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## Hessian manifolds, CD(K,N) -spaces, and optimal transportation of log-concave measures

Cornell University
,
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 metric-measure space $M=(\mathbb{R}^d, g, \mu)$. We prove, in particular, that $M$ admits a non-negative Bakry-{\'E}mery tensor provided both $V$ and $W$ are convex. If the target measure $\nu$ is the Lebesgue measure on a convex set $\Omega$ and $\mu$ is log-concave we prove that $M$ is a $CD(K,N)$ space. Applications of these results include some global dimension-free a priori estimates of $\| D^2 \Phi\|$. With the help of comparison techniques on Riemannian manifolds and probabilistic concentration arguments we proof some diameter estimates for $M$.

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., 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

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., Milman E., Geometric Aspects of Functional Analysis, Israel Seminar 2014 Vol. 2116 P. 273-293

We generalize the classical Hardy and Faber-Krahn inequalities to arbitrary functions on a convex body Ω ⊂ R n , not necessarily vanishing on the boundary ∂Ω. This reduces the study of the Neumann Poincar´e constant on Ω to that of the cone and Lebesgue measures on ∂Ω; these may be bounded via the curvature ...

Added: April 13, 2015

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

Kolesnikov A., / Cornell University. Series math "arxiv.org". 2009. No. 0904.1852.

Given two probability measures $\mu$ and $\nu$ we consider a mass transportation mapping $T$ satisfying 1) $T$ sends $\mu$ to $\nu$, 2) $T$ has the form $T = \phi \frac{\nabla \phi}{|\nabla \phi|}$, where $\phi$ is a function with convex sublevel sets.
We prove a change of variables formula for $T$. We also establish Sobolev estimates for ...

Added: March 27, 2013

Mass transportation functionals on the sphere with applications to the logarithmic Minkowski problem

Kolesnikov A., Moscow Mathematical Journal 2020 Vol. 20 No. 1 P. 67-91

We study the transportation problem on the unit sphere Sn−1 for symmetric probability measures and the cost function c(x,y)=log1⟨x,y⟩.
We calculate the variation of the corresponding Kantorovich functional K and study a naturally associated metric-measure space on Sn−1 endowed with a Riemannian
metric generated by the corresponding transportational potential. We introduce a new transportational functional which minimizers are
solutions to the symmetric log-Minkowski problem and ...

Added: October 9, 2019

Gladkov N., Zimin A., 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

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

Kolesnikov A., Lysenko N. Y., Theory of Stochastic Processes 2016 Vol. 21(37) No. 2 P. 22-28

We study the Monge--Kantorovich problem with one-dimensional marginals $\mu$ and $\nu$ and
the cost function $c = \min\{l_1, \ldots, l_n\}$
that equals the minimum of a finite number $n$ of affine functions $l_i$
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 ...

Added: December 30, 2017

Колесников А., 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 <img />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 ...

Added: December 23, 2015

Mass transportation functionals on the sphere with applications to the logarithmic Minkowski problem

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

We study the transportation problem on the unit sphere Sn−1 for symmetric probability measures and the cost function c(x,y)=log1⟨x,y⟩. We calculate the variation of the corresponding Kantorovich functional K and study a naturally associated metric-measure space on Sn−1 endowed with a Riemannian metric generated by the corresponding transportational potential. We introduce a new transportational functional which minimizers are solutions to the symmetric ...

Added: July 31, 2018

Osipov P., / Cornell University. Series math "arxiv.org". 2018. No. 1803.02799.

Added: October 18, 2019

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., Zaev D., 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

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

Zaev D., Kolesnikov A., Kyoto Journal of Mathematics 2017 Vol. 57 No. 2 P. 293-324

We consider probability measures on R∞ and study optimal transportation mappings for the case of infinite Kantorovich distance. Our examples include 1) quasi-product measures, 2) measures with certain symmetric properties, in particular, exchangeable and stationary measures. We show in the latter case that existence problem for optimal transportation is closely related to ergodicity of the target measure. ...

Added: December 30, 2017

Timorin V., Khovanskii A. G., / Cornell University. Series math "arxiv.org". 2013. No. 1308.1781.

Coconvex sets (complements in a convex cone of convex subsets coinciding with the cone far enough from its apex) appear in singularity theory (as Newton diagrams) and in commutative algebra. Such invariants of coconvex sets as volumes, mixed volumes, number of integer points, etc., play an important role. This paper aims at extending various results ...

Added: October 6, 2013

Kolesnikov A., Milman E., / Cornell University. Series arXiv "math". 2015.

Given a probability measure \mu supported on a convex subset \Omega of Euclidean space (\mathbb{R}^d,g_0), we are interested in obtaining Poincar\'e and log-Sobolev type inequalities on (\Omega,g_0,\mu). To this end, we change the metric g_0 to a more general Riemannian one g, adapted in a certain sense to \mu, and perform our analysis on (\Omega,g,\mu). The types of metrics we consider are Hessian metrics (intimately related ...

Added: February 23, 2016

Kolesnikov A., Atti della Accademia Nazionale dei Lincei, Classe di Scienze Fisiche, Matematiche e Naturali, Rendiconti Lincei Matematica E Applicazioni 2007 Vol. 18 P. 179-208

We find sufficient conditions for a probability measure $\mu$ to satisfy an inequality of the type $$ \int_{\R^d} f^2 F\Bigl(\frac{f^2}{\int_{\R^d} f^2 d \mu} \Bigr) d \mu \le C \int_{\R^d} f^2 c^{*}\Bigl(\frac{|\nabla f|}{|f|} \Bigr) d \mu + B \int_{\R^d} f^2 d \mu, $$ where $F$ is concave and $c$ (a cost function) is convex. We show ...

Added: March 27, 2013

Timorin V., Khovanskii A. G., / Cornell University. Series math "arxiv.org". 2013. No. 1305.4484.

We prove a version of the Aleksandrov-Fenchel inequality for mixed volumes of coconvex bodies. This version is motivated by an inequality from commutative algebra relating intersection multiplicities of ideals. ...

Added: October 6, 2013

Kotelnikova M. V., Aistov A., 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

Borzykh D., 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

В. Л. Попов, Математические заметки 2017 Т. 102 № 1 С. 72-80

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

Added: May 3, 2017