TheoremBase

Nearly Optimal Composite Displacements on the Torus Converge to the Optimal Displacement

If random points with laws mu and nu are joined by displacements that are lifts of the torus displacement and whose mean squares approach the squared torus Wasserstein distance, then, when mu is absolutely continuous, these displacements converge in mean square to the optimal displacement field evaluated at the first point.

Statement

In the setting of Optimal Transport on the Flat Torus: Standing Notation, let μ,ν∈P(Td)\mu,\nu\in\mathcal{P}(\mathbb{T}^{d}) with μ\mu absolutely continuous, let TT be an optimal map from μ\mu to ν\nu, which exists by McCann's Theorem on the Flat Torus: Optimal Couplings out of an Absolutely Continuous Measure are Induced by a Unique Map with a Periodic Potential §map, and let vTv_{T} be its displacement field. Let q∈Nq\in\mathbb{N} and, for each n∈Nn\in\mathbb{N}, let Σn∈P(Rq)\Sigma_{n}\in\mathcal{P}(\mathbb{R}^{q}) and let Xn,Yn,Zn:Rq→RdX_{n},Y_{n},Z_{n}:\mathbb{R}^{q}\to\mathbb{R}^{d} be Borel maps such that

(Xn)#Σn=μ,(Yn)#Σn=ν,Yn(w)−Xn(w)−Zn(w)∈Zd  for every w∈Rq,(X_{n})_{\#}\Sigma_{n}=\mu,\qquad(Y_{n})_{\#}\Sigma_{n}=\nu,\qquad Y_{n}(w)-X_{n}(w)-Z_{n}(w)\in\mathbb{Z}^{d}\ \text{ for every }w\in\mathbb{R}^{q},

and ∫∥Zn∥2 dΣn<∞\int\lVert Z_{n}\rVert^{2}\,d\Sigma_{n}<\infty. Suppose that for every real ε>0\varepsilon>0 there is N∈NN\in\mathbb{N} with ∫∥Zn∥2 dΣn≤WT(μ,ν)2+ε\int\lVert Z_{n}\rVert^{2}\,d\Sigma_{n}\le W_{\mathbb{T}}(\mu,\nu)^{2}+\varepsilon for every n≥Nn\ge N.

1. (Convergence to the optimal displacement) The sequence of real numbers (∫Rq∥Zn−vT∘Xn∥2 dΣn)n∈N\bigl(\int_{\mathbb{R}^{q}}\lVert Z_{n}-v_{T}\circ X_{n}\rVert^{2}\,d\Sigma_{n}\bigr)_{n\in\mathbb{N}} converges to 00.

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