Abstract

We investigate the Brenier map ∇Φ\nabla Φ between the uniform measures on two convex domains in Rn\mathbb{R}^n or more generally, between two log-concave probability measures on Rn\mathbb{R}^n. We show that the eigenvalues of the Hessian matrix D2ΦD^2 Φ exhibit remarkable concentration properties on a multiplicative scale, regardless of the choice of the two measures or the dimension nn.

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