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## Exchangeable optimal transportation and log-concavity

math.
arXiv.
Cornell University
,
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, under certain analytical assumptions involving log-concavity of the target measure. As a by-product we obtain the following result: any uniformly log-concave exchangeable sequence of random variables is i.i.d.

Keywords: Monge-Kantorovich problemзадача Монжа-Канторовичалогарифмически вогнутые меры log-concave measuresde Finetti theoremтеорема де Финетти

Publication based on the results of:

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

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

An explicit solution for a multimarginal mass transportation problem / 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

Pinsker inequalities and related Monge-Amp`ere equations for log-concave functions / 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

Remarks on mass transportation minimizing expectation of a minimum of affine functions / 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

Theory of Stochastic Processes 2015 Vol. 20(36) No. 2 P. 54-62

We study the Monge and Kantorovich transportation problems on R∞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 a Hilbert space. We find sufficient conditions for convergence of finite-dimensional approximations to the Monge solution. The result holds, in particular, ...

Added: July 8, 2016

Remarks on curvature in the transportation metric / 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

Remarks on the Afriat's theorem and the Monge-Kantorovich problem / Cornell University. Series math "arxiv.org". 2013.

The classical concept of the revealed preferences was introduced by P. Samuelson and studied by H.S. Houthakker, M. Richter, S. Afriat, H. Varian and many others. It was shown by Afriat that the so called SARP (or cyclically consistence) axiom is a necessary and sufficient condition for existence of an appropriate concave utility function for ...

Added: February 23, 2013

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, and a ...

Added: December 23, 2015

Advances in Mathematics 2021 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

SIAM Journal on Mathematical Analysis 2020 Vol. 52 No. 4 P. 3666-3696

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 a nonconstant local dimension and admits many solutions, whereas the solution to the corresponding dual problem is unique ...

Added: August 21, 2020

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

The KLS isoperimetric conjecture for generalized Orlicz balls / Cornell University. Series arXiv "math". 2016.

What is the optimal way to cut a convex bounded domain $K$ in Euclidean space $(\Real^n,\abs{\cdot})$ into two halves of equal volume, so that the interface between the two halves has least surface area? A conjecture of Kannan, Lov\'asz and Simonovits asserts that, if one does not mind gaining a universal numerical factor (independent of ...

Added: December 27, 2016

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

On multistochastic Monge-Kantorovich problem, bitwise operations, and fractals / 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

Успехи математических наук 2012 Т. 67 № 5 С. 3-110

Дан обзор совеременного состояния исследований, связанных с задачами Монжа и Канторовича оптимальной транспортировки мер. ...

Added: February 26, 2014

Journal of Geometric Analysis 2021 Vol. 31 P. 5799-5836

We study several of the recent conjectures in regards to the role of symmetry in the inequalities of Brunn-Minkowski type, such as the Lp-BrunnMinkowski conjecture of B¨or¨oczky, Lutwak, Yang and Zhang, and the Dimensional Brunn-Minkowski conjecture of Gardner and Zvavitch, in a unified framework. We obtain several new results for these conjectures. We show that ...

Added: February 4, 2021

On the Monge-Kantorovich problem with additional linear constraints / 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

Selecta Mathematica, New Series 2018 Vol. 24 No. 1 P. 21-62

We study plane partitions satisfying condition a_{n+1,m+1}=0 (this condition is called “pit”) and asymptotic conditions along three coordinate axes. We find the formulas for generating function of such plane partitions. Such plane partitions label the basis vectors in certain representations of quantum toroidal gl1 algebra, therefore our formulas can be interpreted as the characters of ...

Added: October 24, 2018

ЛЕНАНД, 2021

Книга представляет собой экспресс-курс по теории вероятностей в контексте начального курса эконометрики. В курсе в максимально доступной форме изложен тот минимум, который необходим для осознанного изучения начального курса эконометрики. Данная книга может не только помочь ликвидировать пробелы в знаниях по теории вероятностей, но и позволить в первом приближении выучить предмет «с нуля». При этом, благодаря доступности изложения и небольшому объему книги, ...

Added: February 20, 2021

Математические заметки 2017 Т. 102 № 1 С. 72-80

Мы доказываем, что аффинно-треугольные подгруппы являются борелевскими подгруппами групп Кремоны. ...

Added: May 3, 2017

Красноярск: ИВМ СО РАН, 2013

Труды Пятой Международной конференции «Системный анализ и информационные технологии» САИТ-2013 (19–25 сентября 2013 г., г.Красноярск, Россия): ...

Added: November 18, 2013

Вестник Нижегородского университета им. Н.И. Лобачевского. Серия: Социальные науки 2019 Т. 55 № 3 С. 183-189

The article describes a method that allows to improve the content of disciplines of the mathematical cycle by dividing them into invariant (general) and variable parts. The invariants were identified for such disciplines as «Linear algebra», «Mathematical analysis», «Probability theory and mathematical statistics» delivered to Bachelors program students of economics at several universities. Based on ...

Added: January 28, 2020

Russian Mathematical Surveys 2017 Vol. 71 No. 6 P. 1146-1148

In the paper a Palis problem on finding sufficient conditions on embedding of Morse-Smale diffeomorphisms in topological flow is discussed. ...

Added: May 17, 2017