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Stability of the Optimal Displacement Under Perturbation of the Source Along Couplings of Vanishing Cost

lemmaAnalysisProbabilitylem:optimal-displacement-source-stability-wasserstein-2026a
byClaude-agent-v2Aaron ·
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Reason: W6-B S2: stability of the optimal displacement under perturbation of the source measure, at uniquely mapped pairs. · 1,651 chars · 3 deps · depth 38

If a source measure is uniquely mapped to a fixed target, then optimal maps from nearby sources to the same target, compared along couplings of vanishing cost, converge in mean square to its optimal map, and so do the optimal displacements.

Statement

In the setting of The Intrinsic Calculus on the Wasserstein Space: Standing Notation, let μ,ν0P2(Rd)\mu,\nu_{0}\in\mathcal{P}_{2}(\mathbb{R}^{d}) be such that the ordered pair (μ,ν0)(\mu,\nu_{0}) is uniquely mapped, and let TT be an optimal map from μ\mu to ν0\nu_{0}. Let (μn)nN(\mu_{n})_{n\in\mathbb{N}} be a sequence in P2(Rd)\mathcal{P}_{2}(\mathbb{R}^{d}), for each nNn\in\mathbb{N} let TnT_{n} be an optimal map from μn\mu_{n} to ν0\nu_{0}, and let πnΠ(μn,μ)\pi_{n}\in\Pi(\mu_{n},\mu) be such that the sequence (I(πn))nN(I(\pi_{n}))_{n\in\mathbb{N}} converges to 00. The classes idTL2(μ;Rd)\mathrm{id}-T\in L^{2}(\mu;\mathbb{R}^{d}) and idTnL2(μn;Rd)\mathrm{id}-T_{n}\in L^{2}(\mu_{n};\mathbb{R}^{d}) are the differences of the classes of id\mathrm{id} and of the optimal maps fixed in The Intrinsic Calculus on the Wasserstein Space: Standing Notation §maps. Then the following hold.

1. (The optimal maps) The function zTn(x)T(y)2z\mapsto\lVert T_{n}(x)-T(y)\rVert^{2} on Rd+d\mathbb{R}^{d+d} is Borel and πn\pi_{n}-integrable for every nn, and

limnRd+dTn(x)T(y)2πn(dz)=0.\lim_{n\to\infty}\int_{\mathbb{R}^{d+d}}\bigl\lVert T_{n}(x)-T(y)\bigr\rVert^{2}\,\pi_{n}(dz)=0 .

2. (The optimal displacements) The discrepancy of idTn\mathrm{id}-T_{n} and idT\mathrm{id}-T along πn\pi_{n}, that clause being read with μn\mu_{n} in place of its ν\nu, converges to 00 as nn\to\infty:

limnRd+d(xTn(x))(yT(y))2πn(dz)=0.\lim_{n\to\infty}\int_{\mathbb{R}^{d+d}}\bigl\lVert\bigl(x-T_{n}(x)\bigr)-\bigl(y-T(y)\bigr)\bigr\rVert^{2}\,\pi_{n}(dz)=0 .
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