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Optimal transport between random measures

Published 16 Jun 2012 in math.PR | (1206.3672v1)

Abstract: We study couplings $q\bullet$ of two equivariant random measures $\lambda\bullet$ and $\mu\bullet$ on a Riemannian manifold $(M,d,m)$. Given a cost function we ask for minimizers of the mean transportation cost per volume. In case the minimal/optimal cost is finite and $\lambda\omega\ll m$ we prove that there is a unique equivariant coupling minimizing the mean transportation cost per volume. Moreover, the optimal coupling is induced by a transportation map, $q\bullet=(id,T)_*\lambda\bullet.$ We show that the optimal transportation map can be approximated by solutions to classical optimal transportation problems on bounded regions. In case of $Lp-$cost the optimal transportation cost per volume defines a metric on the space of equivariant random measure with unit intensity.

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