TheoremBase

Stability of the Optimal Map and of the Displacement on the Torus Along Couplings of Nearly Optimal Cost

Along any sequence of couplings of a uniquely mapped pair on the torus whose torus costs converge to the optimal cost, the second point converges in mean square to the image of the first under the optimal map; if the source is absolutely continuous, the wrapped displacement of the coupling also converges in mean square to the displacement field of the map.

Statement

In the setting of The Flat Torus: Standing Notation, used with n=dn=d for a natural number dd with 1≤d1\le d, and of Probability Measures on Euclidean Space and Random Vectors: Standing Notation, let ϖ\varpi be the wrapped displacement and dTd_{\mathbb{T}} the flat torus distance; let P(Td)\mathcal{P}(\mathbb{T}^{d}), the torus cost ITI_{\mathbb{T}} and the torus Wasserstein distance WTW_{\mathbb{T}} be as in Probability Measures on the Flat Torus, the Torus Cost of a Coupling, the Torus Wasserstein Distance and Optimal Couplings §measures. Let μ,ν∈P(Td)\mu,\nu\in\mathcal{P}(\mathbb{T}^{d}) be such that (μ,ν)(\mu,\nu) is uniquely mapped on the torus, let TT be an optimal map on the torus from μ\mu to ν\nu with displacement field vTv_{T}, and let (γj)j∈N(\gamma_{j})_{j\in\mathbb{N}} be a sequence in Π(μ,ν)\Pi(\mu,\nu) such that (IT(γj))j∈N(I_{\mathbb{T}}(\gamma_{j}))_{j\in\mathbb{N}} converges to WT(μ,ν)2W_{\mathbb{T}}(\mu,\nu)^{2}.

The functions w↦dT(T(pr1(w)),pr2(w))2w\mapsto d_{\mathbb{T}}(T(\mathrm{pr}_{1}(w)),\mathrm{pr}_{2}(w))^{2} and w↦∥ϖ(pr2(w)−pr1(w))−vT(pr1(w))∥2w\mapsto\lVert\varpi(\mathrm{pr}_{2}(w)-\mathrm{pr}_{1}(w))-v_{T}(\mathrm{pr}_{1}(w))\rVert^{2} on Rd+d\mathbb{R}^{d+d} are Borel, by The Flat Torus Distance: Minimality of the Wrapped Displacement, Periodicity, the Metric on the Unit Cell and the Lipschitz Bound §lipschitz, Optimal Maps on the Torus, Uniquely Mapped Pairs and the Displacement Field of a Map §displacement and Pairs of Euclidean Points: Coordinate Projections, Pairings, the Product Measure on a Euclidean Space, Borel Norm Functions and Finite Sets §functions, and bounded by d/4d/4 and dd respectively, by The Flat Torus Distance: Minimality of the Wrapped Displacement, Periodicity, the Metric on the Unit Cell and the Lipschitz Bound §range and the inequality ∥a−b∥2≤2∥a∥2+2∥b∥2\lVert a-b\rVert^{2}\le2\lVert a\rVert^{2}+2\lVert b\rVert^{2} of Pairs of Euclidean Points: Coordinate Projections, Pairings, the Product Measure on a Euclidean Space, Borel Norm Functions and Finite Sets §functions; so their integrals against each γj\gamma_{j} are real numbers.

1. (Stability of the map) The sequence (∫Rd+ddT(T(pr1(w)),pr2(w))2 γj(dw))j∈N\bigl(\int_{\mathbb{R}^{d+d}}d_{\mathbb{T}}(T(\mathrm{pr}_{1}(w)),\mathrm{pr}_{2}(w))^{2}\,\gamma_{j}(dw)\bigr)_{j\in\mathbb{N}} converges to 00.

2. (Stability of the displacement) If moreover μ\mu is absolutely continuous, then the sequence (∫Rd+d∥ϖ(pr2(w)−pr1(w))−vT(pr1(w))∥2 γj(dw))j∈N\bigl(\int_{\mathbb{R}^{d+d}}\lVert\varpi(\mathrm{pr}_{2}(w)-\mathrm{pr}_{1}(w))-v_{T}(\mathrm{pr}_{1}(w))\rVert^{2}\,\gamma_{j}(dw)\bigr)_{j\in\mathbb{N}} converges to 00.

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