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## Optimal transportation of processes with infinite Kantorovich distance. Independence and symmetry.

Kolesnikov A., Zaev D.

We consider probability measures on $\mathbb{R}^{\infty}$ and study natural analogs of 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. It turns out that the existence problem for optimal transportation is closely related to various ergodic properties. We prove the existence of optimal transportation for a certain class of stationary Gibbs measures. In addition, we establish a variant of the Kantorovich duality for the Monge--Kantorovich problem restricted to the case of measures invariant with respect of actions of compact groups.

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

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

Zaev D., 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

Kolesnikov A., Emanuel Milman, 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

Belenky A., Procedia Computer Science 2014 Vol. 31 P. 1150-1159

A part of a country’s electrical grid in which an electricity generator (which may consist of several base load power plants
and several peaking power plants) supplies electricity to a set of large customers of the grid, whereas the customers can a)
receive electricity from renewable sources of energy, b) store electricity in certain volumes, and c) ...

Added: September 29, 2014

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

Zimin A., Gladkov N., 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

Gladkov N., Kolesnikov A., Zimin A., Calculus of Variations and Partial Differential Equations 2019 Vol. 58 No. 173 P. 1-33

The multistochastic (n, k)-Monge–Kantorovich problem on a product space ∏ni=1Xi∏i=1nXi is an extension of the classical Monge–Kantorovich problem. This problem is considered on the space of measures with fixed projections onto Xi1×⋯×XikXi1×⋯×Xik for all k-tuples {i1,…,ik}⊂{1,…,n}{i1,…,ik}⊂{1,…,n} for a given 1≤k<n1≤k<n. In our paper we study well-posedness of the primal and the corresponding dual problem. Our central result describes a solution ππ to the following important model ...

Added: October 9, 2019

Sokolov A. V., Tokarev V. V., М.: Физматлит, 2012

The manual is devoted to the mathematical theory and methods of optimization applied to administrative decisions in economy. Volume 1 described approaches to mathematical modeling of management problems in economy and methods of mathematical programming tasks solution. Besides strict mathematical proofs, there are directing reasons, which is sometimes enough for understanding. There are many economic ...

Added: November 25, 2013

Gladkov N., Kolesnikov A., Zimin A., The multistochastic Monge-Kantorovich problem / Cornell University. Series arXiv "math". 2020.

The multistsochastic Monge--Kantorovich problem on the product $X = \prod_{i=1}^n X_i$ of $n$ spaces is a generalization of the multimarginal Monge--Kantorovich problem. For a given integer number $1 \le k<n$ we consider the minimization problem $\int c d \pi \to \inf$ of the space of measures with fixed projections onto every $X_{i_1} \times \dots \times ...

Added: August 21, 2020

Kolesnikov A., Bo'az Klartag, Eigenvalue distribution of optimal transportation. / 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., 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

Kolesnikov A., Olga Kudryavtseva, Tigran Nagapetyan, 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

Kolesnikov A., Hessian manifolds, CD(K,N) -spaces, and optimal transportation of log-concave measures / 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

Bogachev V., Michael Roeckner, Shaposhnikov S., Journal of Functional Analysis 2019 Vol. 276 No. 12 P. 3681-3713

Convergence in variation of solutions of nonlinear Fokker-Planck-Kolmogorov equations to stationary measures has been studied. ...

Added: November 16, 2019

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

Nikita Gladkov, 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

Valba O. V., Nechaev S., Tamm M., Журнал экспериментальной и теоретической физики 2012 Т. 141 С. 399

В данной работе предлагается новый статистический подход для решения задачи сравнения (``выравнивания'') двух последовательностей РНК. Данная проблема рассматривается с точки зрения связывания двух взаимодействующих полимеров, имеющих сложную иерархическую кактусообразную структуру характерную для молекул РНК. Выравнивание двух последовательностей характерезуется числом совпадающих и несовпадающих букв, а также числом пропусков (\glqq делеций\grqq). Для каждого выравнивания определяется \glqq весовая ...

Added: November 19, 2013

Bo'az Klartag, Kolesnikov A., 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

Gladkov N., Kolesnikov A., Zimin A., 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

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

Kolesnikov A., Michael Roeckner, Journal of Functional Analysis 2014 Vol. 266 No. 7 P. 4490-4537

Let γ be a Gaussian measure on a locally convex space X and H be the corresponding Cameron-Martin space. It has been recently shown by L. Ambrosio and A. Figalli that the linear first-order transportational PDE on X admits a weak solution under broad assumptions. Applying transportation of measures via triangular maps we prove a ...

Added: March 12, 2014

B. Klartag, Kolesnikov A., Analysis Mathematica 2017 Vol. 43 No. 1 P. 67-88

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 Kähler–Einstein equation eΦ = detD2Φ on proper convex cones. We prove a generalization of this theorem by showing ...

Added: April 17, 2017

Kolesnikov A., Emanuel Milman, Sharp Poincaré-type inequality for the Gaussian measure on the boundary of convex sets / Cornell University. Series arXiv "math". 2016.

A sharp Poincar\'e-type inequality is derived for the restriction of the Gaussian measure on the boundary of a convex set. In particular, it implies a Gaussian mean-curvature inequality and a Gaussian iso second-variation inequality. The new inequality is nothing but an infinitesimal form of Ehrhard's inequality for the Gaussian measure. ...

Added: February 23, 2016