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Heat Smoothing on the Torus: Distance to the Identity, Contraction, a Smooth Positive Periodic Density, Finite Entropy, and Finite Fisher Information

Heat smoothing on the torus moves a measure by at most the square root of d times s, contracts the torus Wasserstein distance, and produces a positive periodic density of class C2, finite entropy not exceeding that of the original, and finite torus Fisher information with score the logarithmic gradient of the density.

Statement

In the setting of Optimal Transport on the Flat Torus: Standing Notation, let ss be a real number with 0<s≤120<s\le\tfrac12, let SsS_{s} be the heat semigroup at time ss, and let λd\lambda_{d} be Lebesgue measure. Finite entropy and the entropy Ent\mathrm{Ent} are those of that definition; PI(Td)\mathcal{P}^{\mathcal{I}}(\mathbb{T}^{d}), the score ξ\xi and the torus Fisher information I\mathcal{I} are those of Finite Torus Fisher Information, the Torus Score and the Torus Fisher Information of a Probability Measure on the Torus §finite. Let μ,ν∈P(Td)\mu,\nu\in\mathcal{P}(\mathbb{T}^{d}). Then the following hold.

1. (Distance to the identity) WT(Ssμ,μ)2≤d sW_{\mathbb{T}}(S_{s}\mu,\mu)^{2}\le d\,s.

2. (Contraction) WT(Ssμ,Ssν)≤WT(μ,ν)W_{\mathbb{T}}(S_{s}\mu,S_{s}\nu)\le W_{\mathbb{T}}(\mu,\nu).

3. (Density) There is a Zd\mathbb{Z}^{d}-periodic function p:Rd→Rp:\mathbb{R}^{d}\to\mathbb{R} of class C2C^{2} on Rd\mathbb{R}^{d} with p(x)>0p(x)>0 for every x∈Rdx\in\mathbb{R}^{d} such that 1Qp\mathbf{1}_{Q}p is a density of SsμS_{s}\mu with respect to λd\lambda_{d}.

4. (Entropy) SsμS_{s}\mu has finite entropy; if μ\mu has finite entropy, then Ent(Ssμ)≤Ent(μ)\mathrm{Ent}(S_{s}\mu)\le\mathrm{Ent}(\mu).

5. (Score) With pp as in clause 3, Ssμ∈PI(Td)S_{s}\mu\in\mathcal{P}^{\mathcal{I}}(\mathbb{T}^{d}) and ξSsμ\xi_{S_{s}\mu} is the class of the map x↦p(x)−1∇p(x)x\mapsto p(x)^{-1}\nabla p(x).

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