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## Соболевская регулярность для бесконечномерного уравнения Монжа-Ампера

Доклады Академии наук. 2012. Т. 44. № 2. С. 131-136.

Kolesnikov A., Богачев В. И.

Klartag B., Kolesnikov A., / Cornell University. Series math "arxiv.org". 2016.

According to a classical result of E.~Calabi any hyperbolic affine hypersphere endowed with its natural Hessian metric has a non-positive Ricci tensor. The affine hyperspheres can be described as the level sets of solutions to the ``hyperbolic" toric K\"ahler-Einstein equation $e^{\Phi} = \det D^2 \Phi$ on proper convex cones. We prove a generalization of this ...

Added: April 14, 2016

Kolesnikov A., Discrete and Continuous Dynamical Systems 2014 Vol. 34 No. 4 P. 1511-1532

We study the optimal transportation mapping VΦ: ℝd → ℝd pushing forward a probability measure μ = e -V dx onto another probability measure ν = e-W dx. Following a classical approach of E. Calabi we introduce the Riemannian metric g = D2 Φ on ℝd and study spectral properties of the metric-measure space M ...

Added: November 12, 2013

Kolesnikov A., Theory of Probability and Its Applications 2013 Vol. 57 No. 2 P. 243-264

We study Sobolev a priori estimates for the optimal transportation $T = \nabla \Phi$ between probability measures $\mu=e^{-V} \, dx$ and $\nu=e^{-W} \, dx$ on ${\bf R}^d$. Assuming uniform convexity of the potential $W$ we show that $\int \| D^2 \Phi\|^2_{HS} \, d\mu$, where $\|\cdot\|_{HS}$ is the Hilbert--Schmidt norm, is controlled by the Fisher information ...

Added: December 23, 2015

Kolesnikov A., Lysenko N. Y., / Cornell University. Series arXiv "math". 2015.

We study Monge-Kantorovich problem with one-dimensional marginals μ,ν and the cost function c=min{l1,…,ln} which equals to minimum of a finite number n of affine functions li satisfying certain non-degeneracy assumptions. We prove that the problem is equivalent to a finite-dimensional extremal problem. More precisely, it is shown that the solution is concentrated on the union of n products Ii×Ji, where {Ii}, {Ji} are partitions of the line into unions ...

Added: February 23, 2016

Kolesnikov A., Werner E., Caglar U., / Cornell University. Series arXiv "math". 2021.

We further develop the theory of f-divergences for log-concave functions and their related inequalities. We establish Pinsker inequalities, new affine invariant entropy inequalities and new inequalities on functional affine surface area The functional inequalities lead to new affine invariant inequalities for convex bodies. Equality characterizations in these inequalities are related to a Monge Amp`ere differential ...

Added: December 4, 2021

Kolesnikov A., Werner E., Advances in Mathematics 2022 Vol. 396 Article 108110

Motivated by the geodesic barycenter problem from optimal transportation theory, we prove a natural generalization of the Blaschke–Santaló inequality and the affine isoperimetric inequalities for many sets and many functions. We derive from it an entropy bound for the total Kantorovich cost appearing in the barycenter problem. We also establish a “pointwise Prékopa–Leindler inequality” and show a monotonicity property of the multimarginal Blaschke–Santaó functional. ...

Added: December 4, 2021

Kolesnikov A., Zaev D., / Cornell University. Series arXiv "math". 2015.

We study the Monge and Kantorovich transportation problems on R∞ within the class of exchangeable measures. With the help of the de Finetti decomposition theorem the problem is reduced to an unconstrained optimal transportation problem on the Hilbert space. We find sufficient conditions for convergence of finite-dimensional approximations to the Monge solution. The result holds, in particular, ...

