TheoremBase

A Square-Integrable Vector Field Whose Displacement Pairings Vanish to First Order is Zero

If the displacement pairings of a square-integrable vector field along all couplings of small cost are of smaller order than the square root of the cost, the field is zero. This is what makes a gradient along couplings unique.

Statement

In the setting of Wasserstein Spaces, Random Vectors, Vector Fields and Symmetric Matrices in Every Dimension: Standing Notation, let μ∈P2(Rd)\mu\in\mathcal{P}_{2}(\mathbb{R}^{d}), let L2(μ;Rd)L^{2}(\mu;\mathbb{R}^{d}) be the space of square-integrable vector fields against μ\mu, with norm ∥⋅∥μ\lVert\cdot\rVert_{\mu}, and let J(η,π)\mathcal{J}(\eta,\pi) denote the displacement pairing of η∈L2(μ;Rd)\eta\in L^{2}(\mu;\mathbb{R}^{d}) along a coupling π∈Π(μ,ν)\pi\in\Pi(\mu,\nu) with ν∈P2(Rd)\nu\in\mathcal{P}_{2}(\mathbb{R}^{d}), with I(π)I(\pi) the quadratic cost of π\pi.

Let η∈L2(μ;Rd)\eta\in L^{2}(\mu;\mathbb{R}^{d}) and suppose that for every ε∈R\varepsilon\in\mathbb{R} with 0<ε0<\varepsilon there is θ∈R\theta\in\mathbb{R} with 0<θ0<\theta such that

∣J(η,π)∣≤ε I(π)\bigl|\mathcal{J}(\eta,\pi)\bigr|\le\varepsilon\,\sqrt{I(\pi)}

for every ν∈P2(Rd)\nu\in\mathcal{P}_{2}(\mathbb{R}^{d}) and every π∈Π(μ,ν)\pi\in\Pi(\mu,\nu) with I(π)<θ2I(\pi)<\theta^{2}.

1. (The field vanishes) η\eta is the zero element of L2(μ;Rd)L^{2}(\mu;\mathbb{R}^{d}).

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