Analysis and Probability Seminar: Titkos Tamás
Wednesday 27 March 2019, 3:15pm to 4:15pm
Venue
A54 Lecture Theatre, PSCOpen to
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Isometric study of Wasserstein spaces -- an overview
There is a long history and vast literature of surjective distance preserving maps (i.e. isometries) on different kind of metric spaces. The starting point of our work is Molnar's paper [1] in which he characterized Levy isometries of the space of all cumulative distribution functions of one-dimensional random variables. As a generalization, with Gy.P. Geher, we gave a complete description of the structure of Levy-Prokhorov isometries on the space of all Borel probability measures on an arbitrary separable real Banach space [2]. Maybe the most intensively studied metric nowadays (when speaking about spaces of Borel probability measures) is the p-Wasserstein metric. Kloeckner and Bertrand wrote a whole sequence of papers about isometric properties of p-Wasserstein spaces when p=2 (see e.g. [3] and [4] and the references therein).
In this talk I will survey first some of the earlier results in the subject, and then I will present some new results on isometric embeddings (i.e., not necessarily surjective distance preserving maps) of p-Wasserstein spaces.
The talk is based on a joint work with Gy. P. Geher (University of Reading) and Daniel Virosztek (IST Austria).
[1] L. Molnar, Levy isometries of the space of probability distribution functions, Journal of Mathematical Analysis and Applications 380(2) 847-852.
[2] Gy. P. Geher and T. Titkos, A characterisation of isometries with respect to the Levy-Prokhorov metric, Annali della Scuola Normale Superiore di Pisa - Classe di Scienze, (in press) DOI: 10.2422/2036-2145.201702_011
[3] B. Kloeckner, A geometric study of Wasserstein spaces: Euclidean spaces, Annali della Scuola Normale Superiore di Pisa - Classe di Scienze, Série 5, Tome 9 (2010) no. 2, 297-323.
[4] J. Bertrand and B. Kloeckner, A Geometric Study of Wasserstein Spaces: Isometric Rigidity in Negative Curvature. International Mathematics Research Notices 2016:5, 1368-1386.
Speaker
Titkos Tamás
Alfred Renyi Institute of Mathematics
Contact Details
Name | Dirk Zeindler |
Telephone number |
+44 1524 593644 |