Added: February 23, 2016

Kolesnikov A., Tikhonov S. Y., Calculus of Variations and Partial Differential Equations 2014 Vol. 49 No. 3-4 P. 1187-1197

Let \mu = e^{-V} \ dx be a probability measure and T = \nabla \Phi be the optimal transportation mapping pushing forward \mu onto a log-concave compactly supported measure \nu = e^{-W} \ dx. In this paper, we introduce a new approach to the regularity problem for the corresponding Monge--Amp{\`e}re equation e^{-V} = \det D^2 ...

Added: March 12, 2014

Smirnov E., Пенков И., Игнатьев М. В. et al., М. : ВИНИТИ РАН, 2018

Сборник трудов семинара по алгебре и геометрии Самарского государственного университета ...

Added: August 19, 2018

Gladkov N., Kolesnikov A., Zimin A., Journal of Mathematical Analysis and Applications 2022 Vol. 506 No. 2 Article 125666

The multistochastic Monge–Kantorovich problem on the product X=∏i=1nXi of n spaces is a generalization of the multimarginal Monge–Kantorovich problem. For a given integer number 1≤k<n we consider the minimization problem ∫cdπ→inf on the space of measures with fixed projections onto every Xi1×…×Xik for arbitrary set of k indices {i1,…,ik}⊂{1,…,n}. In this paper we study basic properties of the multistochastic problem, including well-posedness, existence of a dual solution, boundedness and continuity of a dual ...

Added: December 4, 2021

Zimin A., Gladkov N., / Cornell University. Series arXiv "math". 2018.

We construct an explicit solution for the multimarginal transportation problem on the unit cube [0,1]3 with the cost function xyz and one-dimensional uniform projections. We show that the primal problem is concentrated on a set with non-constant local dimension and admits many solutions, whereas the solution to the corresponding dual problem is unique (up to ...

Added: October 10, 2018

Kolesnikov A., Zimin A., Sandomirskiy F. et al., / Cornell University. Series Theoretical Economics "arxiv.org". 2022. No. 2203.06837.

We consider the problem of revenue-maximizing Bayesian auction design with several i.i.d. bidders and several items. We show that the auction-design problem can be reduced to the problem of continuous optimal transportation introduced by Beckmann. We establish the strong duality between the two problems and demonstrate the existence of solutions. We then develop a new ...

Added: April 10, 2022

Caglar U., Kolesnikov A., Werner E., Indiana University Mathematics Journal 2022 Vol. 71 No. 6 P. 2309-2333

In this paper we further develop the theory of f-divergences for log-concave functions and their related inequalities. We establish Pinsker inequalities and new affine invariant entropy inequalities. We obtain new inequalities on functional affine surface area and lower and upper bounds for the Kullback-Leibler divergence in terms of functional affine surface area. The functional inequalities ...

Added: June 23, 2023

Kolesnikov A., Bulletin des Sciences Mathematiques 2014 Vol. 138 No. 2 P. 165-198

Given two probability measures μ and ν we consider a mass transportation mapping T satisfying 1) T sends μ to ν , 2) T has the form T=ϕ∇ϕ|∇ϕ| , where ϕ is a function with convex sublevel sets. We prove a change of variables formula for T . We also establish Sobolev estimates for ϕ ...

Added: February 24, 2016

Bogachev V., Providence : American Mathematical Society, 1998

This book presents a systematic exposition of the modern theory of Gaussian measures. The basic properties of finite and infinite dimensional Gaussian distributions, including their linear and nonlinear transformations, are discussed. The book is intended for graduate students and researchers in probability theory, mathematical statistics, functional analysis, and mathematical physics. It contains a lot of ...

Added: March 10, 2014

Gladkov N., Kolesnikov A., Zimin A., / Cornell University. Series arXiv "math". 2018.

The multistochastic (n,k)-Monge--Kantorovich problem on a product space ∏ni=1Xi is an extension of the classical Monge--Kantorovich problem. This problem is considered on the space of measures with fixed projections onto Xi1×…×Xik for all k-tuples {i1,…,ik}⊂{1,…,n} for a given 1≤k<n. In our paper we study well-posedness of the primal and the corresponding dual problem. Our central result describes a solution π to the following important model case: n=3,k=2,Xi=[0,1], ...

