Hölder-Lipschitz norms and their duals on spaces with semigroups, with applications to earth mover's distance (Q305688): Difference between revisions

The authors consider a sigma-finite measure space \(\mathcal{X}\) together with a semigroup \((A_t)_{t>0}\) given by \[ A_{t}f(x)=\int_{\mathcal{X}}a_t(x,y)f(y)\, dy \] with the kernel functions \(a_t\). They define a metric on \(\mathcal{X}\) given by \[ D_{\alpha}(x,y)=\sum_{k\geqslant0}2^{-k\alpha}\|a_{2^{-k}}(x,\cdot)-a_{2^{-k}}(y,\cdot)\|_1 \] involving the \(L^1\)-distances of the kernels at dyadic time steps and a parameter \(\alpha\in(0,1)\). In order to guarantee that the latter is indeed a metric, certain assumptions on the kernels have to be imposed. In Section 2, corresponding axioms are discussed and in Section 3, many examples of kernels that satisfy the axioms are given. Among them are heat kernels on closed Riemannian manifolds, heat kernels on fractals, the Poisson kernel, and the shifted heat kernel on \(\mathbb{R}^n\). In Section 4, the authors consider the space of Lipschitz continuous functions \(\Lambda_{\alpha}\) endowed with the norm \[ \|f\|_{\Lambda_{\alpha}}=\sup_{x}|f(x)|+\sup_{x\not=y}\frac{|f(x)-f(y)|}{D_{\alpha}(x,y)}. \] They construct, again under certain assumptions, two equivalent norms by replacing the variational seminorm above with \[ V(f)=\sup_{k\geqslant0}\sup_{x}2^{k\alpha}|D_kf(x)|, \] where \(D_k=A_{2^{-(k+1)}}-A_{2^{-k}}\) or \(D_k=I-A_{2^{-k}}\). In Section 5, the latter is used in oder to show that the norms \[ \|T\|=\|A_{2^0}^*T\|_1+\sum_{k\geqslant0}s^{-k\alpha}\|D_k^*T\|_1, \] for \(D_k\) as above, are equivalent to the usual norm on the dual space \(\Lambda_{\alpha}^{*}\). Section 6 is devoted to the Earth Mover's Distance of probability measures, which is by definition given by the dual norm on a \(\Lambda_{\alpha}^{*}\) space. The authors explain that in this example the two alternative norms are more suitable for computations. In Sections 7 and 8, the previous results on \(\Lambda_{\alpha}\) and its dual are extended to a mixed situation, i.e., a product of two measure spaces with different semigroups and \(\Lambda_{\alpha,\beta}\) being the space of functions which have bounded mixed difference quotients.