Wasserstein distance on configuration space (Q2426685)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Wasserstein distance on configuration space
scientific article

    Statements

    Wasserstein distance on configuration space (English)
    0 references
    23 April 2008
    0 references
    The author investigates the optimal transportation problem on the configuration space of a Polish space for the quadratic cost function. He proves that if the corresponding Wasserstein distance is finite, then there exists a unique optimal measure that is concentrated on the graph of the derivative (in the sense of Malliavin calculus) of a particular function. In case of finite point processes a necessary and sufficient condition for the Wasserstein distance to be finite is presented.
    0 references
    configuration space
    0 references
    Monge-Kantorovitch
    0 references
    optimal transportation problem
    0 references
    Poisson process
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references