Entropic Measure on Multidimensional Spaces

DOI10.1007/978-3-0348-0021-1_17MaRDI QIDQ2904882zbMATH OpenOpenAlexFDO

Authors Karl-Theodor Sturm

Publication date 24 August 2012

Published in Seminar on Stochastic Analysis, Random Fields and Applications VI (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0901.1815

zbMATH Keywords

entropyDirichlet distributionoptimal transportWasserstein spacegradient flowBrenier maprandom probability measureentropic measure

Mathematics Subject Classification ID

Variational problems in a geometric measure-theoretic setting (49Q20) Random measures (60G57) Applications of optimal control and differential games (49N90) Diffusion processes and stochastic analysis on manifolds (58J65) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Abstract: We construct the entropic measure $$ on compact manifolds of any dimension. It is defined as the push forward of the Dirichlet process (another random probability measure, well-known to exist on spaces of any dimension) under the {em conjugation map} ${\displaystyle }$Conj:mathcal{P}(M) omathcal{P}(M).${\displaystyle }$ This conjugation map is a continuous involution. It can be regarded as the canonical extension to higher dimensional spaces of a map between probability measures on 1-dimensional spaces characterized by the fact that the distribution functions of $mu$ and $Conj(mu)$ are inverse to each other. We also present an heuristic interpretation of the entropic measure as ${\displaystyle }$dmathbb{P}^�eta(mu)=frac{1}{Z}exp(-�etacdot {Ent} (mu|m))cdot dmathbb{P}^0(mu).${\displaystyle }$

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Cited in

(9)

• Superposition and mimicking theorems for conditional McKean-Vlasov equations
• scientific article; zbMATH DE number 3891242 (Why is no real title available?)
• A Rademacher-type theorem on \(L^2\)-Wasserstein spaces over closed Riemannian manifolds
• Dimensional entropy over sets and fibres
• Density of subalgebras of Lipschitz functions in metric Sobolev spaces and applications to Wasserstein Sobolev spaces
• The Dirichlet-Ferguson diffusion on the space of probability measures over a closed Riemannian manifold
• Synthetic theory of Ricci curvature bounds
• Entropy dimensions and a class of constructive examples
• Semiclassical limit of quantum dynamics with rough potentials and well-posedness of transport equations with measure initial data

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