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This article is cited in 6 scientific papers (total in 6 papers)
Integrability of absolutely continuous measure transformations and applications to optimal transportation
V. I. Bogachev, A. V. Kolesnikov M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Abstract:
Given two Borel probability measures $\mu$ and $\nu$ on $\mathbf{R}^d$ such that $d\nu/d\mu =g$, we consider certain mappings of the form $T(x)=x+F(x)$ that transform $\mu$ into $\nu$. Our main results give estimates of the form $\int_{\mathbf{R}^d}\Phi_1(|F|)\,d\mu\leq\int_{\mathbf{R}^d}\Phi_2(g)\, d\mu$ for certain functions $\Phi_1$ and $\Phi_2$ under appropriate assumptions on $\mu$. Applications are given to optimal mass transportations in the Monge problem.
Keywords:
optimal transportation, Gaussian measure, convex measure, logarithmic Sobolev inequality, Poincaré, inequality, Talagrand inequality.
Received: 30.05.2005
Citation:
V. I. Bogachev, A. V. Kolesnikov, “Integrability of absolutely continuous measure transformations and applications to optimal transportation”, Teor. Veroyatnost. i Primenen., 50:3 (2005), 433–456; Theory Probab. Appl., 50:3 (2006), 367–385
Linking options:
https://www.mathnet.ru/eng/tvp87https://doi.org/10.4213/tvp87 https://www.mathnet.ru/eng/tvp/v50/i3/p433
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