VI Bogachev - Real and Stochastic Analysis: Current Trends, 2014 - books.google.com
Gaussian distributions, along with certain discrete distributions, are the most important statistical distributions in science and technology. They have been known and used for two …
AV Kolesnikov, ED Kosov - arXiv preprint arXiv:1801.00140, 2017 - arxiv.org
Let $\gamma $ be the standard Gaussian measure on $\mathbb {R}^ n $ and let $\mathcal {P} _ {\gamma} $ be the space of probability measures that are absolutely continuous with …
AV Kolesnikov - arXiv preprint arXiv:1201.2342, 2012 - arxiv.org
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 …
Let γ be a Gaussian measure on a locally convex space and H be the corresponding Cameron–Martin space. It has been recently shown by L. Ambrosio and A. Figalli that the …
B Klartag, AV Kolesnikov - Analysis Mathematica, 2017 - Springer
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 …
We consider probability measures on R∞ and study optimal transportation mappings for the case of infinite Kantorovich distance. Our examples include (1) quasiproduct measures and …
We prove that, for the distributions of one-dimensional diffusions with nonconstant diffusion coefficients, the Monge and Kantorovich problems associated with the cost function …
S Fang, V Nolot - Journal of Functional Analysis, 2014 - Elsevier
In this work, we will take the standard Gaussian measure as the reference measure and study the variation of optimal transport maps in Sobolev spaces with respect to it; as a by …