Wasserstein Distance, Fourier Series and Applications

Abstract

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 for continuous $f:\mathbb{T} \rightarrow \mathbb{R}_{}$ with mean value 0 $$ (\mbox{number of roots of}~f) \cdot \left( \sum_{k=1}^{\infty}{ \frac{ |\hat{f}(k)|^2}{k^2}}\right)^{\frac{1}{2}} \gtrsim \frac{\|f\|^{2}_{L^1(\mathbb{T})}}{\|f\|_{L^{\infty}(\mathbb{T})}}.$$ Moreover, we show that for a Laplacian eigenfunction $-\Delta_g \phi_{\lambda} = \lambda \phi_{\lambda}$ on a compact Riemannian manifold $W_p\left(\max\left\{\phi_{\lambda}, 0\right\}dx, \max\left\{-\phi_{\lambda}, 0\right\} dx\right) \lesssim_p \sqrt{\log{\lambda}/\lambda} \|\phi_{\lambda}\|_{L^1}^{1/p}$ which is at most a factor $\sqrt{\log{\lambda}}$ away from sharp. Several other problems are discussed.