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Let $\mu$ and $\nu$ be two probability measures with finite moments (in $\mathcal{P}_2(\mathbb{R})$) equipped with 2-Wasserstein distance. Let $F_\mu$, $F_\nu$ be their cumulative distribution functions respectively. Then it is well known that the optimal transport map from $\mu$ to $\nu$ is given by $T_\mu(x):=F^{-1}_\nu(F_\mu(x))$ provided $\mu$ is absolutely continuous w.r.t. Lebesgue measure. Consider the map $T^\sigma_\mu(x):=F^{-1}_{\nu_\sigma}(F_{\mu_\sigma}(x))$ where $\mu_\sigma:=\mu*N_\sigma$ and $N_\sigma$ is the normal distribution with zero mean and variance $\sigma^2$.

If $X$ has the law $\mu_\sigma$, then the law of $T^\sigma_\mu(X+N_\sigma)$ is $\nu_\sigma$ which implies that $$\int_{\mathbb{R}}|T^\sigma_\mu(x)|^2\mu_\sigma(dx)=\int_{\mathbb{R}}|y|^2\nu_\sigma(dy)$$

Let $z \in \mathbb{R}$, can we have some estimate on the term

$$\int_{\mathbb{R}}|T^\sigma_\mu(x+z)|^2\mu_\sigma(dx)?$$ I believe there should be some results at least for some small $z$ due to the stability of the map $T^\sigma_\mu$?

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    $\begingroup$ What kind of estimate would be enough for your purposes, including the dependence on $\sigma$? You probably will not get good stability for small $\sigma$. $\endgroup$ Commented Feb 18 at 20:52
  • $\begingroup$ Thank you so much for the comment. If it is possible, I would like to have the explicit dependence on $\mu$, $\sigma$, $\nu$ and $z$. The parameter $\sigma$ is something small. $\endgroup$
    – mnmn1993
    Commented Feb 18 at 21:28
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    $\begingroup$ Unfortunately, this does help much in answering your question, because the integral in question depends only on $\mu,\nu,\sigma,z$. $\endgroup$ Commented Feb 19 at 22:39
  • $\begingroup$ Is there any estimate on $z$ only? keeping $\mu$, $\nu$ and $\sigma$ fixed. $\endgroup$
    – mnmn1993
    Commented Feb 19 at 23:26
  • $\begingroup$ I don't see any essential difference in this. I think you should first find out what, quite specific, kind of estimate would do for you, and only then the question may become answerable. $\endgroup$ Commented Feb 20 at 2:15

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