Lazy random walks and optimal transport on graphs

Citation
Léonard, Christian, Lazy random walks and optimal transport on graphs, Annals of probability , 44(3), 2016, pp. 1864-1915
Journal title
ISSN journal
00911798
Volume
44
Issue
3
Year of publication
2016
Pages
1864 - 1915
Database
ACNP
SICI code
Abstract
This paper is about the construction of displacement interpolations of probability distributions on a discrete metric graph. Our approach is based on the approximation of any optimal transport problem whose cost function is a distance on a discrete graph by a sequence of entropy minimization problems under marginal constraints, called Schrödinger problems, which are associated with random walks. Displacement interpolations are defined as the limit of the time-marginal flows of the solutions to the Schrödinger problems as the jump frequencies of the random walks tend down to zero. The main convergence results are based on . -convergence of entropy minimization problems. As a by-product, we obtain new results about optimal transport on graphs.