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Lecture

Optimal Transport: Disintegration Theorem

In course

MATH-476: Optimal transport

The first part is devoted to Monge and Kantorovitch problems, discussing the existence and the properties of the optimal plan. The second part introduces the Wasserstein distance on measures and develops applications of optimal transport to PDEs, functiona ...

Description

This lecture covers the Disintegration Theorem in the context of Optimal Transport, discussing the concentration of measures, separable metric spaces, and the disintegration of functions. The theorem is presented with detailed derivations and specific cases.

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Instructors (2)

Maria Colombo

Xavier Fernandez-Real Girona

Official source

Ontological neighbourhood

Mathematics

Topology: General topology

Related concepts (32)

Separable space

In mathematics, a topological space is called separable if it contains a countable, dense subset; that is, there exists a sequence of elements of the space such that every nonempty open subset of the space contains at least one element of the sequence. Like the other axioms of countability, separability is a "limitation on size", not necessarily in terms of cardinality (though, in the presence of the Hausdorff axiom, this does turn out to be the case; see below) but in a more subtle topological sense.

Discrete space

In topology, a discrete space is a particularly simple example of a topological space or similar structure, one in which the points form a , meaning they are isolated from each other in a certain sense. The discrete topology is the finest topology that can be given on a set. Every subset is open in the discrete topology so that in particular, every singleton subset is an open set in the discrete topology.

Banach space

In mathematics, more specifically in functional analysis, a Banach space (pronounced ˈbanax) is a complete normed vector space. Thus, a Banach space is a vector space with a metric that allows the computation of vector length and distance between vectors and is complete in the sense that a Cauchy sequence of vectors always converges to a well-defined limit that is within the space. Banach spaces are named after the Polish mathematician Stefan Banach, who introduced this concept and studied it systematically in 1920–1922 along with Hans Hahn and Eduard Helly.

Complete metric space

In mathematical analysis, a metric space M is called complete (or a Cauchy space) if every Cauchy sequence of points in M has a limit that is also in M. Intuitively, a space is complete if there are no "points missing" from it (inside or at the boundary). For instance, the set of rational numbers is not complete, because e.g. is "missing" from it, even though one can construct a Cauchy sequence of rational numbers that converges to it (see further examples below).

Second-countable space

In topology, a second-countable space, also called a completely separable space, is a topological space whose topology has a countable base. More explicitly, a topological space is second-countable if there exists some countable collection of open subsets of such that any open subset of can be written as a union of elements of some subfamily of . A second-countable space is said to satisfy the second axiom of countability. Like other countability axioms, the property of being second-countable restricts the number of open sets that a space can have.

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