Optimal transport between random measures

DOI10.1214/14-AIHP634MaRDI QIDQ5963216zbMATH OpenFDO

Authors Martin Huesmann

Publication date 4 March 2016

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1206.3672

zbMATH Keywords

tessellationoptimal transportmatchingallocationamenablerandom measureequivarianceMonge solution

Mathematics Subject Classification ID

Variational problems in a geometric measure-theoretic setting (49Q20) Geometric probability and stochastic geometry (60D05) Means on groups, semigroups, etc.; amenable groups (43A07) Random convex sets and integral geometry (aspects of convex geometry) (52A22)

Abstract: We study couplings $$ of two equivariant random measures $$ and $$ on a Riemannian manifold $(M,d,m)$. Given a cost function we ask for minimizers of the mean transportation cost per volume. In case the minimal/optimal cost is finite and $lambd{a}^{o}megallm$ we prove that there is a unique equivariant coupling minimizing the mean transportation cost per volume. Moreover, the optimal coupling is induced by a transportation map, $$ We show that the optimal transportation map can be approximated by solutions to classical optimal transportation problems on bounded regions. In case of $L^p-$cost the optimal transportation cost per volume defines a metric on the space of equivariant random measure with unit intensity.

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