Preprint

Inserted: 20 oct 2019
Last Updated: 25 oct 2019

Year: 2019
Links: Arxiv PDF

Abstract:

We consider strictly log-concave measures, whose bounds degenerate at infinity. We prove that the optimal transport map from the Gaussian onto such a measure is locally Lipschitz, and that the eigenvalues of its Jacobian have controlled growth at infinity.

Keywords: Optimal transport, log-concave measure