{ "id": "1007.1103", "version": "v3", "published": "2010-07-07T10:48:17.000Z", "updated": "2011-03-08T09:45:02.000Z", "title": "On Sobolev regularity of mass transport and transportation inequalities", "authors": [ "Alexander V. Kolesnikov" ], "comment": "21 pages; 34 references. minor changes", "categories": [ "math.PR" ], "abstract": "We study Sobolev a priori estimates for the optimal transportation $T = \\nabla \\Phi$ between probability measures $\\mu=e^{-V} \\ dx$ and $\\nu=e^{-W} \\ dx$ on $\\R^d$. Assuming uniform convexity of the potential $W$ we show that $\\int \\| D^2 \\Phi\\|^2_{HS} \\ d\\mu$, where $\\|\\cdot\\|_{HS}$ is the Hilbert-Schmidt norm, is controlled by the Fisher information of $\\mu$. In addition, we prove similar estimate for the $L^p(\\mu)$-norms of $\\|D^2 \\Phi\\|$ and obtain some $L^p$-generalizations of the well-known Caffarelli contraction theorem. We establish a connection of our results with the Talagrand transportation inequality. We also prove a corresponding dimension-free version for the relative Fisher information with respect to a Gaussian measure.", "revisions": [ { "version": "v3", "updated": "2011-03-08T09:45:02.000Z" } ], "analyses": { "subjects": [ "60E15", "35B45" ], "keywords": [ "sobolev regularity", "mass transport", "fisher information", "well-known caffarelli contraction theorem", "talagrand transportation inequality" ], "note": { "typesetting": "TeX", "pages": 21, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2010arXiv1007.1103K" } } }