Lipschitz changes of variables via heat flow
Probability
2022-01-11 v1
Abstract
We extend Caffarelli's contraction theorem, by proving that there exists a Lipschitz changes of variables between the Gaussian measure and certain perturbations of it. Our approach is based on an argument due to Kim and Milman, in which the changes of variables are constructed using a heat flow.
Keywords
Cite
@article{arxiv.2201.03403,
title = {Lipschitz changes of variables via heat flow},
author = {Joe Neeman},
journal= {arXiv preprint arXiv:2201.03403},
year = {2022}
}