Entropic selection for optimal transport on the line with distance cost

TL;DR

This paper investigates the behavior of entropic optimal transport on the real line as regularization vanishes, proposing a candidate limit and analyzing convergence and structural properties in various marginal scenarios.

Contribution

It introduces a natural candidate for the limit of entropic minimizers on the line, proves convergence under mutual singularity, and characterizes limit points via weak multiplicativity.

Findings

Established convergence of entropic minimizers for mutually singular marginals.

Proposed a new candidate for the limiting object in the general case.

Proved structural properties of limit points for arbitrary marginals.

Abstract

We study the small-regularisation limit of the entropic optimal transport problem on the line with distance cost. While convergence of entropic minimizers is well understood in the discrete setting and in the case where the cost is continuous and there is a unique optimal transport plan, the question of existence and characterization outside these settings remains largely open. We propose a natural candidate for the limiting object and establish its convergence under mutual singularity of the marginals. For arbitrary marginals, we moreover prove that every limit point of entropic minimizers obeys a structural condition known as weak multiplicativity. The construction of our candidate relies on a decomposition theorem for optimal transport plan that we believe is of independent interest. This article complements the previous work of Di Marino and Louet.