English

Exchangeable optimal transportation and log-concavity

Probability 2015-12-01 v1

Abstract

We study the Monge and Kantorovich transportation problems on R\mathbb{R}^{\infty} within the class of exchangeable measures. With the help of the de Finetti decomposition theorem the problem is reduced to an unconstrained optimal transportation problem on the Hilbert space. We find sufficient conditions for convergence of finite-dimensional approximations to the Monge solution. The result holds, in particular, under certain analytical assumptions involving log-concavity of the target measure. As a by-product we obtain the following result: any uniformly log-concave exchangeable sequence of random variables is i.i.d.

Keywords

Cite

@article{arxiv.1511.09025,
  title  = {Exchangeable optimal transportation and log-concavity},
  author = {Alexander V. Kolesnikov and Danila A. Zaev},
  journal= {arXiv preprint arXiv:1511.09025},
  year   = {2015}
}

Comments

9 pages

R2 v1 2026-06-22T11:56:34.019Z