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arXiv 1303.7255math.FAmath.PR
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Kantorovich距离为无穷远的过程的最优运输。独立性和对称性

Optimal transportation of processes with infinite Kantorovich distance. Independence and symmetry

Alexander V. Kolesnikov, Danila A. Zaev

摘要:

我们考虑$\mathbb{R}^{\infty}$上的概率测度,并研究了Kantorovich距离为无穷大时的最优运输映射.我们的例子包括:1)拟积测度,2)具有某些对称性质的测度,特别是可交换测度和平稳测度。在后一种情况下,我们表明,最优运输的存在性问题是密切相关的遍历性的目标措施。特别地,我们证明了某一类平稳Gibbs测度的对称最优运输的存在性。

英文摘要:

We consider probability measures on $\mathbb{R}^{\infty}$ and study optimal transportation mappings for the case of infinite Kantorovich distance. Our examples include 1) quasi-product measures, 2) measures with certain symmetric properties, in particular, exchangeable and stationary measures. We show in the latter case that existence problem for optimal transportation is closely related to ergodicity of the target measure. In particular, we prove existence of the symmetric optimal transportation for a certain class of stationary Gibbs measures.

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