Some Convexity Criteria for Differentiable Functions on the 2-Wasserstein Space

Abstract

We show that a differentiable function on the 2-Wasserstein space is geodesically convex if and only if it is also convex along a larger class of curves which we call `acceleration-free'. In particular, the set of acceleration-free curves includes all generalised geodesics. We also show that geodesic convexity can be characterised through first and second-order inequalities involving the Wasserstein gradient and the Wasserstein Hessian. Subsequently, such inequalities also characterise convexity along acceleration-free curves.

arXiv commentSubsection 1.5 added and reference list updated; 18 pages