Long-time behaviour of entropic interpolations (Q6161621): Difference between revisions

This article is concerned with the large-time behaviour of entropic interpolations (\textit{a.k.a.} Schroedinger Bridges), \textit{i.e.}, the optimal solutions to the Schroedinger problem of entropy minimisation under marginal constraints. It has been known that, in the small-time limit, entropic interpolations converge to the McCann-geodesics of optimal transport. In this paper, the authors establish the convergence of entropic interpolations to the heat equation, which is the gradient flow of the entropy in the Otto calculus interpolation, in the small-time limit. Explicit convergence rates are proved under the curvature-dimension condition.