TheoremBase

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

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,ν0∈P2(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)n∈N(\mu_{n})_{n\in\mathbb{N}} be a sequence in P2(Rd)\mathcal{P}_{2}(\mathbb{R}^{d}), for each n∈Nn\in\mathbb{N} let TnT_{n} be an optimal map from μn\mu_{n} to ν0\nu_{0}, and let πn∈Π(μn,μ)\pi_{n}\in\Pi(\mu_{n},\mu) be such that the sequence (I(πn))n∈N(I(\pi_{n}))_{n\in\mathbb{N}} converges to 00. The classes id−T∈L2(μ;Rd)\mathrm{id}-T\in L^{2}(\mu;\mathbb{R}^{d}) and id−Tn∈L2(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 (ii). Then the following hold.

1. (The optimal maps) The function z↦∥Tn(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

lim⁡n→∞∫Rd+d∥Tn(x)−T(y)∥2 πn(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 id−Tn\mathrm{id}-T_{n} and id−T\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 n→∞n\to\infty:

lim⁡n→∞∫Rd+d∥(x−Tn(x))−(y−T(y))∥2 πn(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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