Optimal transport between random measures

Abstract

We study couplings $q^\bullet$ of two equivariant random measures $λ^\bullet$ and $μ^\bullet$ on a Riemannian manifold $(M,d,m)$. Given a cost function we ask for minimizers of the mean transportation cost per volume. In case the minimal/optimal cost is finite and $λ^ω\ll m$ we prove that there is a unique equivariant coupling minimizing the mean transportation cost per volume. Moreover, the optimal coupling is induced by a transportation map, $q^\bullet=(id,T)_*λ^\bullet.$ We show that the optimal transportation map can be approximated by solutions to classical optimal transportation problems on bounded regions. In case of $L^p-$cost the optimal transportation cost per volume defines a metric on the space of equivariant random measure with unit intensity.

35 pages, 5 figures