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Alexander V. Kolesnikov

Publications and source records attributed to Alexander V. Kolesnikov.

At least 19 recordsLinked to original sources

Duality for a Martingale Transport Problem with Moment Constraints

We consider a weak martingale optimal transport problem related to the martingale analogue of the Benamou--Brenier formula. In contrast to the classical setting, the second marginal is not given, but specified only through a finite number of moment constraints of a particular form. For this problem, we derive a finite-dimensional dual formulation and prove the absence of a duality gap under the specified interiority condition on the constraint vector. In addition, we describe the structure of the optimal martingale coupling and its relation to Bass martingales.

math.PR↗

On p-Brunn-Minkowski and Brascamp-Lieb inequalities

We show that a strong version of the Brascamp--Lieb inequality for symmetric log-concave measure with $α$-homogeneous potential $V$ is equivalent to a $p$-Brunn--Minkowski inequality for level sets of $V$ with some $p(α,n)<0$. We establish links between several inequalities of this type on the sphere and the Euclidean space. Exploiting these observations, we prove new sufficient conditions for symmetric $p$-Brunn--Minkowski inequality with $p<1$. In particular, we prove the local log-Brunn--Minkowski for $L_q$-balls for all $q\geq 1$ in all dimensions, which was previously known only for $q\geq 2$.

math.FA↗

Homogeneous maximizers of the Blaschke--Santalo-type functionals

We study Blaschke--Santal{ó}-type inequalities for $N \ge 2$ sets (functions) and a special class of cost functions. In particular, we prove new results about the reduction of the maximization problem for the Blaschke--Santal{ó}-type functional to the homogeneous case (functional inequalities on the sphere) and prove new inequalities for $N>2$ sets by the symmetrization argument. We also discuss the links to the multimagrinal optimal transportation problem and the related sharp transportation-information inequalities.

math.FA↗

Auctions and mass transportation

In this survey paper we present classical and recent results relating the auction design and the optimal transportation theory. In particular, we discuss in details the seminal result of Daskalakis, Deckelbaum and Tzamos \cite{DDT} about duality between auction design with $1$ bidder and the weak transportation problem. Later investigations revealed the connection of multi-bidder case to the Beckmann's transportation problem. In this paper we overview a number of works on related subjects (monopolist's problem, regularity issues, weak transportation, measure ordering etc.). In addition, we prove some new results on duality for unreduced mechanisms.

cs.GT↗

Beckmann's approach to multi-item multi-bidder auctions

We consider the problem of revenue-maximizing Bayesian auction design with several bidders having independent private values over several items. We show that it can be reduced to the problem of continuous optimal transportation introduced by Beckmann (1952) where the optimal transportation flow generalizes the concept of ironed virtual valuations to the multi-item setting. We establish the strong duality between the two problems and the existence of solutions. The results rely on insights from majorization and optimal transportation theories and on the characterization of feasible interim mechanisms by Hart and Reny (2015).

econ.TH↗

On the local version of the Log-Brunn-Minkowski conjecture and some new related geometric inequalities

We prove that for any semi-norm $\|\cdot\|$ on $\mathbb{R}^n,$ and any symmetric convex body $K$ in $\mathbb{R}^n,$ \begin{equation}\label{ineq-abs2} \int_{\partial K} \frac{\|n_x\|^2}{\langle x,n_x\rangle}\leq \frac{1}{|K|}\left(\int_{\partial K} \|n_x\| \right)^2, \end{equation} and characterize the equality cases of this new inequality. The above would also follow from the Log-Brunn-Minkowski conjecture, if the latter was proven, and we believe that it may be of independent interest. We, furthermore, obtain an improvement of this inequality in some cases, involving the Poincare constant of $K.$ The conjectured Log-Brunn-Minkowski inequality is a strengthening of the Brunn-Minkowski inequality in the partial case of symmetric convex bodies, equivalent to the validity of the following statement: for all symmetric convex smooth sets $K$ in $\mathbb{R}^n$ and all smooth even $f:\partial K\rightarrow \mathbb{R},$ \begin{equation}\label{ineq-abs} \int_{\partial K} H_x f^2-\langle \mbox{II}^{-1}\nabla_{\partial K} f, \nabla_{\partial K} f\rangle +\frac{f^2}{\langle x,n_x\rangle}\leq \frac{1}{|K|}\left(\int_{\partial K} f \right)^2. \end{equation} In this note, we verify the above with the particular choice of speed function $f(x)=|\langle v,n_x\rangle|$, for all symmetric convex bodies $K$, where $v\in\mathbb{R}^n$ is an arbitrary vector.

