Hessian valuations

Abstract

A new class of continuous valuations on the space of convex functions on $\mathbb{R}^n$ is introduced. On smooth convex functions, they are defined for $i=0,\dots,n$ by \begin{equation*} u\mapsto \int_{\mathbb{R}^n} \zeta(u(x),x,\nabla u(x))\,[\operatorname{D}^2 u(x)]_i\,{\rm d} x \end{equation*} where $\zeta\in C(\mathbb{R}\times\mathbb{R}^n\times\mathbb{R}^n)$ and $[\operatorname{D}^2 u]_i$ is the $i$th elementary symmetric function of the eigenvalues of the Hessian matrix, $\operatorname{D}^2 u$, of $u$. Under suitable assumptions on $\zeta$, these valuations are shown to be invariant under translations and rotations on convex and coercive functions.