A Rademacher-type Theorem on $L^2$-Wasserstein Spaces over Closed Riemannian Manifolds

Abstract: Let $\mathbb P$ be any Borel probability measure on the $L^2$-Wasserstein space $(\mathscr{P}_2(M),W_2)$ over a closed Riemannian manifold $M$. We consider the Dirichlet form $\mathcal E$ induced by $\mathbb P$ and by the Wasserstein gradient on $\mathscr{P}_2(M)$. Under natural assumptions on $\mathbb P$, we show that $W_2$-Lipschitz functions on $\mathscr{P}_2(M)$ are contained in the Dirichlet space $\mathrm{dom}(\mathcal{E})$ and that $W_2$ is dominated by the intrinsic metric induced by $\mathcal E$. We illustrate our results by giving several detailed examples.