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First and second moments for self-similar couplings and Wasserstein distances

机译:自相似耦合和Wasserstein距离的第一和第二矩

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We study aspects of the Wasserstein distance in the context of self-similar measures. Computing this distance between two measures involves minimising certain moment integrals over the space of couplings, which are measures on the product space with the original measures as prescribed marginals. We focus our attention on self-similar measures associated to equicontractive iterated function systems consisting of two maps on the unit interval and satisfying the open set condition. We are particularly interested in understanding the restricted family of self-similar couplings and our main achievement is the explicit computation of the 1st and 2nd moment integrals for such couplings. We show that this family is enough to yield an explicit formula for the 1st Wasserstein distance and provide non-trivial upper and lower bounds for the 2nd Wasserstein distance for these self-similar measures. (C) 2015 WILEY-VCH Verlag GmbH & Co. KGaA, Weinhetm
机译:我们在自相似测度的背景下研究Wasserstein距离的各个方面。计算两个量度之间的距离包括使联轴器空间上的某些矩积分最小化,这是对产品空间的量度,原始量度为规定的边际。我们将注意力集中在与等收缩迭代函数系统相关的自相似度量上,该系统由单位间隔上的两个映射组成并满足开放集合条件。我们对了解自相似耦合的受限族特别感兴趣,并且我们的主要成就是对此类耦合的第一和第二矩积分的显式计算。我们证明,这个族足以产生第一个Wasserstein距离的显式公式,并为这些自相似度量提供第二个Wasserstein距离的平凡上界和下界。 (C)2015 WILEY-VCH Verlag GmbH&Co.KGaA,Weinhetm

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