文摘
Given two smooth and positive densities ρ0,ρ1 on two compact convex sets K0,K1, respectively, we consider the question whether the support of the measure ρt obtained as the geodesic interpolant of ρ0 and ρ1 in the Wasserstein space W2(Rd) is necessarily convex or not. We prove that this is not the case, even when ρ0 and ρ1 are uniform measures.