math.MG↗

Blaschke-Santalo inequality for many functions and geodesic barycenters of measures

Motivated by the geodesic barycenter problem from optimal transportation theory, we prove a natural generalization of the Blaschke-Santalo inequality and the affine isoperimetric inequalities for many sets and many functions. We derive from it an entropy bound for the total Kantorovich cost appearing in the barycenter problem. We also establish a "pointwise Prekopa-Leindler inequality" and show a monotonicity property of the multimarginal Blaschke-Santalo functional.

math.FA↗

On the $L_p$-Brunn-Minkowski and dimensional Brunn-Minkowski conjectures for log-concave measures

We study several of the recent conjectures in regards to the role of symmetry in the inequalities of Brunn-Minkowski type, such as the $L_p$-Brunn-Minkowski conjecture of Böröczky, Lutwak, Yang and Zhang, and the Dimensional Brunn-Minkowski conjecture of Gardner and Zvavitch, in a unified framework. We obtain several new results for these conjectures. We show that when $K\subset L,$ the multiplicative form of the $L_p$-Brunn-Minkowski conjecture holds for Lebesgue measure for $p\geq 1-Cn^{-0.75}$, which improves upon the estimate of Kolesnikov and Milman in the partial case when one body is contained in the other. We also show that the multiplicative version of the $L_p$-Brunn-Minkowski conjecture for the standard Gaussian measure holds in the case of sets containing sufficiently large ball (whose radius depends on $p$). In particular, the Gaussian Log-Brunn-Minkowski conjecture holds when $K$ and $L$ contain $\sqrt{0.5 (n+1)}B_2^n.$ We formulate an a-priori stronger conjecture for log-concave measures, extending both the $L_p$-Brunn-Minkowski conjecture and the Dimensional one, and verify it in the case when the sets are dilates and the measure is Gaussian. We also show that the Log-Brunn-Minkowski conjecture, if verified, would yield this more general family of inequalities. Our results build up on the methods developed by Kolesnikov and Milman as well as Colesanti, Livshyts, Marsiglietti. We furthermore verify that the local version of these conjectures implies the global version in the setting of general measures, and this step uses methods developed recently by Putterman.

math.AP↗

The multistochastic Monge-Kantorovich problem

The multistsochastic Monge--Kantorovich problem on the product $X = \prod_{i=1}^n X_i$ of $n$ spaces is a generalization of the multimarginal Monge--Kantorovich problem. For a given integer number $1 \le k<n$ we consider the minimization problem $\int c d π\to \inf$ of the space of measures with fixed projections onto every $X_{i_1} \times \dots \times X_{i_k}$ for arbitrary set of $k$ indices $\{i_1, \dots, i_k\} \subset \{1, \dots, n\}$. In this paper we study basic properties of the multistochastic problem, including well-posedness, existence of a dual solution, boundedness and continuity of a dual solution.

math.FA↗

Pinsker inequalities and related Monge-Ampère equations for log concave functions

In this paper we further develop the theory of f-divergences for log-concave functions and their related inequalities. We establish Pinsker inequalities and new affine invariant entropy inequalities. We obtain new inequalities on functional affine surface area and lower and upper bounds for the Kullback-Leibler divergence in terms of functional affine surface area. The functional inequalities lead to new inequalities for L_p-affine surface areas for convex bodies.

math.DG↗

On the Gardner-Zvavitch conjecture: symmetry in the inequalities of Brunn-Minkowski type

In this paper, we study the conjecture of Gardner and Zvavitch from \cite{GZ}, which suggests that the standard Gaussian measure $γ$ enjoys $\frac{1}{n}$-concavity with respect to the Minkowski addition of \textbf{symmetric} convex sets. We prove this fact up to a factor of 2: that is, we show that for symmetric convex $K$ and $L,$ $$ γ(λK+(1-λ)L)^{\frac{1}{2n}}\geq λγ(K)^{\frac{1}{2n}}+(1-λ)γ(L)^{\frac{1}{2n}}. $$ Further, we show that under suitable dimension-free uniform bounds on the Hessian of the potential, the log-concavity of even measures can be strengthened to $p$-concavity, with $p>0,$ with respect to the addition of symmetric convex sets.

