Geometric mean flows and the Cartan barycenter on the Wasserstein space over positive definite matrices

被引:5
|
作者
Hiai, Fumio [1 ]
Lim, Yongdo [2 ]
机构
[1] Tohoku Univ, Hakusan 3-8-16-303, Abiko, Chiba 2701154, Japan
[2] Sungkyunkwan Univ, Dept Math, Suwon 440746, South Korea
基金
新加坡国家研究基金会;
关键词
Positive definite matrix; Probability measure; Riemannian trace metric; Cartan barycenter; Wasserstein distance; Lie-Trotter formula; INEQUALITIES;
D O I
10.1016/j.laa.2017.07.017
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We introduce a class of flows on the Wasserstein space of probability measures with finite first moment on the Cartan-Hadamard Riemannian manifold of positive definite matrices, and consider the problem of differentiability of the corresponding Cartan barycentric trajectory. As a consequence we have a version of Lie-Trotter formula and a related unitarily invariant norm inequality. Furthermore, a fixed point theorem related to the Karcher equation and the Cartan barycentric trajectory is also presented as an application. (C) 2017 Elsevier Inc. All rights reserved.
引用
收藏
页码:118 / 131
页数:14
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