平稳随机测度间传输距离的Benamou-Brenier公式

IF 1.1 2区数学 Q3 STATISTICS & PROBABILITY

Stochastic Processes and their Applications Pub Date : 2025-03-20 DOI:10.1016/j.spa.2025.104633

Martin Huesmann, Bastian Müller

引用次数: 0

摘要

我们为Erbar等人（2024）最近引入的平稳随机测度之间的Kantorovich-Wasserstein扩展度量Wp导出了Benamou-Brenier型动态公式。关键步骤是使用Palm概率对扩展度量Wp进行重新表述。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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

We derive a Benamou–Brenier type dynamical formulation for the Kantorovich–Wasserstein extended metric

W_{p}

between stationary random measures recently introduced in Erbar et al., (2024). A key step is a reformulation of the extended metric

W_{p}

using Palm probabilities.

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来源期刊

Stochastic Processes and their Applications 数学-统计学与概率论

CiteScore

2.90

自引率

7.10%

发文量

180

审稿时长

23.6 weeks

期刊介绍： Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests. Characterization, structural properties, inference and control of stochastic processes are covered. The journal is exacting and scholarly in its standards. Every effort is made to promote innovation, vitality, and communication between disciplines. All papers are refereed.