1. A variant of Caffarelli's contraction theorem for probability distributions of negative powers.
- Author
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Khanh, Huynh
- Subjects
- *
DISTRIBUTION (Probability theory) , *MONGE-Ampere equations , *GAUSSIAN curvature , *PROBABILITY measures , *CENTROID - Abstract
Let μ be a probability measure on R d with barycenter at the origin, which is supported on an open, bounded and convex set K having smooth boundary and positive Gauss curvature. Suppose that d μ x = ϱ x − α d x , with α > d + 1 and ϱ : K → 0 , + ∞ is C ∞ -smooth, satisfies ɛ 0 -convex condition for some ɛ 0 > 0 such that ϱ and its first derivatives are bounded in K. In this paper, we prove that for any convex solution ψ : R d → 0 , + ∞ to the following Monge–Ampère equation (1) [ ϱ ∇ ψ x ] − α det ( ∇ 2 ψ x ) = (ψ x ) − α , x ∈ R d the function x ↦ log ψ x has second derivatives to be bounded by a constant C ɛ 0 depending on ɛ 0 , α , ψ (x 0) and values of first, second and fourth derivatives of ψ at a fixed point x 0 ∈ R d . This estimate is as a variant case of the Caffarelli contraction theorem by replacing target densities of e − W by densities of ϱ − α that Cauchy distributions (i.e., ϱ x − α = 1 + | x | 2 − α ) are typical examples. [ABSTRACT FROM AUTHOR]
- Published
- 2024
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