Optimal transport for stationary point processes


Description Phase 2

The goal of this project is to develop a counterpart to the rich theory of optimal transport between probability measures in the setting of stationary random measure with a particular focus on stationary point processes, i.e. stationary discrete infinite measures. First we aim at constructing geodesic distances on the space of stationary point processes that will induce natural notions of interpolation between point processes by shortest curves. This structure will provide the basis for subsequent goals of the project. On the one hand we will investigate convexity properties of functionals of point processes along interpolations in order to develop a systematic approach to derive functional inequalities for point processes. On the other hand, we want to leverage the distance on stationary point processes to analyse the dynamics of infinite interacting particle systems viewing them as gradient flows in the newly developed geometry. Finally, we aim at applying the developed techniques to concrete challenging point process models of interest.

Description Phase 1

Optimal transport by now has found manifold applications in various areas of mathematics, in particular it has turned into a powerful tool in the analysis of stochastic processes, particle dynamics, and the associated evolution equations, mostly however in a finite-dimensional setting. The goal of this project is to develop a counterpart to this theory in the framework of stationary point processes or more general random (infinite) measures and to employ these novel tools e.g. in the analysis of infinite particle dynamics or to attack questions for particular point process models of interest.

Preprints/Publications

Martin Huesmann, Bastian Müller: A Benamou-Brenier formula for transport distances between stationary random measures (02/2024)

Brian C. Hall, Ching-Wei Ho, Jonas Jalowy, Zakhar Kabluchko: Zeros of random polynomials undergoing the heat flow (08/2023)

Jonas Jalowy, Zakhar Kabluchko, Matthias Löwe, Alexander Marynych: When does the chaos in the Curie-Weiss model stop to propagate? (07/2023)

Matthias Erbar, Martin Huesmann, Jonas Jalowy, Bastian Müller: Optimal transport of stationary point processes: Metric structure, gradient flow and convexity of the specific entropy (04/2023)

Brian Hall, Ching-Wei Ho, Jonas Jalowy, Zakhar Kabluchko: The heat flow, GAF, and SL(2;R) (04/2023)

Martin Huesmann, Bastian Müller: Transportation of random measures not charging small sets (03/2023)

Jonas Jalowy: The Wasserstein distance to the Circular Law (11/2021)

Members

  • member's portrait

    Prof. Dr. Matthias Erbar

    Universität Bielefeld
    Principal Investigator
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    Prof. Dr. Martin Huesmann

    Universität Münster
    Principal Investigator
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    Dr. Jonas Jalowy

    Universität Münster
    Associated Scientist
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    M. Sc. Bastian Müller

    Universität Münster
    Associated Scientist
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    M. Sc. Hanna Stange

    Universität Münster
    Associated Scientist

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