Includes material for a standard graduate class, advanced material not covered by the standard course but necessary in order to read research literature in the area, and extensive …
F Barthe, AV Kolesnikov - Journal of Geometric Analysis, 2008 - Springer
We develop the optimal transportation approach to modified log-Sobolev inequalities and to isoperimetric inequalities. Various sufficient conditions for such inequalities are given. Some …
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 …
Given the standard Gaussian measure γ on the countable product of lines R∞ and a probability measure g⋅ γ absolutely continuous with respect to γ, we consider the optimal …
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 …
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 …