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 inJournal of functional analysis Vol. 289; no. 4; p. 110974
Main Authors Erbar, Matthias, Huesmann, Martin, Jalowy, Jonas, Müller, Bastian
Format Journal Article
LanguageEnglish
Published Elsevier Inc 15.08.2025
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ISSN0022-1236
DOI10.1016/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.
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
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  givenname: Matthias
  surname: Erbar
  fullname: Erbar, Matthias
  email: erbar@math.uni-bielefeld.de
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  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
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  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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Snippet 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...
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StartPage 110974
SubjectTerms Gradient flow
Specific relative entropy
Stationary point processes
Wasserstein distance
Title Optimal transport of stationary point processes: Metric structure, gradient flow and convexity of the specific entropy
URI https://dx.doi.org/10.1016/j.jfa.2025.110974
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