arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1104.4223math.FAmath.PR
收藏

凹凸尺度函数的广义Orlicz空间和Wasserstein距离

Generalized Orlicz spaces and Wasserstein distances for convex-concave scale functions

Karl-Theodor Sturm

摘要:

给定一个严格递增的连续函数$\vartheta:\R_+\to\R_+$,基于代价泛函$\int_{X\times X}\vartheta(d(x,y))\,d q(x,y)$,定义了度量空间$(X,d)$上概率测度$μ,ν$之间的$L^\vartheta$-Wasserstein距离$W_\vartheta(μ,ν)$.函数$\vartheta$将被假设为允许表示$\vartheta=ϕ\circψ$作为凸函数$ϕ$和凹函数$ψ$的组合。除了凸函数和凹函数,这包括所有$\mathcal C^2$函数。对于这样的函数$\vartheta$,我们扩展了Orlicz空间的概念,定义了可测函数$f: X\to\R$的度量空间$L^\vartheta(X,m)$,使得例如,$$d_\vartheta(f,g)\le1\quad\Longleftrightarrow\quad \int_X\vartheta(|f(x)-g(x)|)\,dμ(x)\le1.$$

英文摘要:

Given a strictly increasing, continuous function $\vartheta:\R_+\to\R_+$, based on the cost functional $\int_{X\times X}\vartheta(d(x,y))\,d q(x,y)$, we define the $L^\vartheta$-Wasserstein distance $W_\vartheta(μ,ν)$ between probability measures $μ,ν$ on some metric space $(X,d)$. The function $\vartheta$ will be assumed to admit a representation $\vartheta=ϕ\circψ$ as a composition of a convex and a concave function $ϕ$ and $ψ$, resp. Besides convex functions and concave functions this includes all $\mathcal C^2$ functions. For such functions $\vartheta$ we extend the concept of Orlicz spaces, defining the metric space $L^\vartheta(X,m)$ of measurable functions $f: X\to\R$ such that, for instance, $$d_\vartheta(f,g)\le1\quad\Longleftrightarrow\quad \int_X\vartheta(|f(x)-g(x)|)\,dμ(x)\le1.$$

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