math.AP↗

Mass transportation functionals on the sphere with applications to the logarithmic Minkowski problem

We study the transportation problem on the unit sphere $S^{n-1}$ for symmetric probability measures and the cost function $c(x,y) = \log \frac{1}{\langle x, y \rangle}$. We calculate the variation of the corresponding Kantorovich functional $K$ and study a naturally associated metric-measure space on $S^{n-1}$ endowed with a Riemannian metric generated by the corresponding transportational potential. We introduce a new transportational functional which minimizers are solutions to the symmetric log-Minkowski problem and prove that $K$ satisfies the following analog of the Gaussian transportation inequality for the uniform probability measure $σ$ on $S^{n-1}$: $\frac{1}{n} Ent(ν) \ge K(σ, ν)$. It is shown that there exists a remarkable similarity between our results and the theory of the K{ä}hler-Einstein equation on Euclidean space. As a by-product we obtain a new proof of uniqueness of solution to the log-Minkowski problem for the uniform measure.

math.FA↗

On multistochastic Monge-Kantorovich problem, bitwise operations, and fractals

The multistochastic $ (n,k)$-Monge--Kantorovich problem on a product space $\prod_{i=1}^n X_i$ is an extension of the classical Monge--Kantorovich problem. This problem is considered on the space of measures with fixed projections onto $X_{i_1} \times \ldots \times X_{i_k}$ for all $k$-tuples $\{i_1, \ldots, i_k\} \subset \{1, \ldots, n\}$ for a given $1 \le k < n$. In our paper we study well-posedness of the primal and the corresponding dual problem. Our central result describes a solution $π$ to the following important model case: $n=3, k=2, X_i = [0,1]$, the cost function $c(x,y,z) = xyz$, and the corresponding two--dimensional projections are Lebesgue measures on $[0,1]^2$. We prove, in particular, that the mapping $(x,y) \to x \oplus y$, where $\oplus$ is the bitwise addition (xor- or Nim-addition) on $[0,1] \cong \mathbb{Z}_2^{\infty}$, is the corresponding optimal transportation. In particular, the support of $π$ is the Sierpiński tetrahedron. In addition, we describe a solution to the corresponding dual problem.

math.FA↗

Local $L^p$-Brunn-Minkowski inequalities for $p < 1$

The $L^p$-Brunn-Minkowski theory for $p\geq 1$, proposed by Firey and developed by Lutwak in the 90's, replaces the Minkowski addition of convex sets by its $L^p$ counterpart, in which the support functions are added in $L^p$-norm. Recently, Böröczky, Lutwak, Yang and Zhang have proposed to extend this theory further to encompass the range $p \in [0,1)$. In particular, they conjectured an $L^p$-Brunn-Minkowski inequality for origin-symmetric convex bodies in that range, which constitutes a strengthening of the classical Brunn-Minkowski inequality. Our main result confirms this conjecture locally for all (smooth) origin-symmetric convex bodies in $\mathbb{R}^n$ and $p \in [1 - \frac{c}{n^{3/2}},1)$. In addition, we confirm the local log-Brunn--Minkowski conjecture (the case $p=0$) for small-enough $C^2$-perturbations of the unit-ball of $\ell_q^n$ for $q \geq 2$, when the dimension $n$ is sufficiently large, as well as for the cube, which we show is the conjectural extremal case. For unit-balls of $\ell_q^n$ with $q \in [1,2)$, we confirm an analogous result for $p=c \in (0,1)$, a universal constant. It turns out that the local version of these conjectures is equivalent to a minimization problem for a spectral-gap parameter associated with a certain differential operator, introduced by Hilbert (under different normalization) in his proof of the Brunn-Minkowski inequality. As applications, we obtain local uniqueness results in the even $L^p$-Minkowski problem, as well as improved stability estimates in the Brunn-Minkowski and anisotropic isoperimetric inequalities.

