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arxiv: 1402.2636 · v1 · pith:AIVZFO3Tnew · submitted 2014-02-11 · 🧮 math.AP · math.FA· math.MG

Eigenvalue distribution of optimal transportation

classification 🧮 math.AP math.FAmath.MG
keywords measuresmathbbbrenierchoiceconcentrationconvexdimensiondistribution
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We investigate the Brenier map $\nabla \Phi$ between the uniform measures on two convex domains in $\mathbb{R}^n$ or more generally, between two log-concave probability measures on $\mathbb{R}^n$. We show that the eigenvalues of the Hessian matrix $D^2 \Phi$ exhibit remarkable concentration properties on a multiplicative scale, regardless of the choice of the two measures or the dimension $n$.

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