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Displacement Convexity of the Logarithmic Energy on the Real Line

On the real line the logarithmic energy lies above its tangent along optimal couplings: at a measure of finite free Fisher information, the energy plus the displacement pairing of minus the free score is at most the energy of the target.

Statement

In the setting of The Intrinsic Calculus on the Wasserstein Space: Standing Notation, in dimension d=1d=1, with the identifications of One-Dimensional Test Functions: Scalars, Derivatives, and the Difference Quotient of the Derivative. The set Dlog⁡\mathcal{D}_{\log} and the logarithmic energy Elog⁡\mathcal{E}_{\log}, and the set P2Φ∗(R)\mathcal{P}_{2}^{\Phi^{*}}(\mathbb{R}) of measures of finite free Fisher information with the free score Ξμ∈Tμ⊆L2(μ;R)\Xi_{\mu}\in T_{\mu}\subseteq L^{2}(\mu;\mathbb{R}), are those of those definitions; −Ξμ-\Xi_{\mu} is its negative in the vector space L2(μ;R)L^{2}(\mu;\mathbb{R}). The displacement pairing J\mathcal{J} and optimal couplings are those of The Intrinsic Calculus on the Wasserstein Space: Standing Notation (i) and Wasserstein Spaces, Random Vectors, Vector Fields and Symmetric Matrices in Every Dimension: Standing Notation (i).

(Displacement convexity) Let μ∈Dlog⁡∩P2Φ∗(R)\mu\in\mathcal{D}_{\log}\cap\mathcal{P}_{2}^{\Phi^{*}}(\mathbb{R}), let ν∈Dlog⁡\nu\in\mathcal{D}_{\log}, and let π∈Π(μ,ν)\pi\in\Pi(\mu,\nu) be an optimal coupling. Then

Elog⁡(μ)+J(−Ξμ,π)≤Elog⁡(ν).\mathcal{E}_{\log}(\mu)+\mathcal{J}(-\Xi_{\mu},\pi)\le\mathcal{E}_{\log}(\nu).

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