Соболевская регулярность транспортировки вероятностных мер и транспортные неравенства

Теория вероятностей и ее применения. 2012. Т. 57. № 2. С. 296–321.

Kolesnikov A.

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 $\R^d$.

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 of $\mu$. In addition, we prove similar estimate for the $L^p(\mu)$-norms of $\|D^2 \Phi\|$ and obtain some $L^p$-generalizations of the well-known Caffarelli

contraction theorem.

We establish a connection of our results with the Talagrand transportation inequality.

We also prove a corresponding dimension-free version for the relative Fisher information with respect to a Gaussian measure.

Keywords: transportation inequalities, log-concave measures, Gaussian measures, a priori estimates, Fisher information, априорные оценки, транспортные неравенства, логарифмически вогнутые меры, гауссовские меры, информация Фишера