Lazy random walks and optimal transport on graphs (Q726796)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Lazy random walks and optimal transport on graphs
scientific article

    Statements

    Lazy random walks and optimal transport on graphs (English)
    0 references
    0 references
    14 July 2016
    0 references
    The paper is about the construction of displacement interpolations of probability distributions on a metric graph through the approximation of any optimal transport problem whose cost function is a distance on the graph by a sequence of entropy minimization problems under marginal constraints, called Schrödinger problems, associated with random walks. The displacement interpolations are defined as the limit, in the \(\Gamma\)-convergence set up of the time-marginal flows of the solutions to the relative entropy minimization problems as the jump frequencies of the random walks tend to zero (lazy random walk). The analysis presented in the paper provides also new results about optimal transport on graphs.
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    displacement interpolation
    0 references
    discrete metric graph
    0 references
    optimal transport
    0 references
    Schrödinger problem
    0 references
    random walks
    0 references
    entropy minimization
    0 references
    \(\Gamma\)-convergence
    0 references
    0 references
    0 references