# Simulations of Wasserstein Eigendistances

## Wasserstein Eigendistances

Wasserstein eigendistances are intrinsic distances of a Markov chain. Here I considered simple random walks on various finite graphs. The distance between two vertices is a measure for how easy it is for the random walk to distinguish the two vertices.

## Simulations

The simulations show convergence to Wasserstein eigendistances starting from the trivial distance, where any two distinct nodes have distance 1. That is, we consider the map $$W(\rho)(x,y) = \inf_{\pi_{xy}}\int \rho \;d\pi,$$ where $$\pi_{xy}$$ is a coupling of $$P_x$$ and $$P_y$$, the transition kernel of the random walk when starting in $$x$$ or $$y$$. Then we let $$\rho_0(x,y)=\delta_x(y)$$ and $$\rho_{n+1}=\frac{W(\rho_n)}{\sup_{x,y}W(\rho_n)(x,y)}$$. The numerical solutions are then embedded in the plane so that distances across an edge $$xy$$ are close to $$\rho_n(x,y)$$. The number of iterations increases in each time step to better illustrate the convergence.