Monotonicity Properties of Optimal Transportation¶and the FKG and Related Inequalities

Monotonicity Properties of Optimal Transportation¶and the FKG and Related Inequalities
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最优运输的单调性¶ 以及 FKG 和相关不等式

DOI:
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发表时间:
2000
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通讯作者:
L. Caffarelli
L. Caffarelli
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文献类型:
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作者:
L. Caffarelli

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翻译后摘要:密度f(X),g(Y)之间的最佳运输可以被解释为一个联合概率分布与边际f(X),和g(Y)。在对f和g的适当假设下,证明了最优运输(Y(X))的单调性和非单调性.作为应用,我们得到了Fortuin,Kasteleyn,Ginibre相关不等式以及Brascamp-Lieb动量不等式的推广.
Abstract: Optimal transportation between densities f(X), g(Y) can be interpreted as a joint probability distribution with marginally f(X), and g(Y). We prove monotonicity and concavity properties of optimal transportation (Y(X)) under suitable assumptions on f and g. As an application we obtain the Fortuin, Kasteleyn, Ginibre correlation inequalities as well as some generalizations of the Brascamp–Lieb momentum inequalities.