset of and their translation Hessians are those of that definition, and is the gradient along couplings of at . For and , the function on takes the value at , and and take the values and .
Let and be intrinsic test functions on . Then the following hold.
1. (Restriction)¶ For every the function is an intrinsic test function on . Its gradient along couplings at a point of and its translation Hessian at a point of do not depend on whether is regarded as an intrinsic test function on or on .
2. (Linear combinations)¶ For all the function is an intrinsic test function on , and
3. (Differences)¶ The functions and are intrinsic test functions on ; for ,
and for ,
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