English

A coupling approach to Lipschitz transport maps

Probability 2025-02-04 v1 Analysis of PDEs Functional Analysis

Abstract

In this note, we propose a probabilistic approach to bound the (dimension-free) Lipschitz constant of the Langevin flow map on Rd\mathbb{R}^d introduced by Kim and Milman (2012). As example of application, we construct Lipschitz maps from a uniformly log\log-concave probability measure to log\log-Lipschitz perturbations as in Fathi, Mikulincer, Shenfeld (2024). Our proof is based on coupling techniques applied to the stochastic representation of the family of vector fields inducing the transport map. This method is robust enough to relax the uniform convexity to a weak asymptotic convexity condition and to remove the bound on the third derivative of the potential of the source measure.

Keywords

Cite

@article{arxiv.2502.01353,
  title  = {A coupling approach to Lipschitz transport maps},
  author = {Giovanni Conforti and Katharina Eichinger},
  journal= {arXiv preprint arXiv:2502.01353},
  year   = {2025}
}

Comments

15 pages

R2 v1 2026-06-28T21:30:36.190Z