The space of Gaussian measures on a Euclidean space is geodesically convex in the L 2 -Wasserstein space. This space is a finite dimensional manifold since Gaussian measures are parameterized by means and covariance matrices. By restricting to the space of Gaussian measures inside the L 2 -Wasserstein space, we manage to provide detailed descriptions of the L 2 -Wasserstein geometry from a Riemannian geometric viewpoint. We first construct a Riemannian metric which induces the L 2 -Wasserstein distance. Then we obtain a formula for the sectional curvatures of the space of Gaussian measures, which is written out in terms of the eigenvalues of the covariance matrix. 0 is a geodesically convex subspace of P ac 2 (R d ). When we consider the L 2 -Wasserstein geometry on N d , it suffices to consider the geometry on covariance matrix variations. We use N d 0 for the set of all Gaussian measures with mean 0. We denote by N (V ) the Gaussian measure with mean 0, and covariance matrix V .
We investigate the m-relative entropy, which stems from the Bregman divergence, on weighted Riemannian and Finsler manifolds. We prove that the displacement K-convexity of the m-relative entropy is equivalent to the combination of the nonnegativity of the weighted Ricci curvature and the K-convexity of the weight function. We use this to show appropriate variants of the Talagrand, HWI and the logarithmic Sobolev inequalities, as well as the concentration of measures. We also prove that the gradient flow of the m-relative entropy produces a solution to the porous medium equation or the fast diffusion equation.
In 1976 Brascamp and Lieb proved that the heat flow preserves logconcavity. In this paper, introducing a variation of concavity, we show that it preserves in fact a stronger property than logconcavity and we identify the strongest concavity preserved by the heat flow.
We study the porous medium equation with emphasis on q-Gaussian measures, which are generalizations of Gaussian measures by using power-law distribution. On the space of q-Gaussian measures, the porous medium equation is reduced to an ordinary differential equation for covariance matrix. We introduce a set of inequalities among functionals which gauge the difference between pairs of probability measures and are useful in the analysis of the porous medium equation. We show that any q-Gaussian measure provides a nontrivial pair attaining equality in these inequalities.
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