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On the Wasserstein Distance between Classical Sequences and the Lebesgue Measure

Published 19 Sep 2019 in math.CA, cs.NA, math.FA, math.NA, and math.NT | (1909.09046v3)

Abstract: We discuss the classical problem of measuring the regularity of distribution of sets of $N$ points in $\mathbb{T}d$. A recent line of investigation is to study the cost ($=$ mass $\times$ distance) necessary to move Dirac measures placed in these points to the uniform distribution. We show that Kronecker sequences satisfy optimal transport distance in $d \geq 3$ dimensions. This shows that for differentiable $f: \mathbb{T}d \rightarrow \mathbb{R}$ and badly approximable vectors $\alpha \in \mathbb{R}d$, we have $$ \ | \int_{\mathbb{T}d} f(x) dx - \frac{1}{N} \sum_{k=1}{N} f(k \alpha) \ | \leq c_{\alpha} \frac{ | \nabla f|{(d-1)/d}_{L{\infty}}| \nabla f|{1/d}_{L{2}} }{N{1/d}}.$$ We note that the result is uniformly true for a sequence instead of a set. Simultaneously, it refines the classical integration error for Lipschitz functions, $| \nabla f|_{L{\infty}} N{-1/d}$. We obtain a similar improvement for numerical integration with respect to the regular grid. The main ingredient is an estimate involving Fourier coefficients of a measure; this allows for existing estimates to be conviently `recycled'. We present several open problems.

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