Optimal transport of stationary point processes: Metric structure, gradient flow and convexity of the specific entropy
We develop a theory of optimal transport for stationary random measures with a focus on stationary point processes and construct a family of distances on the set of stationary random measures. These induce a natural notion of interpolation between two stationary random measures along a shortest curv...
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Published in | Journal of functional analysis Vol. 289; no. 4; p. 110974 |
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Main Authors | , , , |
Format | Journal Article |
Language | English |
Published |
Elsevier Inc
15.08.2025
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Online Access | Get full text |
ISSN | 0022-1236 |
DOI | 10.1016/j.jfa.2025.110974 |
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Abstract | We develop a theory of optimal transport for stationary random measures with a focus on stationary point processes and construct a family of distances on the set of stationary random measures. These induce a natural notion of interpolation between two stationary random measures along a shortest curve connecting them. In the setting of stationary point processes we leverage this transport distance to give a geometric interpretation for the evolution of infinite particle systems with stationary distribution. Namely, we characterise the evolution of infinitely many Brownian motions as the gradient flow of the specific relative entropy w.r.t. the Poisson point process. Further, we establish displacement convexity of the specific relative entropy along optimal interpolations of point processes and establish a stationary analogue of the HWI inequality, relating specific entropy, transport distance, and a specific relative Fisher information. |
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AbstractList | We develop a theory of optimal transport for stationary random measures with a focus on stationary point processes and construct a family of distances on the set of stationary random measures. These induce a natural notion of interpolation between two stationary random measures along a shortest curve connecting them. In the setting of stationary point processes we leverage this transport distance to give a geometric interpretation for the evolution of infinite particle systems with stationary distribution. Namely, we characterise the evolution of infinitely many Brownian motions as the gradient flow of the specific relative entropy w.r.t. the Poisson point process. Further, we establish displacement convexity of the specific relative entropy along optimal interpolations of point processes and establish a stationary analogue of the HWI inequality, relating specific entropy, transport distance, and a specific relative Fisher information. |
ArticleNumber | 110974 |
Author | Erbar, Matthias Müller, Bastian Huesmann, Martin Jalowy, Jonas |
Author_xml | – sequence: 1 givenname: Matthias surname: Erbar fullname: Erbar, Matthias email: erbar@math.uni-bielefeld.de organization: Faculty of Mathematics, University of Bielefeld, Universitätsstrasse 25, 33615 Bielefeld, Germany – sequence: 2 givenname: Martin surname: Huesmann fullname: Huesmann, Martin email: martin.huesmann@uni-muenster.de organization: Institute for Mathematical Stochastics, University of Münster, Orléans-Ring 10, 48149 Münster, Germany – sequence: 3 givenname: Jonas orcidid: 0000-0001-9624-2685 surname: Jalowy fullname: Jalowy, Jonas email: jjalowy@math.upb.de organization: Institute of Mathematics, Paderborn University, Warburger Str. 100, 33098 Paderborn, Germany – sequence: 4 givenname: Bastian surname: Müller fullname: Müller, Bastian email: bastian.mueller@uni-muenster.de organization: Institute for Mathematical Stochastics, University of Münster, Orléans-Ring 10, 48149 Münster, Germany |
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Keywords | Specific relative entropy Wasserstein distance Gradient flow Stationary point processes |
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