Abstract
We investigate the Brenier map del Phi between the uniform measures on two convex domains in R-n, or, more generally, between two log-concave probability measures on R-n. We show that the eigenvalues of the Hessian matrix D-2 Phi exhibit concentration properties on a multiplicative scale, regardless of the choice of the two measures or the dimension n.
| Original language | English |
|---|---|
| Pages (from-to) | 33-55 |
| Number of pages | 23 |
| Journal | Analysis and PDE |
| Volume | 8 |
| Issue number | 1 |
| DOIs | |
| State | Published - 15 Apr 2015 |
Keywords
- Log-concave measures
- Transportation of measure
All Science Journal Classification (ASJC) codes
- Analysis
- Applied Mathematics
- Numerical Analysis