A Benamou-Brenier formula for transport distances between stationary random measures

M Huesmann, B Müller - arXiv preprint arXiv:2402.04842, 2024 - arxiv.org
M Huesmann, B Müller
arXiv preprint arXiv:2402.04842, 2024arxiv.org
arXiv:2402.04842v1 [math.PR] 7 Feb 2024 Page 1 arXiv:2402.04842v1 [math.PR] 7 Feb 2024
A BENAMOU-BRENIER FORMULA FOR TRANSPORT DISTANCES BETWEEN STATIONARY
RANDOM MEASURES MARTIN HUESMANN AND BASTIAN MÜLLER Abstract. We derive a
Benamou-Brenier type dynamical formulation for the Wasserstein metric Wp between
stationary random measures recently introduced in [EHJM23]. A key step is a reformulation of
the metric Wp using Palm probabilities. 1. Introduction Let µ0,µ1 ∈ Pp(Rd) be two probability …
We derive a Benamou-Brenier type dynamical formulation for the Wasserstein metric between stationary random measures recently introduced in [EHJM23]. A key step is a reformulation of the metric using Palm probabilities.
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