A Rademacher-type theorem on L^2-Wasserstein spaces over closed Riemannian manifolds
Let $(M,g)$ be a Riemannian manifold, $\mathcal{P}$ be the space of all Borel probability measures on $M$, and $d$ be the intrinsic metric. For a fixed $x_0\in M$, set \[ \mathcal{P}_2:=\left\{\mu\in\mathcal{P}: \int_M d^2(x,x_0)d\mu(x)<\infty\right\} \] and \[ W_2(\mu_1,\mu_2):=\left(\inf_{\pi\in \mathrm{Cpl}(\mu_1,\mu_2)}\int_{M\times M}d^2(x,y)d\pi(x,y)\right)^{1/2}, \] where $\mathrm{Cpl}(\mu_1,\mu_2)$ is the set of couplings between $\mu_1$ and $\mu_2$. The metric space $(\mathcal{P}_2, W_2)$ is called $L^2$-Wasserstein space over $(M,d)$. Let $\mathbb{P}$ be any Borel probability measure on $(\mathcal{P}_2, W_2)$ over a closed Riemannian manifold $M$. In this interesting paper, the author considers the Dirichlet form $\mathcal{E}$ induced by $\mathbb{P}$ and by the Wasserstein gradient on $\mathcal{P}_2(M)$. Under some mild assumptions, it is proved that $W_2$-Lipschitz functions on $\mathcal{P}_2(M)$ are contained in the Dirichlet space $\mathcal{D}(\mathcal{E})$ and that $W_2$ is dominated by the intrinsic metric induced by $\mathcal{E}$. A lot of examples are given to illustrate the main results.
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