Added: July 31, 2018

Kolesnikov A., Klartag B., / Cornell University. Series math "arxiv.org". 2013. No. 1402.2636.

We investigate the Brenier map \nabla \Phi between the uniform measures on two convex domains in \mathbb{R}^n or more generally, between two log-concave probability measures on \mathbb{R}^n. We show that the eigenvalues of the Hessian matrix D^2 \Phi exhibit remarkable concentration properties on a multiplicative scale, regardless of the choice of the two measures or ...

Added: March 12, 2014

Kolesnikov A., / Cornell University. Series math "arxiv.org". 2012. No. 1201.2342.

We study the optimal transportation mapping $\nabla \Phi : \mathbb{R}^d \mapsto \mathbb{R}^d$ pushing forward a probability measure $\mu = e^{-V} \ dx$ onto another probability measure $\nu = e^{-W} \ dx$. Following a classical approach of E. Calabi we introduce the Riemannian metric $g = D^2 \Phi$ on $\mathbb{R}^d$ and study spectral properties of the ...

Added: March 28, 2013

Vladimir Lebedev, / Cornell University. Series math "arxiv.org". 2015. No. 1508.07167.

The well-known Bohr--Pal theorem asserts that for every continuous real-valued function f on the circle T there exists a change of variable, i.e., a homeomorphism h of T onto itself, such that the Fourier series of the superposition f o h converges uniformly. Subsequent improvements of this result imply that actually there exists a homeomorphism ...

Added: September 3, 2015

Vladimir Lebedev, Studia Mathematica 2015 Vol. 231 No. 1 P. 73-81

The well-known Bohr--Pal theorem
asserts that for every continuous real-valued function f on
the circle T there exists a change of variable, i.e.,
a homeomorphism h of T onto itself, such that the
Fourier series of the superposition foh converges
uniformly. Subsequent improvements of this result imply that
actually there exists a homeomorphism that brings f into the
Sobolev space W_2^{1/2}(T). This ...

Added: February 16, 2016

Kosov E., Arutyunyan L., Bernoulli: a journal of mathematical statistics and probability 2018 Vol. 24 No. 3 P. 2043-2063

The article is divided into two parts. In the first part, we study the deviation of a polynomial from its mathematical expectation. This deviation can be estimated from above by Carbery–Wright inequality, so we investigate estimates of the deviation from below. We obtain such type estimates in two different cases: for Gaussian measures and a ...

Added: February 2, 2018

Zaev D., / Cornell University. Series math "arxiv.org". 2014.

We consider the modified Monge-Kantorovich problem with additional restriction: admissible transport plans must vanish on some fixed functional subspace. Different choice of the subspace leads to different additional properties optimal plans need to satisfy. Our main results are quite general and include several important examples. In particular, they include Monge-Kantorovich problems in the classes of ...

Added: May 14, 2014

Bogachev V., Калинин А. Н., Доклады Российской академии наук. Математика, информатика, процессы управления (ранее - Доклады Академии Наук. Математика) 2015 Т. 463 № 4 С. 383-386

Установлены точные условия равенства минимумов в задачах Монжа и Канторовича ...

Added: November 15, 2017

Bogachev V., Kolesnikov A., Теория вероятностей и ее применения 2005 № 50(1) С. 27-51

Показано, что для заданных равномерно выпуклой меры μ на R∞, эквивалентной своему сдвигу на вектор (1,0,0,...), и вероятностной меры ν, абсолютно непрерывной относительно μ, найдется борелевское отображение Т = пространства R∞, переводящее меру μ в v и имеющее вид Т(х) = х + F(x), где F принимает значения в l2. Более того, если мера μ ...

Added: March 23, 2011