$W_{1,+}$-interpolation of probability measures on graphs

Erwan Hillion (1)

1 I2M - Institut de Mathématiques de Marseille

We generalize an equation introduced by Benamou and Brenier in [BB00] and characterizing Wasserstein Wp-geodesics for p > 1, from the continuous setting of probability distributions on a Riemannian manifold to the discrete setting of probability distributions on a general graph. Given an initial and a final distributions (f0(x))x∈G, (f1(x))x∈G, we prove the existence of a curve (ft(k)) t∈[0,1],k∈Z satisfying this Benamou-Brenier equation. We also show that such a curve can be described as a mixture of binomial distributions with respect to a coupling that is solution of a certain optimization problem.

Domaines: Probabilités [math.PR]

Erwan Hillion. $W_{1,+}$-interpolation of probability measures on graphs. 2016. ⟨hal-01286177⟩