math.FA↗

The KLS Isoperimetric Conjecture for Generalized Orlicz Balls

What is the optimal way to cut a convex bounded domain $K$ in Euclidean space $(\mathbb{R}^n,|\cdot|)$ into two halves of equal volume, so that the interface between the two halves has least surface area? A conjecture of Kannan, Lovász and Simonovits asserts that, if one does not mind gaining a universal numerical factor (independent of $n$) in the surface area, one might as well dissect $K$ using a hyperplane. This conjectured essential equivalence between the former non-linear isoperimetric inequality and its latter linear relaxation, has been shown over the last two decades to be of fundamental importance to the understanding of volumetric and spectral properties of convex domains. In this work, we address the conjecture for the subclass of generalized Orlicz balls \[ K = \left \{x \in \mathbb{R}^n \; ; \; \sum_{i=1}^n V_i(x_i) \leq E \right \} , \] confirming its validity for certain levels $E \in \mathbb{R}$ under a mild technical assumption on the growth of the convex functions $V_i$ at infinity (without which we confirm the conjecture up to a $\log(1+n)$ factor). In sharp contrast to previous approaches for tackling the KLS conjecture, we emphasize that no symmetry is required from $K$. This significantly enlarges the subclass of convex bodies for which the conjecture is confirmed.

math.FA↗

Moment measures and stability for Gaussian inequalities

Let $γ$ be the standard Gaussian measure on $\mathbb{R}^n$ and let $\mathcal{P}_γ$ be the space of probability measures that are absolutely continuous with respect to $γ$. We study lower bounds for the functional $\mathcal{F}_γ(μ) = {\rm Ent}(μ) - \frac{1}{2} W^2_2(μ, ν)$, where $μ\in \mathcal{P}_γ, ν\in \mathcal{P}_γ$, ${\rm Ent}(μ) = \int \log\bigl( \fracμγ\bigr) d μ$ is the relative Gaussian entropy, and $W_2$ is the quadratic Kantorovich distance. The minimizers of $\mathcal{F}_γ$ are solutions to a dimension-free Gaussian analog of the (real) Kähler-Einstein equation. We show that $\mathcal{F}_γ(μ) $ is bounded from below under the assumption that the Gaussian Fisher information of $ν$ is finite and prove a priori estimates for the minimizers. Our approach relies on certain stability estimates for the Gaussian log-Sobolev and Talagrand transportation inequalities.

math.FA↗

Brascamp-Lieb type inequalities on weighted Riemannian manifolds with boundary

It is known that by dualizing the Bochner-Lichnerowicz-Weitzenböck formula, one obtains Poincaré-type inequalities on Riemannian manifolds equipped with a density, which satisfy the Bakry-Émery Curvature-Dimension condition (combining a lower bound on its generalized Ricci curvature and an upper bound on its generalized dimension). When the manifold has a boundary, an appropriate generalization of the Reilly formula may be used instead. By systematically dualizing this formula for various combinations of boundary conditions of the domain (convex, mean-convex) and the function (Neumann, Dirichlet), we obtain new Brascamp-Lieb type inequalities on the manifold. All previously known inequalities of Lichnerowicz, Brascamp-Lieb, Bobkov-Ledoux and Veysseire are recovered, extended to the Riemannian setting and generalized into a single unified formulation, and their appropriate versions in the presence of a boundary are obtained. Our framework allows to encompass the entire class of Borell's convex measures, including heavy-tailed measures, and extends the latter class to weighted-manifolds having negative generalized dimension.

math.DG↗

Poincaré and Brunn--Minkowski inequalities on the boundary of weighted Riemannian manifolds

We study a Riemannian manifold equipped with a density which satisfies the Bakry--Émery Curvature-Dimension condition (combining a lower bound on its generalized Ricci curvature and an upper bound on its generalized dimension). We first obtain a Poincaré-type inequality on its boundary assuming that the latter is locally-convex; this generalizes a purely Euclidean inequality of Colesanti, originally derived as an infinitesimal form of the Brunn-Minkowski inequality, thereby precluding any extensions beyond the Euclidean setting. A dual version for generalized mean-convex boundaries is also obtained, yielding spectral-gap estimates for the weighted Laplacian on the boundary. Motivated by these inequalities, a new geometric evolution equation is proposed, which extends to the Riemannian setting the Minkowski addition operation of convex domains, a notion thus far confined to the purely linear setting. This geometric flow is characterized by having parallel normals (of varying velocity) to the evolving hypersurface along the trajectory, and is intimately related to a homogeneous Monge-Ampère equation on the exterior of the convex domain. Using the aforementioned Poincaré-type inequality on the boundary of the evolving hypersurface, we obtain a novel Brunn--Minkowski inequality in the weighted-Riemannian setting, amounting to a certain concavity property for the weighted-volume of the evolving enclosed domain. All of these results appear to be new even in the classical non-weighted Riemannian setting.

math.DG↗