Wasserstein geometry and Ricci curvature bounds for Poisson spaces

arXiv2303.00398MaRDI QIDQ6428038FDOQ6428038

Authors: Lorenzo Dello Schiavo, Ronan Herry, Kohei Suzuki 

Publication date: 1 March 2023

Abstract: Let $varUpsilon$ be the configuration space over a complete and separable metric base space, endowed with the Poisson measure $pi$. We study the geometry of $varUpsilon$ from the point of view of optimal transport and Ricci-lower bounds. To do so, we define a formal Riemannian structure on $mathscr{P}_1(varUpsilon)$, the space of probability measures over $varUpsilon$ with finite first moment, and we construct an extended distance $mathcalW$ on $mathscr{P}_1(varUpsilon)$. The distance $mathcalW$ corresponds, in our setting, to the Benamou--Brenier variational formulation of the Wasserstein distance. Our main technical tool is a non-local continuity equation defined via the difference operator on the Poisson space. We show that the closure of the domain of the relative entropy is a complete geodesic space, when endowed with $mathcalW$. We establish non-local infinite-dimensional analogues of results regarding the geometry of the Wasserstein space over a metric measure space with synthetic Ricci curvature bounded below. In particular, we obtain that: (a) the Ornstein--Uhlenbeck semi-group is the gradient flow of the relative entropy; (b) the Poisson space has a Ricci curvature, in the entropic sense, bounded below by $1$; (c) the distance $mathcalW$ satisfies an HWI inequality.

Mathematics Subject Classification ID

Optimal transportation (49Q22) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Analysis on metric spaces (30L99)

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