We study the geometry of Poisson point processes from the point of view of optimal transport and Ricci lower bounds. We construct a Riemannian structure on the space of point processes and the associated distance 1N that corresponds to the Benamou-Brenier variational formula. Our main tool is a non-local continuity equation formulated with the difference operator. The closure of the domain of the relative entropy is a complete geodesic space, when endowed with 1N. The geometry of this non-local infinite-dimensional space is analogous to that of spaces with positive Ricci curvature. Among others: (a) the Ornstein-Uhlenbeck semi-group is the gradient flow of the relative entropy; (b) the Poisson space has an entropic Ricci curvature bounded from below by 1; (c) 1N satisfies an HWI inequality.

Dello Schiavo, L., Herry, R., Suzuki, K. (2024). Wasserstein geometry and Ricci curvature bounds for Poisson spaces. JOURNAL DE L'ÉCOLE POLYTECHNIQUE. MATHÉMATIQUES, 11, 957-1010 [10.5802/jep.270].

Wasserstein geometry and Ricci curvature bounds for Poisson spaces

Dello Schiavo L.;
2024-01-01

Abstract

We study the geometry of Poisson point processes from the point of view of optimal transport and Ricci lower bounds. We construct a Riemannian structure on the space of point processes and the associated distance 1N that corresponds to the Benamou-Brenier variational formula. Our main tool is a non-local continuity equation formulated with the difference operator. The closure of the domain of the relative entropy is a complete geodesic space, when endowed with 1N. The geometry of this non-local infinite-dimensional space is analogous to that of spaces with positive Ricci curvature. Among others: (a) the Ornstein-Uhlenbeck semi-group is the gradient flow of the relative entropy; (b) the Poisson space has an entropic Ricci curvature bounded from below by 1; (c) 1N satisfies an HWI inequality.
2024
Pubblicato
Rilevanza internazionale
Articolo
Esperti anonimi
Settore MATH-03/B - Probabilità e statistica matematica
English
Con Impact Factor ISI
Poisson point process
optimal transportation
Wasserstein distance
gradient flows
Ricci curvature
Dello Schiavo, L., Herry, R., Suzuki, K. (2024). Wasserstein geometry and Ricci curvature bounds for Poisson spaces. JOURNAL DE L'ÉCOLE POLYTECHNIQUE. MATHÉMATIQUES, 11, 957-1010 [10.5802/jep.270].
Dello Schiavo, L; Herry, R; Suzuki, K
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2108/433283
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