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Zapiski Nauchnykh Seminarov POMI, 2015, Volume 437, Pages 100–130
(Mi znsl6175)
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This article is cited in 4 scientific papers (total in 4 papers)
On ergodic decompositions related to the Kantorovich problem
D. A. Zaev Department of Mathematics, National Research University "Higher School of Economics", Moscow, Russia
Abstract:
Let $X$ be a Polish space, $\mathcal P(X)$ be the set of Borel probability measures on $X$, and $T\colon X\to X$ be a homeomorphism. We prove that for the simplex $\mathrm{Dom}\subseteq\mathcal P(X)$ of all $T$-invariant measures, the Kantorovich metric on $\mathrm{Dom}$ can be reconstructed from its values on the set of extreme points. This fact is closely related to the following result: the invariant optimal transportation plan is a mixture of invariant optimal transportation plans between extreme points of the simplex. The latter result can be generalized to the case of the Kantorovich problem with additional linear constraints and the class of ergodic decomposable simplices.
Key words and phrases:
Kantorovich problem, ergodic decomposition, Markov kernel.
Received: 29.09.2015
Citation:
D. A. Zaev, “On ergodic decompositions related to the Kantorovich problem”, Representation theory, dynamical systems, combinatorial and algoritmic methods. Part XXVI. Representation theory, dynamical systems, combinatorial methods, Zap. Nauchn. Sem. POMI, 437, POMI, St. Petersburg, 2015, 100–130; J. Math. Sci. (N. Y.), 216:1 (2016), 65–83
Linking options:
https://www.mathnet.ru/eng/znsl6175 https://www.mathnet.ru/eng/znsl/v437/p100
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