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Wasserstein distance, Fourier series and applications. (English) Zbl 1457.60005

Summary: We study the Wasserstein metric \(W_p\), a notion of distance between two probability distributions, from the perspective of Fourier Analysis and discuss applications. In particular, we bound the Earth Mover Distance \(W_1\) between the distribution of quadratic residues in a finite field \(\mathbb{F}_p\) and uniform distribution by \(\lesssim p^{-1/2}\) (the Polya-Vinogradov inequality implies \(\lesssim p^{-1/2} \log{p})\). We also show that for continuous \(f : \mathbb{T} \rightarrow \mathbb{R}\) with mean value 0 \[ (\text{number of roots of } f) \cdot \left(\sum\limits_{k=1}^{\infty} \frac{|\widehat{f}(k)|^2}{k^2}\right)^{\frac{1}{2}} \gtrsim \frac{\Vert f\Vert^2_{L^1(\mathbb{T})}}{\Vert f\Vert_{L^\infty(\mathbb{T})}}. \] Moreover, we show that for a Laplacian eigenfunction \(-\Delta_g \phi_{\lambda} = \lambda \phi_{\lambda}\) on a compact Riemannian manifold \(W_p (\max \{\phi_\lambda, 0\} dx, \max \{-\phi_{\lambda}, 0\} dx) \lesssim_p \sqrt{\log\lambda/\lambda} \Vert\phi_\lambda\Vert_{L^1}^{1/p}\), which is at most a factor \(\sqrt{\log\lambda}\) away from sharp. Several other problems are discussed.

MSC:

60B10 Convergence of probability measures
42A05 Trigonometric polynomials, inequalities, extremal problems
42A16 Fourier coefficients, Fourier series of functions with special properties, special Fourier series
11L03 Trigonometric and exponential sums (general theory)
35B05 Oscillation, zeros of solutions, mean value theorems, etc. in context of PDEs
49Q20 Variational problems in a geometric measure-theoretic setting
11K38 Irregularities of distribution, discrepancy
60E05 Probability distributions: general theory

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